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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
Cap. Flow
+$1.41B
Cap. Flow %
42.48%
Top 10 Hldgs %
41.37%
Holding
1,815
New
1,017
Increased
309
Reduced
131
Closed
345

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$10.2M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$9.44M
3
TSLA icon
Tesla
TSLA
+$5.03M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$4.02M
5
IWM icon
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
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$15.8M
4
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
+$14.9M
5
BDX icon
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
XYZ
76
PUT
Block Inc
XYZ
$48.4B
$6.02M 0.18%
24,700
+20,000
+426% +$4.64M
XLK icon
77
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$5.96M 0.18%
+80,800
New +$5.66M
PYPL icon
78
CALL
PayPal
PYPL
$48.9B
$5.89M 0.18%
20,200
+13,200
+189% +$3.49M
XYZ
79
CALL
Block Inc
XYZ
$48.4B
$5.85M 0.18%
24,000
+18,500
+336% +$4.29M
IWM icon
80
iShares Russell 2000 ETF
IWM
$80.2B
$5.83M 0.18%
25,397
+17,700
+230% +$3.98M
UNH icon
81
CALL
UnitedHealth
UNH
$376B
$5.81M 0.17%
+14,500
New +$5.78M
AEO icon
82
PUT
American Eagle Outfitters
AEO
$2.88B
$5.64M 0.17%
150,400
+100
+0.1% +$3.46K
KO icon
83
CALL
Coca-Cola
KO
$377B
$5.59M 0.17%
103,300
+70,500
+215% +$3.84M
VZ icon
84
CALL
Verizon
VZ
$195B
$5.56M 0.17%
99,300
+82,700
+498% +$4.75M
XBI icon
85
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.6B
$5.21M 0.16%
+38,500
New +$5.06M
XLV icon
86
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$5.13M 0.15%
+40,700
New +$4.99M
PYPL icon
87
PUT
PayPal
PYPL
$48.9B
$4.96M 0.15%
17,000
+10,000
+143% +$2.64M
JNJ icon
88
PUT
Johnson & Johnson
JNJ
$618B
$4.89M 0.15%
29,700
+20,800
+234% +$3.44M
MS icon
89
CALL
Morgan Stanley
MS
$331B
$4.86M 0.15%
53,000
+36,400
+219% +$3.12M
CSCO icon
90
CALL
Cisco
CSCO
$457B
$4.84M 0.15%
91,300
+77,700
+571% +$4.09M
SHV icon
91
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$4.83M 0.15%
43,721
+36,339
+492% +$4.02M
KO icon
92
PUT
Coca-Cola
KO
$377B
$4.75M 0.14%
87,800
+61,900
+239% +$3.37M
PG icon
93
CALL
Procter & Gamble
PG
$336B
$4.62M 0.14%
34,200
+29,600
+643% +$4.01M
KRE icon
94
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
$4.55M 0.14%
+69,500
New +$4.75M
ADBE icon
95
PUT
Adobe
ADBE
$99.5B
$4.51M 0.14%
7,700
+7,200
+1,440% +$3.71M
BMY icon
96
PUT
Bristol-Myers Squibb
BMY
$133B
$4.5M 0.14%
+67,400
New +$4.39M
XLP icon
97
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$4.47M 0.13%
+63,900
New +$4.47M
ADBE icon
98
CALL
Adobe
ADBE
$99.5B
$4.39M 0.13%
+7,500
New +$3.87M
UNH icon
99
PUT
UnitedHealth
UNH
$376B
$4.37M 0.13%
10,900
+10,200
+1,457% +$4.07M
USB icon
100
CALL
US Bancorp
USB
$98.2B
$4.36M 0.13%
+76,600
New +$4.49M
2 3
4
5 6

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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.