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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
+7.67%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$1.52B
(+84%)
Cap. Flow
-$7.43M
Cap. Flow
% of AUM
-0.22%
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 | Miscellaneous | 93.75% |
| 2 | Technology | 1.14% |
| 3 | Financials | 0.97% |
| 4 | Communication Services | 0.87% |
| 5 | Healthcare | 0.84% |
| 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
$244B
| $942K | 0.03% |
+4,900
| New | +$918K |
|
428
PUT
Abbott
ABT
$178B
| $939K | 0.03% |
8,100
+5,000
| +161% | +$583K |
|
429
CALL
Tyson Foods
TSN
$18.6B
| $937K | 0.03% |
+12,700
| New | +$985K |
|
430
AbbVie
ABBV
$466B
| $928K | 0.03% |
+8,241
| New | +$928K |
|
431
Danaher
DHR
$149B
| $927K | 0.03% |
+3,896
| New | +$864K |
|
432
PUT
Deere & Co
DE
$184B
| $917K | 0.03% |
+2,600
| New | +$949K |
|
433
The Kraft Heinz Company
KHC
$29B
| $917K | 0.03% |
+22,475
| New | +$946K |
|
434
PUT
MetLife
MET
$61.7B
| $916K | 0.03% |
+15,300
| New | +$970K |
|
435
United Airlines
UAL
$35.3B
| $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
$148B
| $903K | 0.03% |
+5,450
| New | +$926K |
|
438
CALL
DexCom
DXCM
$33.7B
| $897K | 0.03% |
+8,400
| New | +$807K |
|
439
PUT
Air Products & Chemicals
APD
$63.3B
| $892K | 0.03% |
+3,100
| New | +$910K |
|
440
CALL
Parker-Hannifin
PH
$119B
| $891K | 0.03% |
+2,900
| New | +$898K |
|
441
PUT
General Mills
GIS
$19.4B
| $890K | 0.03% |
+14,600
| New | +$903K |
|
442
CALL
D.R. Horton
DHI
$38.6B
| $886K | 0.03% |
+9,800
| New | +$920K |
|
443
CALL
EOG Resources
EOG
$75.7B
| $884K | 0.03% |
+10,600
| New | +$838K |
|
444
NRG Energy
NRG
$21.8B
| $884K | 0.03% |
+21,924
| New | +$794K |
|
445
CALL
SolarEdge
SEDG
$2.13B
| $884K | 0.03% |
+3,200
| New | +$806K |
|
446
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4B
| $880K | 0.03% |
+9,100
| New | +$794K |
|
447
CALL
Unity
U
$18.2B
| $879K | 0.03% |
+8,000
| New | +$786K |
|
448
CALL
Medtronic
MDT
$118B
| $869K | 0.03% |
+7,000
| New | +$879K |
|
449
Gilead Sciences
GILD
$186B
| $862K | 0.03% |
+12,525
| New | +$836K |
|
450
Target
TGT
$71.9B
| $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's Q2 2021 filing shows 1,017 new, 309 increased, 131 reduced and 345 closed positions. Its largest new stake was State Street Financial Select Sector SPDR ETF: 277,525 shares worth $10.2M. The largest sale was PG&E Corporation, an estimated $31.1M.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 92% a quarter earlier, followed by Technology and Financials.
- 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.