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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
NFLX icon
26
PUT
Netflix
NFLX
$299B
$13.7M 0.41%
260,000
+206,000
+381% +$10.5M
GOOGL icon
27
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$13.2M 0.4%
108,000
+64,000
+145% +$7.48M
MA icon
28
CALL
Mastercard
MA
$502B
$13M 0.39%
35,500
+31,200
+726% +$11.6M
DIA icon
29
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
$12.9M 0.39%
37,400
+5,200
+16% +$1.78M
WMT icon
30
CALL
Walmart Inc
WMT
$885B
$12.5M 0.38%
266,400
+184,200
+224% +$8.58M
GS icon
31
CALL
Goldman Sachs
GS
$300B
$12M 0.36%
31,600
+27,300
+635% +$9.77M
BA icon
32
CALL
Boeing
BA
$171B
$11.3M 0.34%
47,200
+36,400
+337% +$8.8M
C icon
33
CALL
Citigroup
C
$222B
$10.9M 0.33%
153,700
+138,100
+885% +$10.2M
BA icon
34
PUT
Boeing
BA
$171B
$10.7M 0.32%
44,700
+35,800
+402% +$8.66M
SHOP icon
35
PUT
Shopify
SHOP
$152B
$10.5M 0.32%
72,000
+70,000
+3,500% +$8.63M
C icon
36
PUT
Citigroup
C
$222B
$10.3M 0.31%
145,700
+134,000
+1,145% +$9.91M
XLF icon
37
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$10.2M 0.31%
278,600
+263,200
+1,709% +$9.63M
XLF icon
38
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$10.2M 0.31%
+277,525
New +$10.2M
DIS icon
39
CALL
Walt Disney
DIS
$167B
$9.9M 0.3%
56,300
+48,700
+641% +$8.76M
GOOGL icon
40
Alphabet (Google) Class A
GOOGL
$4.36T
$9.87M 0.3%
+80,820
New +$9.44M
CAT icon
41
CALL
Caterpillar
CAT
$375B
$9.73M 0.29%
44,700
+37,200
+496% +$8.59M
CME icon
42
CME Group
CME
$96.3B
$9.58M 0.29%
45,053
-2,076
-4% -$438K
JPM icon
43
CALL
JPMorgan Chase
JPM
$935B
$9.52M 0.29%
61,200
+51,000
+500% +$8.01M
SPY icon
44
State Street SPDR S&P 500 ETF Trust
SPY
$795B
$9.4M 0.28%
21,960
-37,818
-63% -$15.8M
XLF icon
45
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$9.25M 0.28%
252,200
+224,900
+824% +$8.23M
SHOP icon
46
CALL
Shopify
SHOP
$152B
$8.91M 0.27%
61,000
+58,000
+1,933% +$7.15M
META icon
47
PUT
Meta Platforms (Facebook)
META
$1.42T
$8.83M 0.27%
25,400
+10,600
+72% +$3.4M
XLU icon
48
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$8.82M 0.27%
+279,000
New +$9.13M
MA icon
49
PUT
Mastercard
MA
$502B
$8.47M 0.25%
23,200
+19,300
+495% +$7.18M
V icon
50
PUT
Visa
V
$684B
$8.44M 0.25%
36,100
+25,100
+228% +$5.74M
1
2
3 4 5

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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.