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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 | |
|---|---|---|---|---|---|---|
776
Cameco
CCJ
$40.5B
| $409K | 0.01% |
+21,310
| New | +$402K |
|
777
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.3B
| $409K | 0.01% |
+10,886
| New | +$407K |
|
778
General Motors
GM
$77.5B
| $409K | 0.01% |
+6,913
| New | +$406K |
|
779
JB Hunt Transport Services
JBHT
$25.8B
| $409K | 0.01% |
2,508
+1,001
| +66% | +$169K |
|
780
CALL
Canadian Solar
CSIQ
$1.11B
| $408K | 0.01% |
+9,100
| New | +$372K |
|
|
X
781
CALL
DELISTED
US Steel
X
| $408K | 0.01% |
17,000
-1,400
| -8% | -$34.5K |
|
782
Invesco Ultra Short Duration ETF
GSY
$3.9B
| $407K | 0.01% |
8,072
-9,077
| -53% | -$458K |
|
783
CALL
Mondelez International
MDLZ
$79.2B
| $406K | 0.01% |
+6,500
| New | +$400K |
|
784
PUT
American Tower
AMT
$81.7B
| $405K | 0.01% |
+1,500
| New | +$382K |
|
785
CALL
Linde
LIN
$223B
| $405K | 0.01% |
+1,400
| New | +$408K |
|
786
CALL
Ally Financial
ALLY
$13.7B
| $404K | 0.01% |
+8,100
| New | +$416K |
|
787
Kroger
KR
$35.4B
| $404K | 0.01% |
10,537
-2,566
| -20% | -$96.6K |
|
788
Pinterest
PINS
$14.3B
| $404K | 0.01% |
5,113
-2,555
| -33% | -$178K |
|
|
RDS.B
789
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $404K | 0.01% |
+10,409
| New | +$392K |
|
790
Baxter International
BAX
$14.7B
| $401K | 0.01% |
4,980
+2,604
| +110% | +$218K |
|
791
ProShares Ultra Bloomberg Crude Oil
UCO
$372M
| $401K | 0.01% |
+20,524
| New | +$335K |
|
792
CrowdStrike
CRWD
$215B
| $400K | 0.01% |
6,360
-9,872
| -61% | -$531K |
|
793
CALL
Strategy Inc
MSTR
$35.7B
| $399K | 0.01% |
6,000
-14,000
| -70% | -$828K |
|
794
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
| $398K | 0.01% |
3,907
-17,632
| -82% | -$1.8M |
|
795
Clean Energy Fuels
CLNE
$412M
| $397K | 0.01% |
+39,133
| New | +$404K |
|
796
Schwab Emerging Markets Equity ETF
SCHE
$12.8B
| $397K | 0.01% |
12,064
+308
| +3% | +$9.99K |
|
797
PUT
Datadog
DDOG
$103B
| $396K | 0.01% |
+3,800
| New | +$343K |
|
798
PUT
Kinder Morgan
KMI
$69.9B
| $396K | 0.01% |
+21,700
| New | +$387K |
|
799
Intellia Therapeutics
NTLA
$1.58B
| $396K | 0.01% |
+2,444
| New | +$190K |
|
800
PUT
Union Pacific
UNP
$176B
| $396K | 0.01% |
+1,800
| New | +$401K |
|
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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.