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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 | |
|---|---|---|---|---|---|---|
876
Gerdau
GGB
$10B
| $352K | 0.01% |
75,159
+33,065
| +79% | +$162K |
|
877
PUT
Corning
GLW
$137B
| $352K | 0.01% |
+8,600
| New | +$375K |
|
878
PUT
Honeywell
HON
$78.9B
| $351K | 0.01% |
+1,698
| New | +$359K |
|
879
PUT
Autodesk
ADSK
$50.1B
| $350K | 0.01% |
+1,200
| New | +$342K |
|
880
Alnylam Pharmaceuticals
ALNY
$29.3B
| $350K | 0.01% |
+2,066
| New | +$303K |
|
881
Campbell Soup
CPB
$6.79B
| $350K | 0.01% |
+7,681
| New | +$370K |
|
882
Harmonic Inc
HLIT
$1.34B
| $350K | 0.01% |
+41,043
| New | +$314K |
|
883
State Street SPDR S&P Dividend ETF
SDY
$23.8B
| $350K | 0.01% |
+2,860
| New | +$353K |
|
884
CALL
Thor Industries
THO
$4.16B
| $350K | 0.01% |
+3,100
| New | +$394K |
|
|
SCHW
885
CALL
Charles Schwab
SCHW
$185B
| $349K | 0.01% |
+4,800
| New | +$340K |
|
886
CALL
Petrobras
PBR
$121B
| $347K | 0.01% |
+28,400
| New | +$279K |
|
887
Public Service Enterprise Group
PEG
$38B
| $347K | 0.01% |
+5,812
| New | +$359K |
|
888
CALL
CSX Corp
CSX
$94.5B
| $346K | 0.01% |
+10,800
| New | +$356K |
|
|
ZEN
889
CALL
DELISTED
ZENDESK INC
ZEN
| $346K | 0.01% |
+2,400
| New | +$339K |
|
890
PUT
ASML
ASML
$658B
| $345K | 0.01% |
+500
| New | +$330K |
|
891
State Street SPDR S&P Bank ETF
KBE
$1.69B
| $345K | 0.01% |
6,728
+1,853
| +38% | +$98.9K |
|
892
CALL
Intuit
INTU
$88.5B
| $343K | 0.01% |
+700
| New | +$304K |
|
893
PUT
Seagate
STX
$192B
| $343K | 0.01% |
3,900
+900
| +30% | +$81.1K |
|
|
CMA
894
CALL
DELISTED
Comerica
CMA
| $342K | 0.01% |
+4,800
| New | +$356K |
|
|
895
PUT
Campbell Soup
CPB
$6.79B
| $342K | 0.01% |
+7,500
| New | +$361K |
|
896
Expedia Group
EXPE
$37.5B
| $341K | 0.01% |
2,082
+406
| +24% | +$69.6K |
|
897
PUT
GE Aerospace
GE
$391B
| $341K | 0.01% |
5,076
-5,257
| -51% | -$351K |
|
898
PUT
VanEck Semiconductor ETF
SMH
$72.3B
| $341K | 0.01% |
+2,600
| New | +$321K |
|
899
CALL
Virgin Galactic
SPCE
$379M
| $340K | 0.01% |
+370
| New | +$210K |
|
900
Bio-Techne
TECH
$11.2B
| $340K | 0.01% |
3,024
+40
| +1% | +$4.21K |
|
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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.