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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 | |
|---|---|---|---|---|---|---|
701
PUT
Texas Instruments
TXN
$259B
| $462K | 0.01% |
+2,400
| New | +$450K |
|
702
PUT
Fiverr
FVRR
$347M
| $461K | 0.01% |
+1,900
| New | +$394K |
|
|
B
703
PUT
Barrick Mining
B
$64B
| $461K | 0.01% |
+22,300
| New | +$503K |
|
704
iShares US Medical Devices ETF
IHI
$3.36B
| $461K | 0.01% |
+7,668
| New | +$443K |
|
705
CALL
Intuitive Surgical
ISRG
$130B
| $460K | 0.01% |
+1,500
| New | +$421K |
|
706
CALL
Bloom Energy
BE
$67.2B
| $459K | 0.01% |
+17,100
| New | +$415K |
|
|
X
707
DELISTED
US Steel
X
| $459K | 0.01% |
19,135
+3,113
| +19% | +$76.6K |
|
708
Analog Devices
ADI
$185B
| $458K | 0.01% |
+2,663
| New | +$427K |
|
709
PUT
Devon Energy
DVN
$50.8B
| $458K | 0.01% |
+15,700
| New | +$406K |
|
710
CALL
Caesars Entertainment
CZR
$6.14B
| $457K | 0.01% |
+4,400
| New | +$444K |
|
711
Harmony Gold Mining
HMY
$10.5B
| $456K | 0.01% |
+122,315
| New | +$581K |
|
712
CALL
Newmont
NEM
$103B
| $456K | 0.01% |
+7,200
| New | +$482K |
|
713
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.06B
| $456K | 0.01% |
+3
| New | +$533K |
|
714
CALL
T. Rowe Price
TROW
$24.7B
| $455K | 0.01% |
+2,300
| New | +$430K |
|
|
PXD
715
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $455K | 0.01% |
+2,800
| New | +$440K |
|
716
CALL
Fair Isaac
FICO
$22.6B
| $452K | 0.01% |
+900
| New | +$455K |
|
717
McDonald's
MCD
$191B
| $452K | 0.01% |
1,956
-1,598
| -45% | -$372K |
|
718
PUT
Digital Realty Trust
DLR
$71.7B
| $451K | 0.01% |
+3,000
| New | +$453K |
|
719
PUT
Sempra
SRE
$56.6B
| $450K | 0.01% |
+6,800
| New | +$465K |
|
720
PUT
DuPont de Nemours
DD
$19.3B
| $449K | 0.01% |
+4,621
| New | +$464K |
|
|
MNDT
721
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $449K | 0.01% |
+22,200
| New | +$455K |
|
722
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
| $448K | 0.01% |
+3,430
| New | +$448K |
|
723
CALL
FirstEnergy
FE
$27.9B
| $447K | 0.01% |
+12,000
| New | +$446K |
|
724
CALL
HP
HPQ
$26.4B
| $447K | 0.01% |
+14,800
| New | +$473K |
|
725
PUT
Medtronic
MDT
$110B
| $447K | 0.01% |
+3,600
| New | +$452K |
|
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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.