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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 | |
|---|---|---|---|---|---|---|
|
OZON
426
CALL
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
| $944K | 0.03% |
+16,100
| New | +$937K |
|
427
CALL
Texas Instruments
TXN
$246B
| $942K | 0.03% |
+4,900
| New | +$918K |
|
428
PUT
Abbott
ABT
$185B
| $939K | 0.03% |
8,100
+5,000
| +161% | +$583K |
|
429
CALL
Tyson Foods
TSN
$21B
| $937K | 0.03% |
+12,700
| New | +$985K |
|
430
AbbVie
ABBV
$433B
| $928K | 0.03% |
+8,241
| New | +$928K |
|
431
Danaher
DHR
$139B
| $927K | 0.03% |
+3,896
| New | +$864K |
|
432
PUT
Deere & Co
DE
$163B
| $917K | 0.03% |
+2,600
| New | +$949K |
|
433
Kraft Heinz
KHC
$31.3B
| $917K | 0.03% |
+22,475
| New | +$946K |
|
434
PUT
MetLife
MET
$62B
| $916K | 0.03% |
+15,300
| New | +$970K |
|
435
United Airlines
UAL
$41.7B
| $916K | 0.03% |
+17,521
| New | +$972K |
|
|
VMW
436
PUT
DELISTED
VMware, Inc
VMW
| $912K | 0.03% |
+5,700
| New | +$912K |
|
437
SPDR Gold Trust
GLD
$131B
| $903K | 0.03% |
+5,450
| New | +$926K |
|
438
CALL
DexCom
DXCM
$32.9B
| $897K | 0.03% |
+8,400
| New | +$807K |
|
439
PUT
Air Products & Chemicals
APD
$65.2B
| $892K | 0.03% |
+3,100
| New | +$910K |
|
440
CALL
Parker-Hannifin
PH
$126B
| $891K | 0.03% |
+2,900
| New | +$898K |
|
441
PUT
General Mills
GIS
$19.2B
| $890K | 0.03% |
+14,600
| New | +$903K |
|
442
CALL
D.R. Horton
DHI
$41B
| $886K | 0.03% |
+9,800
| New | +$920K |
|
443
CALL
EOG Resources
EOG
$77.6B
| $884K | 0.03% |
+10,600
| New | +$838K |
|
444
NRG Energy
NRG
$29.2B
| $884K | 0.03% |
+21,924
| New | +$794K |
|
445
CALL
SolarEdge
SEDG
$2.74B
| $884K | 0.03% |
+3,200
| New | +$806K |
|
446
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $880K | 0.03% |
+9,100
| New | +$794K |
|
447
CALL
Unity
U
$14.6B
| $879K | 0.03% |
+8,000
| New | +$786K |
|
448
CALL
Medtronic
MDT
$111B
| $869K | 0.03% |
+7,000
| New | +$879K |
|
449
Gilead Sciences
GILD
$163B
| $862K | 0.03% |
+12,525
| New | +$836K |
|
450
Target
TGT
$67.8B
| $857K | 0.03% |
3,545
+1,821
| +106% | +$399K |
|
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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.