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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 | |
|---|---|---|---|---|---|---|
826
CALL
Illumina
ILMN
$30.7B
| $379K | 0.01% |
+822
| New | +$331K |
|
827
United States Natural Gas Fund
UNG
$457M
| $379K | 0.01% |
+7,240
| New | +$309K |
|
828
PUT
Clorox
CLX
$12.7B
| $378K | 0.01% |
+2,100
| New | +$383K |
|
829
Deckers Outdoor
DECK
$13.6B
| $377K | 0.01% |
+5,886
| New | +$332K |
|
830
Dominion Energy
D
$60.9B
| $376K | 0.01% |
5,109
-33,324
| -87% | -$2.57M |
|
|
ADAM
831
Adamas Trust
ADAM
$855M
| $376K | 0.01% |
21,024
+4,382
| +26% | +$79.7K |
|
832
PUT
T. Rowe Price
TROW
$24.7B
| $376K | 0.01% |
+1,900
| New | +$355K |
|
833
Walmart Inc
WMT
$888B
| $376K | 0.01% |
7,992
-13,266
| -62% | -$618K |
|
834
PUT
Ciena
CIEN
$58.2B
| $375K | 0.01% |
+6,600
| New | +$364K |
|
835
iShares US Consumer Discretionary ETF
IYC
$1.21B
| $375K | 0.01% |
+4,833
| New | +$371K |
|
836
PUT
Kraft Heinz
KHC
$31.6B
| $375K | 0.01% |
+9,200
| New | +$387K |
|
837
Synopsys
SNPS
$77.3B
| $375K | 0.01% |
+1,358
| New | +$345K |
|
838
Domino's
DPZ
$12.2B
| $374K | 0.01% |
801
-79
| -9% | -$33.5K |
|
839
Insulet
PODD
$11.6B
| $372K | 0.01% |
+1,354
| New | +$368K |
|
840
Upwork
UPWK
$1.2B
| $372K | 0.01% |
+6,378
| New | +$300K |
|
841
PUT
Capital One
COF
$136B
| $371K | 0.01% |
+2,400
| New | +$362K |
|
842
CALL
Nutanix
NTNX
$16.6B
| $371K | 0.01% |
+9,700
| New | +$302K |
|
843
PUT
AGNC Investment
AGNC
$12.6B
| $370K | 0.01% |
+21,900
| New | +$389K |
|
844
Workday
WDAY
$42.3B
| $370K | 0.01% |
1,550
+316
| +26% | +$76K |
|
845
CALL
Airbnb
ABNB
$89B
| $368K | 0.01% |
+2,400
| New | +$377K |
|
846
Magna International
MGA
$18.7B
| $368K | 0.01% |
+3,974
| New | +$379K |
|
847
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
| $368K | 0.01% |
+10,019
| New | +$368K |
|
848
PUT
Align Technology
ALGN
$12.4B
| $367K | 0.01% |
+600
| New | +$355K |
|
849
PUT
Bunge Global
BG
$20.5B
| $367K | 0.01% |
+4,700
| New | +$397K |
|
850
CALL
Five Below
FIVE
$12.3B
| $367K | 0.01% |
+1,900
| New | +$363K |
|
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EI
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.