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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 | |
|---|---|---|---|---|---|---|
901
Lyft
LYFT
$6.35B
| $339K | 0.01% |
5,599
+1,828
| +48% | +$105K |
|
902
PUT
Macy's
M
$6.89B
| $339K | 0.01% |
17,900
+2,200
| +14% | +$39.1K |
|
903
Petrobras
PBR
$121B
| $339K | 0.01% |
27,753
+2,308
| +9% | +$22.7K |
|
904
Okta
OKTA
$25.7B
| $337K | 0.01% |
1,379
-399
| -22% | -$96.3K |
|
905
Sysco
SYY
$39.6B
| $337K | 0.01% |
+4,329
| New | +$350K |
|
906
Stryker
SYK
$129B
| $335K | 0.01% |
+1,288
| New | +$329K |
|
907
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.37B
| $334K | 0.01% |
+6,562
| New | +$335K |
|
908
Microchip Technology
MCHP
$43.8B
| $334K | 0.01% |
+4,458
| New | +$340K |
|
909
CALL
Atlassian
TEAM
$28B
| $334K | 0.01% |
+1,300
| New | +$304K |
|
910
CALL
Fortinet
FTNT
$123B
| $333K | 0.01% |
+7,000
| New | +$299K |
|
911
CVS Health
CVS
$133B
| $331K | 0.01% |
3,967
+563
| +17% | +$46.1K |
|
912
PUT
Energy Transfer Partners
ET
$70B
| $331K | 0.01% |
+31,100
| New | +$298K |
|
913
CALL
Planet Fitness
PLNT
$4.43B
| $331K | 0.01% |
+4,400
| New | +$350K |
|
914
Starbucks
SBUX
$120B
| $331K | 0.01% |
2,960
+186
| +7% | +$21K |
|
915
Tractor Supply
TSCO
$17.4B
| $331K | 0.01% |
+8,895
| New | +$326K |
|
916
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
| $330K | 0.01% |
+11,255
| New | +$335K |
|
917
PUT
ConocoPhillips
COP
$144B
| $329K | 0.01% |
+5,400
| New | +$301K |
|
918
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $329K | 0.01% |
2,186
+456
| +26% | +$67.9K |
|
919
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
| $329K | 0.01% |
+7,021
| New | +$329K |
|
920
PUT
Advance Auto Parts
AAP
$3.55B
| $328K | 0.01% |
+1,600
| New | +$314K |
|
921
CALL
FedEx
FDX
$74.1B
| $328K | 0.01% |
1,100
-400
| -27% | -$119K |
|
922
PUT
Canadian National Railway
CNI
$77B
| $327K | 0.01% |
+3,100
| New | +$342K |
|
923
PUT
Domino's
DPZ
$12.2B
| $327K | 0.01% |
+700
| New | +$297K |
|
924
CALL
Whirlpool
WHR
$2.89B
| $327K | 0.01% |
+1,500
| New | +$349K |
|
925
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.12B
| $327K | 0.01% |
+7,600
| New | +$330K |
|
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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.