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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
BMY icon
401
Bristol-Myers Squibb
BMY
$134B
$1.03M 0.03%
+15,410
New +$1M
GBIL icon
402
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.57B
$1.03M 0.03%
10,252
+7,546
+279% +$756K
T icon
403
AT&T
T
$162B
$1.03M 0.03%
+47,211
New +$1.07M
LULU icon
404
CALL
lululemon athletica
LULU
$14B
$1.02M 0.03%
+2,800
New +$922K
EWH icon
405
iShares MSCI Hong Kong ETF
EWH
$1.23B
$1.02M 0.03%
38,168
+16,127
+73% +$438K
AMZN icon
406
Amazon
AMZN
$3.06T
$1.01M 0.03%
5,900
-38,960
-87% -$6.48M
LUV icon
407
CALL
Southwest Airlines
LUV
$23B
$1.01M 0.03%
+19,000
New +$1.14M
RWM icon
408
ProShares Short Russell2000
RWM
$132M
$1.01M 0.03%
48,138
-6,541
-12% -$141K
MPC icon
409
CALL
Marathon Petroleum
MPC
$89.6B
$1M 0.03%
+16,600
New +$973K
EWA icon
410
iShares MSCI Australia ETF
EWA
$1.41B
$1M 0.03%
38,545
+23,337
+153% +$615K
AAXJ icon
411
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.7B
$997K 0.03%
10,554
-1,605
-13% -$150K
EWJ icon
412
iShares MSCI Japan ETF
EWJ
$22B
$996K 0.03%
+14,742
New +$1.01M
AAL icon
413
American Airlines Group
AAL
$10.6B
$995K 0.03%
46,912
+37,672
+408% +$852K
LEN icon
414
PUT
Lennar Class A
LEN
$20.5B
$993K 0.03%
+10,330
New +$998K
EA icon
415
CALL
Electronic Arts
EA
$53B
$992K 0.03%
+6,900
New +$979K
RH icon
416
RH
RH
$3.29B
$991K 0.03%
1,459
+775
+113% +$503K
BNDX icon
417
Vanguard Total International Bond ETF
BNDX
$82B
$989K 0.03%
+17,324
New +$988K
NEE icon
418
PUT
NextEra Energy
NEE
$181B
$989K 0.03%
13,500
+7,400
+121% +$555K
FCX icon
419
PUT
Freeport-McMoran
FCX
$91.5B
$987K 0.03%
26,600
+10,000
+60% +$390K
VEU icon
420
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
$986K 0.03%
15,553
-16,137
-51% -$1.02M
KR icon
421
PUT
Kroger
KR
$35.7B
$981K 0.03%
+25,600
New +$964K
PPL
422
CALL
PPL Corp
PPL
$26.5B
$979K 0.03%
+35,000
New +$1.01M
MRVL icon
423
PUT
Marvell Technology
MRVL
$174B
$974K 0.03%
+16,700
New +$816K
EA icon
424
PUT
Electronic Arts
EA
$53B
$964K 0.03%
+6,700
New +$951K
B
425
Barrick Mining
B
$62.6B
$959K 0.03%
46,352
+29,232
+171% +$659K
15 16
17
18 19

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.