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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
SLV icon
526
iShares Silver Trust
SLV
$28B
$671K 0.02%
+27,690
New +$686K
SQQQ icon
527
ProShares UltraPro Short QQQ
SQQQ
$1.89B
$671K 0.02%
587
+471
+406% +$647K
PSX icon
528
CALL
Phillips 66
PSX
$82.7B
$669K 0.02%
+7,800
New +$658K
TJX icon
529
PUT
TJX Companies
TJX
$174B
$667K 0.02%
+9,900
New +$675K
NCLH icon
530
CALL
Norwegian Cruise Line
NCLH
$9.07B
$665K 0.02%
+22,600
New +$681K
IWO icon
531
iShares Russell 2000 Growth ETF
IWO
$14.6B
$663K 0.02%
+2,126
New +$640K
SEDG icon
532
PUT
SolarEdge
SEDG
$2.74B
$663K 0.02%
+2,400
New +$604K
FDX icon
533
PUT
FedEx
FDX
$73.2B
$656K 0.02%
2,200
+400
+22% +$119K
WDC icon
534
PUT
Western Digital
WDC
$182B
$655K 0.02%
+12,172
New +$658K
O icon
535
PUT
Realty Income
O
$59.2B
$654K 0.02%
+10,114
New +$664K
META icon
536
Meta Platforms (Facebook)
META
$1.5T
$653K 0.02%
1,878
+1,016
+118% +$326K
VTIP icon
537
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$652K 0.02%
+12,434
New +$648K
XLB icon
538
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$650K 0.02%
+15,800
New +$666K
BNTX icon
539
CALL
BioNTech
BNTX
$23.3B
$649K 0.02%
+2,900
New +$547K
SPMB icon
540
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.96B
$649K 0.02%
+25,085
New +$650K
BP icon
541
PUT
BP
BP
$114B
$647K 0.02%
24,500
+13,800
+129% +$362K
GE icon
542
GE Aerospace
GE
$383B
$646K 0.02%
9,633
+4,732
+97% +$316K
DDOG icon
543
CALL
Datadog
DDOG
$97.4B
$645K 0.02%
+6,200
New +$560K
LMT icon
544
PUT
Lockheed Martin
LMT
$135B
$643K 0.02%
+1,700
New +$654K
DRI icon
545
PUT
Darden Restaurants
DRI
$23.6B
$642K 0.02%
+4,400
New +$619K
DUK icon
546
PUT
Duke Energy
DUK
$96.9B
$642K 0.02%
+6,500
New +$653K
DVN icon
547
Devon Energy
DVN
$51.4B
$641K 0.02%
+21,964
New +$568K
EPI icon
548
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$641K 0.02%
18,924
+5,725
+43% +$187K
ALL icon
549
CALL
Allstate
ALL
$67.6B
$639K 0.02%
+4,900
New +$633K
WIX icon
550
PUT
WIX.com
WIX
$2.38B
$639K 0.02%
+2,200
New +$617K
20 21
22
23 24

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NOCM
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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.