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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
SWKS icon
276
CALL
Skyworks Solutions
SWKS
$9.1B
$1.69M 0.05%
+8,800
New +$1.56M
SMH icon
277
CALL
VanEck Semiconductor ETF
SMH
$68.1B
$1.68M 0.05%
+12,800
New +$1.58M
IWN icon
278
iShares Russell 2000 Value ETF
IWN
$14.5B
$1.67M 0.05%
+10,075
New +$1.66M
CHWY icon
279
CALL
Chewy
CHWY
$9.46B
$1.67M 0.05%
+20,900
New +$1.62M
F icon
280
CALL
Ford
F
$57.6B
$1.65M 0.05%
111,200
+95,200
+595% +$1.27M
AAPL icon
281
Apple
AAPL
$4.51T
$1.65M 0.05%
12,043
-32,460
-73% -$4.21M
SMH icon
282
VanEck Semiconductor ETF
SMH
$68.1B
$1.64M 0.05%
12,524
+7,856
+168% +$970K
FANG icon
283
CALL
Diamondback Energy
FANG
$56B
$1.63M 0.05%
+17,400
New +$1.43M
CVNA icon
284
PUT
Carvana
CVNA
$70.7B
$1.63M 0.05%
+27,000
New +$1.47M
ZS icon
285
PUT
Zscaler
ZS
$25B
$1.62M 0.05%
+7,500
New +$1.43M
CME icon
286
CALL
CME Group
CME
$95.1B
$1.62M 0.05%
+7,600
New +$1.6M
VGK icon
287
Vanguard FTSE Europe ETF
VGK
$30.7B
$1.61M 0.05%
+24,007
New +$1.62M
TSM icon
288
CALL
TSMC
TSM
$2.09T
$1.61M 0.05%
+13,400
New +$1.57M
IVV icon
289
iShares Core S&P 500 ETF
IVV
$882B
$1.6M 0.05%
3,728
+2,249
+152% +$942K
ATVI
290
PUT
DELISTED
Activision Blizzard
ATVI
$1.6M 0.05%
16,800
+13,700
+442% +$1.3M
UAL icon
291
PUT
United Airlines
UAL
$41.3B
$1.6M 0.05%
+30,600
New +$1.7M
SPOT icon
292
CALL
Spotify
SPOT
$101B
$1.6M 0.05%
+5,800
New +$1.47M
AON icon
293
Aon
AON
$75.8B
$1.59M 0.05%
6,669
+4,717
+242% +$1.15M
VEEV icon
294
PUT
Veeva Systems
VEEV
$34.1B
$1.59M 0.05%
+5,100
New +$1.42M
AAL icon
295
CALL
American Airlines Group
AAL
$10.5B
$1.58M 0.05%
74,400
+51,600
+226% +$1.17M
AON icon
296
PUT
Aon
AON
$75.8B
$1.58M 0.05%
+6,600
New +$1.61M
PENN icon
297
CALL
PENN Entertainment
PENN
$2.71B
$1.58M 0.05%
+20,600
New +$1.77M
XOP icon
298
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.7B
$1.56M 0.05%
16,100
+12,100
+303% +$1.06M
HAL icon
299
CALL
Halliburton
HAL
$26.6B
$1.53M 0.05%
+66,400
New +$1.48M
D icon
300
CALL
Dominion Energy
D
$60.4B
$1.53M 0.05%
20,800
+17,400
+512% +$1.34M
10 11
12
13 14

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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
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OMG
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MCM
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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.