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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 | |
|---|---|---|---|---|---|---|
926
VanEck Oil Services ETF
OIH
$1.94B
| $326K | 0.01% |
1,491
-2,812
| -65% | -$588K |
|
927
State Street SPDR Dow Jones REIT ETF
RWR
$1.97B
| $325K | 0.01% |
3,097
+308
| +11% | +$31.5K |
|
928
Suncor Energy
SU
$77.9B
| $325K | 0.01% |
+13,540
| New | +$311K |
|
929
Intuit
INTU
$88.5B
| $324K | 0.01% |
+661
| New | +$287K |
|
|
MNDT
930
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $324K | 0.01% |
+16,000
| New | +$328K |
|
931
CALL
ConocoPhillips
COP
$145B
| $323K | 0.01% |
+5,300
| New | +$295K |
|
932
Cencora
COR
$60B
| $323K | 0.01% |
+2,818
| New | +$333K |
|
933
Sundial Growers
SNDL
$319M
| $323K | 0.01% |
34,082
+17,776
| +109% | +$162K |
|
934
CALL
InMode
INMD
$882M
| $322K | 0.01% |
+6,800
| New | +$289K |
|
935
CALL
Autodesk
ADSK
$49.6B
| $321K | 0.01% |
+1,100
| New | +$314K |
|
|
AXON
936
Axon Enterprise
AXON
$48.9B
| $321K | 0.01% |
+1,813
| New | +$267K |
|
937
Invesco DB Commodity Index Tracking Fund
DBC
$1.63B
| $321K | 0.01% |
16,676
-7,008
| -30% | -$128K |
|
938
CALL
PagerDuty
PD
$856M
| $319K | 0.01% |
+7,500
| New | +$304K |
|
939
CALL
WIX.com
WIX
$2.79B
| $319K | 0.01% |
+1,100
| New | +$308K |
|
940
PUT
3M
MMM
$91.4B
| $318K | 0.01% |
+1,914
| New | +$319K |
|
941
CALL
iShares Semiconductor ETF
SOXX
$48.6B
| $318K | 0.01% |
+2,100
| New | +$300K |
|
|
GAP
942
The Gap Inc
GAP
$7.38B
| $318K | 0.01% |
+9,448
| New | +$312K |
|
943
Bank of Montreal
BMO
$126B
| $317K | 0.01% |
+3,094
| New | +$305K |
|
944
CALL
Ball Corp
BALL
$17.3B
| $316K | 0.01% |
+3,900
| New | +$338K |
|
945
Energy Transfer Partners
ET
$69.8B
| $316K | 0.01% |
29,774
+15,622
| +110% | +$150K |
|
946
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
| $315K | 0.01% |
5,160
-432
| -8% | -$26.3K |
|
947
CALL
Polaris
PII
$4.02B
| $315K | 0.01% |
+2,300
| New | +$312K |
|
948
PUT
Centene
CNC
$31.7B
| $314K | 0.01% |
+4,300
| New | +$295K |
|
949
EPAM Systems
EPAM
$5.6B
| $314K | 0.01% |
+615
| New | +$288K |
|
950
PUT
AvalonBay Communities
AVB
$27B
| $313K | 0.01% |
+1,500
| New | +$300K |
|
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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.