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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
LNG icon
1151
Cheniere Energy
LNG
$54.1B
$243K 0.01%
+2,796
New +$227K
STLD icon
1152
Steel Dynamics
STLD
$37B
$243K 0.01%
+4,080
New +$239K
BIIB icon
1153
CALL
Biogen
BIIB
$29.8B
$242K 0.01%
+700
New +$212K
EQIX icon
1154
Equinix
EQIX
$102B
$242K 0.01%
+302
New +$224K
PLCE icon
1155
CALL
Children's Place
PLCE
$56.3M
$242K 0.01%
+2,600
New +$221K
SWAN icon
1156
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$162M
$242K 0.01%
+7,053
New +$236K
CAR icon
1157
CALL
Avis
CAR
$4.91B
$241K 0.01%
+3,100
New +$257K
GLW icon
1158
CALL
Corning
GLW
$137B
$241K 0.01%
+5,900
New +$257K
SCZ icon
1159
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$241K 0.01%
+3,243
New +$243K
WELL icon
1160
CALL
Welltower
WELL
$168B
$241K 0.01%
+2,900
New +$222K
AYX
1161
PUT
DELISTED
Alteryx Inc
AYX
$241K 0.01%
+2,800
New +$229K
CMRC
1162
PUT
Commerce.com Inc Series 1
CMRC
$262M
$240K 0.01%
+3,700
New +$209K
PHM icon
1163
CALL
Pultegroup
PHM
$24.6B
$240K 0.01%
+4,400
New +$246K
TUP
1164
CALL
DELISTED
Tupperware Brands Corporation
TUP
$240K 0.01%
+10,100
New +$256K
SWAV
1165
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$240K 0.01%
+1,267
New +$207K
A icon
1166
Agilent Technologies
A
$39.5B
$239K 0.01%
1,614
-316
-16% -$43.1K
AVY icon
1167
Avery Dennison
AVY
$13.2B
$239K 0.01%
+1,135
New +$238K
SPTI icon
1168
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$239K 0.01%
7,382
-6,277
-46% -$203K
TBLL icon
1169
Invesco Short Term Treasury ETF
TBLL
$2.61B
$239K 0.01%
2,266
+31
+1% +$3.28K
TT icon
1170
PUT
Trane Technologies
TT
$101B
$239K 0.01%
+1,300
New +$232K
CPRT icon
1171
Copart
CPRT
$27.2B
$238K 0.01%
+7,212
New +$224K
DG icon
1172
CALL
Dollar General
DG
$28.2B
$238K 0.01%
+1,100
New +$231K
GBF icon
1173
iShares Government/Credit Bond ETF
GBF
$128M
$238K 0.01%
+1,942
New +$235K
GDRX icon
1174
PUT
GoodRx Holdings
GDRX
$1.07B
$238K 0.01%
+6,600
New +$244K
NLY icon
1175
CALL
Annaly Capital Management
NLY
$17.2B
$238K 0.01%
+6,700
New +$243K
45 46
47
48 49

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OAM
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WFAL
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.