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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
SVXY icon
376
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
$1.12M 0.03%
40,238
+6,646
+20% +$170K
DAL icon
377
CALL
Delta Air Lines
DAL
$60.2B
$1.11M 0.03%
25,600
+20,500
+402% +$949K
UNP icon
378
CALL
Union Pacific
UNP
$173B
$1.1M 0.03%
+5,000
New +$1.11M
PGR icon
379
Progressive
PGR
$122B
$1.1M 0.03%
+11,180
New +$1.11M
SPG icon
380
PUT
Simon Property Group
SPG
$74.3B
$1.1M 0.03%
+8,400
New +$1.04M
LEN icon
381
CALL
Lennar Class A
LEN
$20.5B
$1.09M 0.03%
+11,363
New +$1.1M
OKE icon
382
CALL
Oneok
OKE
$55.6B
$1.09M 0.03%
+19,600
New +$1.04M
Z icon
383
PUT
Zillow
Z
$8.04B
$1.09M 0.03%
+8,900
New +$1.08M
XLB icon
384
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$1.08M 0.03%
+26,342
New +$1.11M
VXUS icon
385
Vanguard Total International Stock ETF
VXUS
$156B
$1.08M 0.03%
+16,463
New +$1.08M
OKTA icon
386
PUT
Okta
OKTA
$24.6B
$1.08M 0.03%
+4,400
New +$1.06M
FTSM icon
387
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
$1.07M 0.03%
17,940
+11,858
+195% +$711K
DAL icon
388
Delta Air Lines
DAL
$60.2B
$1.07M 0.03%
24,680
+19,091
+342% +$884K
DHI icon
389
PUT
D.R. Horton
DHI
$41B
$1.07M 0.03%
+11,800
New +$1.11M
SIVB
390
PUT
DELISTED
SVB Financial Group
SIVB
$1.06M 0.03%
+1,900
New +$1.05M
SLB icon
391
CALL
SLB Ltd
SLB
$73.2B
$1.06M 0.03%
33,000
+20,300
+160% +$624K
STZ icon
392
PUT
Constellation Brands
STZ
$22.4B
$1.05M 0.03%
4,500
+3,400
+309% +$798K
ABEV icon
393
Ambev
ABEV
$47.1B
$1.05M 0.03%
+305,760
New +$995K
OKTA icon
394
CALL
Okta
OKTA
$24.6B
$1.05M 0.03%
+4,300
New +$1.04M
XPO icon
395
PUT
XPO
XPO
$23.1B
$1.05M 0.03%
+21,685
New +$1.06M
AZN icon
396
CALL
AstraZeneca
AZN
$245B
$1.04M 0.03%
+8,700
New +$955K
FCX icon
397
Freeport-McMoran
FCX
$91.5B
$1.04M 0.03%
28,065
+13,407
+91% +$522K
UPS icon
398
CALL
United Parcel Service
UPS
$90.8B
$1.04M 0.03%
5,000
+2,100
+72% +$420K
LQD icon
399
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$1.04M 0.03%
+7,734
New +$1.02M
MDY icon
400
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$1.03M 0.03%
+2,100
New +$1.04M
14 15
16
17 18

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.