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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 | |
|---|---|---|---|---|---|---|
951
PUT
Annaly Capital Management
NLY
$15.9B
| $313K | 0.01% |
+8,800
| New | +$320K |
|
952
CALL
Williams Companies
WMB
$88.1B
| $313K | 0.01% |
+11,800
| New | +$302K |
|
953
CALL
Cracker Barrel
CBRL
$1.01B
| $312K | 0.01% |
+2,100
| New | +$338K |
|
954
PUT
Enphase Energy
ENPH
$4.58B
| $312K | 0.01% |
+1,700
| New | +$249K |
|
955
CALL
FIVE9
FIVN
$2.43B
| $312K | 0.01% |
+1,700
| New | +$293K |
|
956
CALL
Mercado Libre
MELI
$90.6B
| $312K | 0.01% |
+200
| New | +$294K |
|
|
957
PUT
Mercado Libre
MELI
$90.6B
| $312K | 0.01% |
+200
| New | +$294K |
|
958
CALL
Yeti Holdings
YETI
$3.08B
| $312K | 0.01% |
+3,400
| New | +$295K |
|
959
PUT
Ulta Beauty
ULTA
$23.1B
| $311K | 0.01% |
+900
| New | +$295K |
|
960
CALL
Veeva Systems
VEEV
$42.1B
| $311K | 0.01% |
+1,000
| New | +$279K |
|
961
PUT
Fortinet
FTNT
$125B
| $310K | 0.01% |
+6,500
| New | +$277K |
|
962
Wayfair
W
$14B
| $310K | 0.01% |
+981
| New | +$307K |
|
963
Aflac
AFL
$58.3B
| $309K | 0.01% |
+5,766
| New | +$314K |
|
964
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
| $309K | 0.01% |
+5,099
| New | +$305K |
|
965
PUT
NXP Semiconductors
NXPI
$57.5B
| $309K | 0.01% |
+1,500
| New | +$301K |
|
966
UnitedHealth
UNH
$338B
| $309K | 0.01% |
772
-848
| -52% | -$338K |
|
967
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
| $308K | 0.01% |
2,994
+334
| +13% | +$34.1K |
|
968
PUT
Virgin Galactic
SPCE
$465M
| $308K | 0.01% |
+335
| New | +$190K |
|
969
CALL
Clorox
CLX
$10B
| $306K | 0.01% |
+1,700
| New | +$310K |
|
970
PUT
Ralph Lauren
RL
$20B
| $306K | 0.01% |
+2,600
| New | +$325K |
|
971
Walt Disney
DIS
$177B
| $304K | 0.01% |
1,730
+596
| +53% | +$107K |
|
972
Norfolk Southern
NSC
$70.6B
| $304K | 0.01% |
+1,144
| New | +$316K |
|
|
PPLI
973
People Inc
PPLI
$2.69B
| $303K | 0.01% |
+2,398
| New | +$311K |
|
974
PUT
L3Harris
LHX
$46B
| $303K | 0.01% |
1,400
+200
| +17% | +$43K |
|
975
Northrop Grumman
NOC
$74.9B
| $303K | 0.01% |
833
+156
| +23% | +$56.2K |
|
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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.