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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+7.67%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$1.52B
Cap. Flow
-$7.43M
Cap. Flow %
-0.22%
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 Miscellaneous 93.75%
2 Technology 1.14%
3 Financials 0.97%
4 Communication Services 0.87%
5 Healthcare 0.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BURL icon
51
PUT
Burlington
BURL
$14.9B
$8.28M 0.25%
25,700
+200
+0.8% +$63.7K
GS icon
52
PUT
Goldman Sachs
GS
$274B
$8.16M 0.25%
21,500
+19,600
+1,032% +$7.01M
MU icon
53
CALL
Micron Technology
MU
$1.15T
$8.13M 0.24%
95,700
+87,400
+1,053% +$7.38M
JPM icon
54
PUT
JPMorgan Chase
JPM
$929B
$7.64M 0.23%
49,100
+33,300
+211% +$5.23M
WMT icon
55
PUT
Walmart Inc
WMT
$847B
$7.39M 0.22%
157,200
+96,300
+158% +$4.49M
MCD icon
56
CALL
McDonald's
MCD
$176B
$7.37M 0.22%
31,900
+26,300
+470% +$6.12M
CRM icon
57
PUT
Salesforce
CRM
$196B
$7.18M 0.22%
29,400
+23,800
+425% +$5.49M
XLI icon
58
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$7.16M 0.22%
+69,900
New +$7.16M
T icon
59
CALL
AT&T
T
$174B
$7.14M 0.21%
328,617
+282,674
+615% +$6.43M
HD icon
60
CALL
Home Depot
HD
$299B
$7.02M 0.21%
22,000
+4,700
+27% +$1.49M
MCD icon
61
PUT
McDonald's
MCD
$176B
$6.95M 0.21%
30,100
+23,100
+330% +$5.38M
XLE icon
62
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.2B
$6.92M 0.21%
+257,000
New +$6.68M
NKE icon
63
CALL
Nike
NKE
$52.7B
$6.83M 0.21%
44,200
+40,900
+1,239% +$5.5M
ROKU icon
64
PUT
Roku
ROKU
$22.8B
$6.75M 0.2%
14,700
+9,800
+200% +$3.47M
XLU icon
65
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$21.3B
$6.73M 0.2%
+212,800
New +$6.97M
XLI icon
66
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$6.7M 0.2%
+65,400
New +$6.7M
BAC icon
67
CALL
Bank of America
BAC
$404B
$6.68M 0.2%
162,100
+103,000
+174% +$4.22M
ROKU icon
68
CALL
Roku
ROKU
$22.8B
$6.52M 0.2%
14,200
+9,800
+223% +$3.47M
INTC icon
69
CALL
Intel
INTC
$574B
$6.49M 0.2%
115,600
+79,400
+219% +$4.66M
BYND icon
70
PUT
Beyond Meat
BYND
$198M
$6.35M 0.19%
1,343
+6
+0.4% +$23.9K
TSLA icon
71
Tesla
TSLA
$1.44T
$6.34M 0.19%
27,993
+23,157
+479% +$5.03M
V icon
72
CALL
Visa
V
$691B
$6.27M 0.19%
26,800
+20,600
+332% +$4.71M
MU icon
73
PUT
Micron Technology
MU
$1.15T
$6.24M 0.19%
73,400
+66,500
+964% +$5.61M
INTC icon
74
PUT
Intel
INTC
$574B
$6.2M 0.19%
110,400
+80,400
+268% +$4.72M
CCL icon
75
PUT
Carnival Corporation Ltd
CCL
$29.9B
$6.12M 0.18%
232,300
+15,200
+7% +$426K
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's Q2 2021 filing shows 1,017 new, 309 increased, 131 reduced and 345 closed positions. Its largest new stake was State Street Financial Select Sector SPDR ETF: 277,525 shares worth $10.2M. The largest sale was PG&E Corporation, an estimated $31.1M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 92% a quarter earlier, followed by Technology and Financials.

  • 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.