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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
ORCL icon
326
CALL
Oracle
ORCL
$409B
$1.41M 0.04%
18,100
+10,800
+148% +$845K
DOCU
327
DocuSign
DOCU
$10.5B
$1.41M 0.04%
+5,024
New +$1.12M
SPLV icon
328
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$1.4M 0.04%
23,048
-1,862
-7% -$113K
TJX icon
329
CALL
TJX Companies
TJX
$174B
$1.38M 0.04%
+20,500
New +$1.4M
ISRG icon
330
PUT
Intuitive Surgical
ISRG
$135B
$1.38M 0.04%
+4,500
New +$1.26M
MET icon
331
CALL
MetLife
MET
$62B
$1.38M 0.04%
+23,000
New +$1.46M
BA icon
332
Boeing
BA
$185B
$1.37M 0.04%
+5,722
New +$1.38M
LRCX icon
333
PUT
Lam Research
LRCX
$369B
$1.37M 0.04%
21,000
+17,000
+425% +$1.07M
KR icon
334
CALL
Kroger
KR
$35.7B
$1.36M 0.04%
+35,500
New +$1.34M
TDG icon
335
CALL
TransDigm Group
TDG
$71.9B
$1.36M 0.04%
+2,100
New +$1.32M
NLY icon
336
Annaly Capital Management
NLY
$17.2B
$1.33M 0.04%
+37,499
New +$1.36M
PLUG icon
337
CALL
Plug Power
PLUG
$2.9B
$1.33M 0.04%
+38,900
New +$1.13M
CROX icon
338
CALL
Crocs
CROX
$6.47B
$1.32M 0.04%
+11,300
New +$1.11M
BRK.B icon
339
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.31M 0.04%
+4,700
New +$1.31M
ABNB icon
340
Airbnb
ABNB
$89.4B
$1.3M 0.04%
8,493
+7,428
+697% +$1.17M
OXY icon
341
PUT
Occidental Petroleum
OXY
$55.2B
$1.29M 0.04%
+41,400
New +$1.11M
M icon
342
CALL
Macy's
M
$6.83B
$1.29M 0.04%
68,200
+35,400
+108% +$628K
FVRR icon
343
CALL
Fiverr
FVRR
$340M
$1.28M 0.04%
+5,300
New +$1.1M
WFC icon
344
Wells Fargo
WFC
$266B
$1.28M 0.04%
28,254
+15,343
+119% +$685K
DUK icon
345
CALL
Duke Energy
DUK
$96.9B
$1.26M 0.04%
12,800
+10,600
+482% +$1.06M
EMR icon
346
CALL
Emerson Electric
EMR
$86.7B
$1.26M 0.04%
+13,100
New +$1.23M
PLTR icon
347
CALL
Palantir
PLTR
$301B
$1.26M 0.04%
+47,700
New +$1.1M
CSCO icon
348
PUT
Cisco
CSCO
$457B
$1.25M 0.04%
23,600
+9,000
+62% +$473K
CHWY icon
349
PUT
Chewy
CHWY
$9.4B
$1.24M 0.04%
+15,600
New +$1.21M
NVAX icon
350
CALL
Novavax
NVAX
$1.22B
$1.23M 0.04%
+5,800
New +$1.06M
12 13
14
15 16

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.