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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
XLK icon
126
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$3.77M 0.11%
+51,000
New +$3.57M
CRM icon
127
CALL
Salesforce
CRM
$151B
$3.74M 0.11%
15,300
+11,500
+303% +$2.65M
IYR icon
128
PUT
iShares US Real Estate ETF
IYR
$4.66B
$3.69M 0.11%
+36,200
New +$3.59M
AVGO icon
129
CALL
Broadcom
AVGO
$1.85T
$3.58M 0.11%
+75,000
New +$3.48M
COST icon
130
CALL
Costco
COST
$422B
$3.56M 0.11%
9,000
+2,600
+41% +$983K
PFE icon
131
CALL
Pfizer
PFE
$143B
$3.56M 0.11%
90,900
+71,100
+359% +$2.76M
SNOW icon
132
CALL
Snowflake
SNOW
$102B
$3.55M 0.11%
+14,700
New +$3.42M
HD icon
133
PUT
Home Depot
HD
$331B
$3.54M 0.11%
11,100
-3,900
-26% -$1.24M
SE icon
134
PUT
Sea Limited
SE
$65.4B
$3.52M 0.11%
+12,800
New +$3.25M
PEP icon
135
PUT
PepsiCo
PEP
$190B
$3.48M 0.1%
+23,500
New +$3.42M
GILD icon
136
PUT
Gilead Sciences
GILD
$162B
$3.48M 0.1%
50,500
+44,600
+756% +$2.98M
PARA
137
PUT
DELISTED
Paramount Global Class B
PARA
$3.43M 0.1%
75,800
+29,700
+64% +$1.23M
SE icon
138
CALL
Sea Limited
SE
$65.4B
$3.4M 0.1%
+12,400
New +$3.15M
NFLX icon
139
Netflix
NFLX
$299B
$3.39M 0.1%
+64,230
New +$3.28M
XLB icon
140
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$3.39M 0.1%
+82,400
New +$3.47M
IBM icon
141
CALL
IBM
IBM
$211B
$3.39M 0.1%
24,163
+19,979
+478% +$2.73M
BKNG icon
142
PUT
Booking.com
BKNG
$149B
$3.28M 0.1%
37,500
+30,000
+400% +$2.8M
JNJ icon
143
CALL
Johnson & Johnson
JNJ
$618B
$3.28M 0.1%
19,900
+12,000
+152% +$1.99M
VWO icon
144
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$3.24M 0.1%
59,679
+28,937
+94% +$1.54M
FEZ icon
145
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$3.24M 0.1%
+69,107
New +$3.28M
TWLO icon
146
CALL
Twilio
TWLO
$30B
$3.23M 0.1%
8,200
+7,600
+1,267% +$2.64M
TWTR
147
CALL
DELISTED
Twitter, Inc.
TWTR
$3.22M 0.1%
46,800
+31,100
+198% +$1.91M
GM icon
148
CALL
General Motors
GM
$80.4B
$3.19M 0.1%
53,900
+33,300
+162% +$1.96M
KRE icon
149
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
$3.19M 0.1%
+48,600
New +$3.32M
PFE icon
150
PUT
Pfizer
PFE
$143B
$3.18M 0.1%
81,300
+13,600
+20% +$529K
4 5
6
7 8

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.