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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
(+84%)
Cap. Flow
+$1.41B
Cap. Flow
% of AUM
42.48%
Top 10 Holdings %
Top 10 Hldgs %
41.37%
Holding
1,815
New
1,017
Increased
309
Reduced
131
Closed
345
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$10.2M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$9.44M |
| 3 |
Tesla
TSLA
|
+$5.03M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$4.02M |
| 5 |
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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$15.8M |
| 4 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
+$14.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
351
CALL
United Airlines
UAL
$41.7B
| $1.23M | 0.04% |
23,500
+19,500
| +488% | +$1.08M |
|
352
PUT
Plug Power
PLUG
$2.9B
| $1.23M | 0.04% |
+35,900
| New | +$1.04M |
|
353
CALL
Marriott International
MAR
$91.5B
| $1.22M | 0.04% |
+8,900
| New | +$1.28M |
|
354
CALL
Air Products & Chemicals
APD
$65.2B
| $1.21M | 0.04% |
+4,200
| New | +$1.23M |
|
355
PUT
Royal Caribbean
RCL
$86.7B
| $1.2M | 0.04% |
14,100
-17,400
| -55% | -$1.52M |
|
|
356
PUT
Marriott International
MAR
$91.5B
| $1.2M | 0.04% |
+8,800
| New | +$1.27M |
|
357
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
| $1.19M | 0.04% |
16,217
-630
| -4% | -$45.5K |
|
358
PUT
Spotify
SPOT
$100B
| $1.19M | 0.04% |
+4,300
| New | +$1.09M |
|
359
PUT
Enterprise Products Partners
EPD
$81.9B
| $1.17M | 0.04% |
+48,600
| New | +$1.15M |
|
360
CALL
Capri Holdings
CPRI
$1.88B
| $1.17M | 0.04% |
+20,500
| New | +$1.12M |
|
361
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
| $1.17M | 0.04% |
+37,624
| New | +$1.16M |
|
362
CALL
Digital Turbine
APPS
$1.09B
| $1.17M | 0.04% |
+15,400
| New | +$1.1M |
|
363
CALL
Amgen
AMGN
$204B
| $1.17M | 0.04% |
+4,800
| New | +$1.18M |
|
364
CALL
Zillow
Z
$8.04B
| $1.16M | 0.03% |
+9,500
| New | +$1.16M |
|
365
CALL
GrowGeneration
GRWG
$88.3M
| $1.15M | 0.03% |
+24,000
| New | +$1.05M |
|
366
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $1.15M | 0.03% |
13,074
-18,899
| -59% | -$1.65M |
|
367
CALL
Southern Company
SO
$107B
| $1.15M | 0.03% |
19,000
-80,500
| -81% | -$5.15M |
|
368
PUT
Sunrun
RUN
$2.49B
| $1.15M | 0.03% |
+20,600
| New | +$995K |
|
369
CALL
Realty Income
O
$59.2B
| $1.15M | 0.03% |
+17,750
| New | +$1.17M |
|
370
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
| $1.15M | 0.03% |
+10,802
| New | +$1.15M |
|
371
PUT
Broadcom
AVGO
$1.87T
| $1.14M | 0.03% |
24,000
+16,000
| +200% | +$741K |
|
372
CALL
Dollar Tree
DLTR
$24.9B
| $1.14M | 0.03% |
+11,500
| New | +$1.25M |
|
373
CALL
Peloton Interactive
PTON
$2.79B
| $1.14M | 0.03% |
+9,200
| New | +$979K |
|
374
PUT
Wayfair
W
$11.8B
| $1.14M | 0.03% |
+3,600
| New | +$1.13M |
|
375
PUT
RTX Corp
RTX
$292B
| $1.12M | 0.03% |
+13,100
| New | +$1.1M |
|
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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.