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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
ABT icon
251
Abbott
ABT
$188B
$1.9M 0.06%
16,405
+12,835
+360% +$1.5M
ZM icon
252
CALL
Zoom
ZM
$28.8B
$1.9M 0.06%
4,900
+3,200
+188% +$1.07M
MRK icon
253
CALL
Merck
MRK
$319B
$1.89M 0.06%
+24,300
New +$1.81M
MPC icon
254
PUT
Marathon Petroleum
MPC
$90.5B
$1.89M 0.06%
+31,200
New +$1.83M
XLY icon
255
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
$1.89M 0.06%
21,112
+11,918
+130% +$1.04M
SPSB icon
256
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$1.88M 0.06%
59,898
+35,986
+150% +$1.13M
XLP icon
257
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
$1.87M 0.06%
+26,700
New +$1.87M
DRI icon
258
CALL
Darden Restaurants
DRI
$23.8B
$1.84M 0.06%
+12,600
New +$1.77M
BLK icon
259
PUT
Blackrock
BLK
$171B
$1.84M 0.06%
+2,100
New +$1.77M
BKNG icon
260
Booking.com
BKNG
$151B
$1.82M 0.05%
20,850
+9,375
+82% +$875K
TSM icon
261
PUT
TSMC
TSM
$2.1T
$1.81M 0.05%
15,100
+12,500
+481% +$1.46M
FSLY icon
262
CALL
Fastly Inc
FSLY
$3.59B
$1.8M 0.05%
+30,200
New +$1.72M
W icon
263
CALL
Wayfair
W
$11.5B
$1.8M 0.05%
+5,700
New +$1.79M
TTD icon
264
CALL
Trade Desk
TTD
$8.79B
$1.79M 0.05%
+23,200
New +$1.48M
UBER icon
265
PUT
Uber
UBER
$145B
$1.78M 0.05%
35,500
+26,300
+286% +$1.37M
SHYG icon
266
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.58B
$1.76M 0.05%
38,276
-5,415
-12% -$248K
NOK icon
267
Nokia
NOK
$50B
$1.76M 0.05%
330,632
+228,829
+225% +$1.1M
AMD icon
268
Advanced Micro Devices
AMD
$762B
$1.74M 0.05%
18,530
+6,051
+48% +$489K
KBH icon
269
CALL
KB Home
KBH
$3.48B
$1.71M 0.05%
+42,100
New +$1.94M
FSLR icon
270
CALL
First Solar
FSLR
$24B
$1.71M 0.05%
+18,900
New +$1.5M
SHY icon
271
iShares 1-3 Year Treasury Bond ETF
SHY
$25B
$1.71M 0.05%
19,847
+4,143
+26% +$357K
ZM icon
272
PUT
Zoom
ZM
$28.8B
$1.7M 0.05%
4,400
+2,900
+193% +$966K
TDOC icon
273
CALL
Teladoc Health
TDOC
$1.22B
$1.7M 0.05%
+10,200
New +$1.65M
SPTS icon
274
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$1.69M 0.05%
55,177
+37,243
+208% +$1.14M
XLI icon
275
State Street Industrial Select Sector SPDR ETF
XLI
$33B
$1.69M 0.05%
+16,511
New +$1.69M
9 10
11
12 13

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OAM
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NOCM
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TIM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.