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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+7.67%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.33B
AUM Growth
+$1.52B
Cap. Flow
+$1.41B
Cap. Flow %
42.48%
Top 10 Hldgs %
41.37%
Holding
1,815
New
1,017
Increased
309
Reduced
131
Closed
345

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$10.2M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$9.44M
3
TSLA icon
Tesla
TSLA
+$5.03M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$4.02M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$3.98M

Top Sells

Rank Stock Value
1
PCGU
PG&E Corporation
PCGU
+$31.1M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.8M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$15.8M
4
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
+$14.9M
5
BDX icon
Becton Dickinson
BDX
+$7.79M

Sector Composition

Rank Sector Weight
1 Technology 1.14%
2 Financials 0.96%
3 Communication Services 0.87%
4 Healthcare 0.82%
5 Consumer Discretionary 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LMT icon
226
CALL
Lockheed Martin
LMT
$135B
$2.16M 0.06%
+5,700
New +$2.19M
PINS icon
227
PUT
Pinterest
PINS
$13.6B
$2.15M 0.06%
+27,200
New +$1.9M
TWLO icon
228
PUT
Twilio
TWLO
$29.6B
$2.13M 0.06%
+5,400
New +$1.87M
RCL icon
229
CALL
Royal Caribbean
RCL
$87.3B
$2.11M 0.06%
+24,700
New +$2.15M
MS icon
230
PUT
Morgan Stanley
MS
$330B
$2.06M 0.06%
22,500
+10,400
+86% +$892K
AMAT icon
231
PUT
Applied Materials
AMAT
$399B
$2.05M 0.06%
+14,400
New +$1.93M
EWZ icon
232
iShares MSCI Brazil ETF
EWZ
$9.25B
$2.05M 0.06%
50,584
-9,372
-16% -$354K
T icon
233
PUT
AT&T
T
$162B
$2.04M 0.06%
94,004
+52,166
+125% +$1.19M
IJH icon
234
iShares Core S&P Mid-Cap ETF
IJH
$123B
$2.04M 0.06%
37,980
-29,905
-44% -$1.61M
MRNA icon
235
CALL
Moderna
MRNA
$21.2B
$2.02M 0.06%
+8,600
New +$1.54M
XLU icon
236
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$2M 0.06%
+63,198
New +$2.07M
IWD icon
237
iShares Russell 1000 Value ETF
IWD
$82.5B
$1.98M 0.06%
12,495
+7,380
+144% +$1.17M
TGT icon
238
CALL
Target
TGT
$67.7B
$1.98M 0.06%
8,200
+6,700
+447% +$1.47M
VEA icon
239
Vanguard FTSE Developed Markets ETF
VEA
$229B
$1.98M 0.06%
+38,445
New +$1.98M
RH icon
240
CALL
RH
RH
$3.25B
$1.97M 0.06%
+2,900
New +$1.88M
CLF icon
241
CALL
Cleveland-Cliffs
CLF
$6.35B
$1.96M 0.06%
91,100
+76,700
+533% +$1.51M
EBAY icon
242
CALL
eBay
EBAY
$49.1B
$1.95M 0.06%
+27,800
New +$1.74M
LRCX icon
243
CALL
Lam Research
LRCX
$357B
$1.95M 0.06%
+30,000
New +$1.89M
XPO icon
244
CALL
XPO
XPO
$23.6B
$1.94M 0.06%
+40,190
New +$1.96M
RUN icon
245
CALL
Sunrun
RUN
$2.4B
$1.94M 0.06%
+34,700
New +$1.68M
IEF icon
246
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.92M 0.06%
16,653
+12,227
+276% +$1.4M
IYR icon
247
iShares US Real Estate ETF
IYR
$4.65B
$1.92M 0.06%
+18,866
New +$1.87M
NOW icon
248
PUT
ServiceNow
NOW
$121B
$1.92M 0.06%
+17,500
New +$1.77M
UBER icon
249
CALL
Uber
UBER
$145B
$1.92M 0.06%
38,200
+33,400
+696% +$1.74M
COF icon
250
CALL
Capital One
COF
$131B
$1.9M 0.06%
+12,300
New +$1.86M
8 9
10
11 12

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NOCM
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QIM
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Two Sigma Securities's Q2 2021 Portfolio in Review

As of Q2 2021, Two Sigma Securities held 1,815 positions worth $3.33B, up 84% from $1.81B the previous quarter. Its ten largest holdings account for 41% of the portfolio.

Two Sigma Securities deployed $1.41B of net new capital in Q2 2021, opening 1,017 new positions and adding to 309 existing holdings. Its largest new stake was State Street Financial Select Sector SPDR ETF: 277,525 shares worth $10.2M.

By sector, the portfolio is most concentrated in Technology at 1.1% of assets, down from 1.7% a quarter earlier, followed by Financials and Communication Services.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $15.8M trimmed.

  • Two Sigma Securities's largest Q2 2021 buy was State Street Financial Select Sector SPDR ETF: 277,525 shares worth $10.2M.
  • Two Sigma Securities added most to Tesla in Q2 2021, an estimated $5.03M increase.
  • Two Sigma Securities's biggest Q2 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $15.8M.
  • Two Sigma Securities fully exited PG&E Corporation in Q2 2021, selling an estimated $31.1M.
  • Two Sigma Securities's ten largest holdings make up 41% of its $3.33B portfolio in Q2 2021.
  • Two Sigma Securities opened 1,017 new positions and closed 345 in Q2 2021.
  • Two Sigma Securities's portfolio value rose 84% quarter-over-quarter to $3.33B.

Based on Two Sigma Securities's 13F filing for Q2 2021, filed 16 Aug 2021.