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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
(+84%)
Cap. Flow
-$7.43M
Cap. Flow
% of AUM
-0.22%
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 | 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 | |
|---|---|---|---|---|---|---|
851
Marathon Petroleum
MPC
$119B
| $366K | 0.01% |
+6,057
| New | +$355K |
|
852
iShares MSCI Emerging Markets ETF
EEM
$31.2B
| $365K | 0.01% |
6,626
-12,742
| -66% | -$692K |
|
853
Cadence Design Systems
CDNS
$77.9B
| $364K | 0.01% |
2,663
+885
| +50% | +$117K |
|
854
Asana
ASAN
$2.18B
| $363K | 0.01% |
+5,852
| New | +$226K |
|
855
CALL
Northrop Grumman
NOC
$74.9B
| $363K | 0.01% |
+1,000
| New | +$360K |
|
856
PUT
Dillards
DDS
$9.94B
| $362K | 0.01% |
+2,000
| New | +$258K |
|
857
Bausch Health
BHC
$2.12B
| $361K | 0.01% |
+12,304
| New | +$373K |
|
|
RDFN
858
PUT
DELISTED
Redfin
RDFN
| $361K | 0.01% |
+5,700
| New | +$348K |
|
|
SPLK
859
PUT
DELISTED
Splunk Inc
SPLK
| $361K | 0.01% |
+2,500
| New | +$318K |
|
860
CALL
Aflac
AFL
$58.3B
| $360K | 0.01% |
+6,700
| New | +$365K |
|
861
LyondellBasell Industries
LYB
$20B
| $360K | 0.01% |
+3,504
| New | +$379K |
|
862
PUT
PENN Entertainment
PENN
$2.21B
| $360K | 0.01% |
+4,700
| New | +$405K |
|
863
Capital One
COF
$124B
| $359K | 0.01% |
2,320
+352
| +18% | +$53.1K |
|
864
EOG Resources
EOG
$75.7B
| $359K | 0.01% |
+4,297
| New | +$340K |
|
865
PUT
Plains All American Pipeline
PAA
$17.9B
| $359K | 0.01% |
+31,600
| New | +$325K |
|
|
CPE
866
DELISTED
Callon Petroleum Company
CPE
| $359K | 0.01% |
+6,230
| New | +$262K |
|
867
PUT
Appian
APPN
$2.69B
| $358K | 0.01% |
+2,600
| New | +$295K |
|
868
PUT
Las Vegas Sands
LVS
$25.9B
| $358K | 0.01% |
+6,800
| New | +$393K |
|
869
Enterprise Products Partners
EPD
$84B
| $357K | 0.01% |
14,797
+1,916
| +15% | +$45.4K |
|
870
CALL
Best Buy
BBY
$19.5B
| $356K | 0.01% |
+3,100
| New | +$362K |
|
871
CALL
Cigna
CI
$72.7B
| $356K | 0.01% |
+1,500
| New | +$375K |
|
872
iShares MSCI Taiwan ETF
EWT
$12.1B
| $355K | 0.01% |
+5,551
| New | +$345K |
|
873
PUT
Progressive
PGR
$124B
| $354K | 0.01% |
+3,600
| New | +$356K |
|
874
CALL
Vanguard S&P 500 ETF
VOO
$1.04T
| $354K | 0.01% |
+900
| New | +$345K |
|
875
Owens Corning
OC
$9.79B
| $353K | 0.01% |
+3,603
| New | +$360K |
|
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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.