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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 | |
|---|---|---|---|---|---|---|
101
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $4.34M | 0.13% |
+140,000
| New | +$3.99M |
|
102
CALL
Snap
SNAP
$7.89B
| $4.33M | 0.13% |
63,600
+55,200
| +657% | +$3.31M |
|
103
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $4.31M | 0.13% |
+31,800
| New | +$4.18M |
|
104
PUT
Bank of America
BAC
$435B
| $4.3M | 0.13% |
104,200
+48,000
| +85% | +$1.97M |
|
105
PUT
CrowdStrike
CRWD
$194B
| $4.25M | 0.13% |
+67,600
| New | +$3.64M |
|
106
CALL
Wells Fargo
WFC
$261B
| $4.24M | 0.13% |
93,700
+61,900
| +195% | +$2.76M |
|
|
107
Alphabet (Google) Class C
GOOG
$4.36T
| $4.24M | 0.13% |
33,820
+11,340
| +50% | +$1.35M |
|
|
PARA
108
CALL
DELISTED
Paramount Global Class B
PARA
| $4.23M | 0.13% |
+93,600
| New | +$3.87M |
|
109
PUT
Procter & Gamble
PG
$336B
| $4.22M | 0.13% |
31,300
+23,200
| +286% | +$3.14M |
|
|
110
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $4.19M | 0.13% |
+135,000
| New | +$3.85M |
|
111
PUT
Norwegian Cruise Line
NCLH
$8.51B
| $4.1M | 0.12% |
139,500
+12,600
| +10% | +$380K |
|
112
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $4.08M | 0.12% |
+32,400
| New | +$3.97M |
|
|
DOCU
113
PUT
DocuSign
DOCU
$10.5B
| $4.05M | 0.12% |
+14,500
| New | +$3.24M |
|
114
Visa
V
$684B
| $4.03M | 0.12% |
+17,229
| New | +$3.94M |
|
|
115
PUT
Wells Fargo
WFC
$261B
| $4.02M | 0.12% |
88,800
+62,800
| +242% | +$2.8M |
|
116
CALL
American Express
AXP
$227B
| $4.01M | 0.12% |
+24,300
| New | +$3.81M |
|
117
CALL
AbbVie
ABBV
$443B
| $4M | 0.12% |
35,500
+31,400
| +766% | +$3.54M |
|
118
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $4M | 0.12% |
+39,200
| New | +$3.89M |
|
|
119
PUT
AbbVie
ABBV
$443B
| $3.94M | 0.12% |
+35,000
| New | +$3.94M |
|
120
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $3.89M | 0.12% |
+14,000
| New | +$3.91M |
|
|
121
CALL
CrowdStrike
CRWD
$194B
| $3.87M | 0.12% |
+61,600
| New | +$3.31M |
|
122
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
| $3.85M | 0.12% |
139,678
+12,631
| +10% | +$346K |
|
|
TWTR
123
PUT
DELISTED
Twitter, Inc.
TWTR
| $3.84M | 0.12% |
55,800
+43,800
| +365% | +$2.69M |
|
124
iShares TIPS Bond ETF
TIP
$14.5B
| $3.83M | 0.12% |
29,909
+10,698
| +56% | +$1.36M |
|
125
PUT
Verizon
VZ
$195B
| $3.8M | 0.11% |
67,800
+56,400
| +495% | +$3.24M |
|
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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.