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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 | |
|---|---|---|---|---|---|---|
951
PUT
Annaly Capital Management
NLY
$17.2B
| $313K | 0.01% |
+8,800
| New | +$320K |
|
952
CALL
Williams Companies
WMB
$86.1B
| $313K | 0.01% |
+11,800
| New | +$302K |
|
953
CALL
Cracker Barrel
CBRL
$1.29B
| $312K | 0.01% |
+2,100
| New | +$338K |
|
954
PUT
Enphase Energy
ENPH
$5.52B
| $312K | 0.01% |
+1,700
| New | +$249K |
|
955
CALL
FIVE9
FIVN
$2.28B
| $312K | 0.01% |
+1,700
| New | +$293K |
|
956
CALL
Mercado Libre
MELI
$96.3B
| $312K | 0.01% |
+200
| New | +$294K |
|
|
957
PUT
Mercado Libre
MELI
$96.3B
| $312K | 0.01% |
+200
| New | +$294K |
|
958
CALL
Yeti Holdings
YETI
$3.85B
| $312K | 0.01% |
+3,400
| New | +$295K |
|
959
PUT
Ulta Beauty
ULTA
$23B
| $311K | 0.01% |
+900
| New | +$295K |
|
960
CALL
Veeva Systems
VEEV
$33.5B
| $311K | 0.01% |
+1,000
| New | +$279K |
|
961
PUT
Fortinet
FTNT
$120B
| $310K | 0.01% |
+6,500
| New | +$277K |
|
962
Wayfair
W
$11.8B
| $310K | 0.01% |
+981
| New | +$307K |
|
963
Aflac
AFL
$64.5B
| $309K | 0.01% |
+5,766
| New | +$314K |
|
964
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
| $309K | 0.01% |
+5,099
| New | +$305K |
|
965
PUT
NXP Semiconductors
NXPI
$59.9B
| $309K | 0.01% |
+1,500
| New | +$301K |
|
966
UnitedHealth
UNH
$370B
| $309K | 0.01% |
772
-848
| -52% | -$338K |
|
967
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.35B
| $308K | 0.01% |
2,994
+334
| +13% | +$34.1K |
|
968
PUT
Virgin Galactic
SPCE
$362M
| $308K | 0.01% |
+335
| New | +$190K |
|
969
CALL
Clorox
CLX
$11.9B
| $306K | 0.01% |
+1,700
| New | +$310K |
|
970
PUT
Ralph Lauren
RL
$22.6B
| $306K | 0.01% |
+2,600
| New | +$325K |
|
971
Walt Disney
DIS
$170B
| $304K | 0.01% |
1,730
+596
| +53% | +$107K |
|
972
Norfolk Southern
NSC
$75.6B
| $304K | 0.01% |
+1,144
| New | +$316K |
|
|
PPLI
973
People Inc
PPLI
$3.13B
| $303K | 0.01% |
+2,398
| New | +$311K |
|
974
PUT
L3Harris
LHX
$51.7B
| $303K | 0.01% |
1,400
+200
| +17% | +$43K |
|
975
Northrop Grumman
NOC
$77.9B
| $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 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.