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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
BURL icon
51
PUT
Burlington
BURL
$23.2B
$8.28M 0.25%
25,700
+200
+0.8% +$63.7K
GS icon
52
PUT
Goldman Sachs
GS
$300B
$8.16M 0.25%
21,500
+19,600
+1,032% +$7.01M
MU icon
53
CALL
Micron Technology
MU
$930B
$8.13M 0.24%
95,700
+87,400
+1,053% +$7.38M
JPM icon
54
PUT
JPMorgan Chase
JPM
$935B
$7.64M 0.23%
49,100
+33,300
+211% +$5.23M
WMT icon
55
PUT
Walmart Inc
WMT
$885B
$7.39M 0.22%
157,200
+96,300
+158% +$4.49M
MCD icon
56
CALL
McDonald's
MCD
$192B
$7.37M 0.22%
31,900
+26,300
+470% +$6.12M
CRM icon
57
PUT
Salesforce
CRM
$151B
$7.18M 0.22%
29,400
+23,800
+425% +$5.49M
XLI icon
58
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
$7.16M 0.22%
+69,900
New +$7.16M
T icon
59
CALL
AT&T
T
$159B
$7.14M 0.21%
328,617
+282,674
+615% +$6.43M
HD icon
60
CALL
Home Depot
HD
$331B
$7.02M 0.21%
22,000
+4,700
+27% +$1.49M
MCD icon
61
PUT
McDonald's
MCD
$192B
$6.95M 0.21%
30,100
+23,100
+330% +$5.38M
XLE icon
62
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
$6.92M 0.21%
+257,000
New +$6.68M
NKE icon
63
CALL
Nike
NKE
$61.9B
$6.83M 0.21%
44,200
+40,900
+1,239% +$5.5M
ROKU icon
64
PUT
Roku
ROKU
$21.5B
$6.75M 0.2%
14,700
+9,800
+200% +$3.47M
XLU icon
65
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$6.73M 0.2%
+212,800
New +$6.97M
XLI icon
66
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
$6.7M 0.2%
+65,400
New +$6.7M
BAC icon
67
CALL
Bank of America
BAC
$435B
$6.68M 0.2%
162,100
+103,000
+174% +$4.22M
ROKU icon
68
CALL
Roku
ROKU
$21.5B
$6.52M 0.2%
14,200
+9,800
+223% +$3.47M
INTC icon
69
CALL
Intel
INTC
$455B
$6.49M 0.2%
115,600
+79,400
+219% +$4.66M
BYND icon
70
PUT
Beyond Meat
BYND
$292M
$6.35M 0.19%
40,300
+200
+0.5% +$26.6K
TSLA icon
71
Tesla
TSLA
$1.23T
$6.34M 0.19%
27,993
+23,157
+479% +$5.03M
V icon
72
CALL
Visa
V
$684B
$6.27M 0.19%
26,800
+20,600
+332% +$4.71M
MU icon
73
PUT
Micron Technology
MU
$930B
$6.24M 0.19%
73,400
+66,500
+964% +$5.61M
INTC icon
74
PUT
Intel
INTC
$455B
$6.2M 0.19%
110,400
+80,400
+268% +$4.72M
CCL icon
75
PUT
Carnival Corporation Ltd
CCL
$38.1B
$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 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.