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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
ALB icon
626
CALL
Albemarle
ALB
$14.2B
$539K 0.02%
+3,200
New +$516K
PEP icon
627
PepsiCo
PEP
$190B
$538K 0.02%
3,632
-1,559
-30% -$227K
TBF icon
628
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$537K 0.02%
31,830
+20,714
+186% +$363K
CRSP icon
629
CALL
CRISPR Therapeutics
CRSP
$5.17B
$534K 0.02%
+3,300
New +$401K
NOK icon
630
PUT
Nokia
NOK
$55.9B
$533K 0.02%
100,200
+78,800
+368% +$380K
LYFT icon
631
CALL
Lyft
LYFT
$6.3B
$532K 0.02%
+8,800
New +$506K
MSTR icon
632
PUT
Strategy Inc
MSTR
$35.3B
$532K 0.02%
8,000
-5,000
-38% -$296K
BILL icon
633
PUT
BILL Holdings
BILL
$4.84B
$531K 0.02%
+2,900
New +$454K
RNG icon
634
RingCentral
RNG
$5.05B
$531K 0.02%
+1,826
New +$521K
XRT icon
635
State Street SPDR S&P Retail ETF
XRT
$332M
$526K 0.02%
5,412
+2,461
+83% +$230K
PDBC icon
636
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.18B
$525K 0.02%
+26,124
New +$497K
SPYD icon
637
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$8.81B
$524K 0.02%
+13,079
New +$532K
NXPI icon
638
NXP Semiconductors
NXPI
$59.6B
$522K 0.02%
+2,536
New +$508K
TMUS icon
639
PUT
T-Mobile US
TMUS
$189B
$521K 0.02%
+3,600
New +$496K
SPYM
640
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$520K 0.02%
10,323
-265
-3% -$13K
CLX icon
641
Clorox
CLX
$12.5B
$516K 0.02%
+2,870
New +$524K
FLRN icon
642
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$516K 0.02%
16,842
-18,021
-52% -$552K
STX icon
643
Seagate
STX
$198B
$516K 0.02%
+5,873
New +$529K
BBBY
644
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$516K 0.02%
+15,500
New +$431K
KSS icon
645
CALL
Kohl's
KSS
$2.28B
$513K 0.02%
9,300
+5,000
+116% +$287K
WDC icon
646
CALL
Western Digital
WDC
$191B
$512K 0.02%
+9,526
New +$515K
OLED icon
647
CALL
Universal Display
OLED
$3.94B
$511K 0.02%
+2,300
New +$504K
ORLY icon
648
CALL
O'Reilly Automotive
ORLY
$74.8B
$510K 0.02%
+13,500
New +$484K
WW
649
CALL
DELISTED
WW International
WW
$510K 0.02%
+14,100
New +$483K
GLW icon
650
Corning
GLW
$138B
$508K 0.02%
+12,424
New +$542K
24 25
26
27 28

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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.