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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
UPS icon
801
PUT
United Parcel Service
UPS
$92.7B
$395K 0.01%
1,900
-200
-10% -$40K
WBD icon
802
Warner Bros
WBD
$64.7B
$395K 0.01%
12,891
+6,417
+99% +$223K
WPC icon
803
PUT
W.P. Carey
WPC
$16.5B
$395K 0.01%
+5,411
New +$396K
ABT icon
804
CALL
Abbott
ABT
$182B
$394K 0.01%
+3,400
New +$396K
VFC icon
805
CALL
VF Corp
VFC
$5.99B
$394K 0.01%
+4,800
New +$400K
WOOD icon
806
iShares Global Timber & Forestry ETF
WOOD
$273M
$394K 0.01%
+4,537
New +$412K
NTAP icon
807
PUT
NetApp
NTAP
$37.4B
$393K 0.01%
+4,800
New +$375K
DOW icon
808
CALL
Dow Inc
DOW
$21.9B
$392K 0.01%
+6,200
New +$409K
MRVL icon
809
CALL
Marvell Technology
MRVL
$196B
$391K 0.01%
+6,700
New +$327K
REGN icon
810
PUT
Regeneron Pharmaceuticals
REGN
$78.3B
$391K 0.01%
+700
New +$355K
LNC icon
811
CALL
Lincoln National
LNC
$9B
$390K 0.01%
+6,200
New +$409K
GAP
812
PUT
The Gap Inc
GAP
$7.42B
$390K 0.01%
+11,600
New +$383K
SEDG icon
813
SolarEdge
SEDG
$2.97B
$388K 0.01%
+1,403
New +$353K
AUY
814
DELISTED
Yamana Gold, Inc.
AUY
$388K 0.01%
92,016
+68,519
+292% +$332K
PM icon
815
CALL
Philip Morris
PM
$291B
$387K 0.01%
+3,900
New +$374K
BSJL
816
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
$387K 0.01%
+16,820
New +$388K
DT icon
817
CALL
Dynatrace
DT
$13.3B
$386K 0.01%
+6,600
New +$345K
ACWI icon
818
iShares MSCI ACWI ETF
ACWI
$33.4B
$385K 0.01%
+3,803
New +$379K
CAT icon
819
Caterpillar
CAT
$404B
$385K 0.01%
1,767
+326
+23% +$75.3K
MGM icon
820
PUT
MGM Resorts International
MGM
$11.7B
$384K 0.01%
+9,000
New +$372K
ROST icon
821
PUT
Ross Stores
ROST
$80.5B
$384K 0.01%
3,100
+900
+41% +$112K
MRO
822
DELISTED
Marathon Oil Corporation
MRO
$384K 0.01%
28,208
+670
+2% +$8.1K
LUV icon
823
Southwest Airlines
LUV
$23.8B
$383K 0.01%
+7,223
New +$433K
BSX icon
824
CALL
Boston Scientific
BSX
$71.1B
$381K 0.01%
+8,900
New +$374K
BB icon
825
CALL
BlackBerry
BB
$5.2B
$379K 0.01%
31,000
+7,200
+30% +$75.4K
31 32
33
34 35

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
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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.