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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
CVX icon
201
CALL
Chevron
CVX
$392B
$2.42M 0.07%
23,100
+13,400
+138% +$1.41M
USB icon
202
PUT
US Bancorp
USB
$98.2B
$2.42M 0.07%
42,400
+38,600
+1,016% +$2.26M
LLY icon
203
CALL
Eli Lilly
LLY
$1.02T
$2.41M 0.07%
+10,500
New +$2.11M
ETSY icon
204
CALL
Etsy
ETSY
$7.75B
$2.41M 0.07%
+11,700
New +$2.17M
BKNG icon
205
CALL
Booking.com
BKNG
$149B
$2.41M 0.07%
27,500
+25,000
+1,000% +$2.33M
IEMG icon
206
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$2.4M 0.07%
35,830
-11,757
-25% -$775K
TGT icon
207
PUT
Target
TGT
$65.6B
$2.37M 0.07%
9,800
+7,300
+292% +$1.6M
NEE icon
208
CALL
NextEra Energy
NEE
$181B
$2.35M 0.07%
32,000
-147,300
-82% -$11.1M
SBUX icon
209
PUT
Starbucks
SBUX
$120B
$2.28M 0.07%
20,400
+13,500
+196% +$1.53M
CVNA icon
210
CALL
Carvana
CVNA
$68.6B
$2.26M 0.07%
+37,500
New +$2.04M
SCHO icon
211
Schwab Short-Term US Treasury ETF
SCHO
$12.9B
$2.26M 0.07%
88,302
+51,236
+138% +$1.31M
XLY icon
212
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.5B
$2.25M 0.07%
25,200
+22,200
+740% +$1.93M
ROKU icon
213
Roku
ROKU
$21.5B
$2.23M 0.07%
4,862
+2,628
+118% +$930K
DAL icon
214
PUT
Delta Air Lines
DAL
$57.5B
$2.23M 0.07%
51,600
+46,400
+892% +$2.15M
GDX icon
215
VanEck Gold Miners ETF
GDX
$22.6B
$2.23M 0.07%
65,468
+45,972
+236% +$1.68M
BMY icon
216
CALL
Bristol-Myers Squibb
BMY
$133B
$2.21M 0.07%
33,100
+23,000
+228% +$1.5M
OIH icon
217
CALL
VanEck Oil Services ETF
OIH
$2.06B
$2.21M 0.07%
+10,100
New +$2.11M
CAT icon
218
PUT
Caterpillar
CAT
$375B
$2.2M 0.07%
10,100
+3,600
+55% +$831K
CVS icon
219
CALL
CVS Health
CVS
$133B
$2.19M 0.07%
26,300
+18,600
+242% +$1.52M
CVS icon
220
PUT
CVS Health
CVS
$133B
$2.19M 0.07%
26,300
+19,000
+260% +$1.56M
CVX icon
221
PUT
Chevron
CVX
$392B
$2.18M 0.07%
20,800
+13,000
+167% +$1.37M
SNOW icon
222
PUT
Snowflake
SNOW
$102B
$2.18M 0.07%
+9,000
New +$2.09M
SHOP icon
223
Shopify
SHOP
$152B
$2.17M 0.07%
14,870
+6,780
+84% +$835K
MRK icon
224
PUT
Merck
MRK
$322B
$2.16M 0.07%
+27,800
New +$2.07M
ETSY icon
225
PUT
Etsy
ETSY
$7.75B
$2.16M 0.07%
10,500
+9,400
+855% +$1.74M
7 8
9
10 11

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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.