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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 | |
|---|---|---|---|---|---|---|
651
PUT
Crown Castle
CCI
$34.1B
| $507K | 0.02% |
+2,600
| New | +$487K |
|
652
MGM Resorts International
MGM
$11.6B
| $505K | 0.02% |
11,849
+5,120
| +76% | +$212K |
|
653
CALL
Vale
VALE
$62.9B
| $504K | 0.02% |
+22,100
| New | +$462K |
|
654
3M
MMM
$93.3B
| $503K | 0.02% |
+3,029
| New | +$505K |
|
655
CALL
Sempra
SRE
$56.8B
| $503K | 0.02% |
+7,600
| New | +$520K |
|
656
Etsy
ETSY
$8.2B
| $502K | 0.02% |
+2,438
| New | +$451K |
|
657
PUT
Ford
F
$56.7B
| $501K | 0.02% |
33,700
+12,200
| +57% | +$162K |
|
658
PUT
KB Home
KBH
$3.54B
| $501K | 0.02% |
+12,300
| New | +$567K |
|
|
SIVB
659
CALL
DELISTED
SVB Financial Group
SIVB
| $501K | 0.02% |
+900
| New | +$499K |
|
660
Mondelez International
MDLZ
$79B
| $499K | 0.02% |
7,984
-1,975
| -20% | -$122K |
|
661
PUT
Skyworks Solutions
SWKS
$10B
| $499K | 0.02% |
+2,600
| New | +$461K |
|
662
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$937M
| $497K | 0.01% |
+8,554
| New | +$583K |
|
663
CALL
State Street SPDR S&P Retail ETF
XRT
$332M
| $496K | 0.01% |
+5,100
| New | +$476K |
|
664
Vanguard Morningstar Small-Cap Value ETF
VBR
$38.1B
| $495K | 0.01% |
+2,853
| New | +$494K |
|
665
PUT
Tyson Foods
TSN
$20.5B
| $494K | 0.01% |
+6,700
| New | +$520K |
|
666
Prospect Capital
PSEC
$1.13B
| $493K | 0.01% |
+58,775
| New | +$491K |
|
667
CALL
Stryker
SYK
$129B
| $493K | 0.01% |
+1,900
| New | +$486K |
|
668
Regions Financial
RF
$27.3B
| $492K | 0.01% |
24,370
+10,400
| +74% | +$225K |
|
669
Sherwin-Williams
SHW
$87.6B
| $491K | 0.01% |
1,803
+165
| +10% | +$45.2K |
|
670
Yum! Brands
YUM
$40.3B
| $491K | 0.01% |
+4,267
| New | +$503K |
|
671
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
| $490K | 0.01% |
+5,450
| New | +$487K |
|
672
PUT
First Majestic Silver
AG
$8.18B
| $489K | 0.01% |
+30,900
| New | +$515K |
|
673
PUT
Qorvo
QRVO
$8.38B
| $489K | 0.01% |
+2,500
| New | +$461K |
|
674
Zoom
ZM
$29.9B
| $488K | 0.01% |
1,262
-1,076
| -46% | -$358K |
|
675
Snowflake
SNOW
$110B
| $487K | 0.01% |
+2,014
| New | +$469K |
|
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RB
OMG
MCM
NEPWA
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.