We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+7.67%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$1.52B
Cap. Flow
-$7.43M
Cap. Flow %
-0.22%
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 Miscellaneous 93.75%
2 Technology 1.14%
3 Financials 0.97%
4 Communication Services 0.87%
5 Healthcare 0.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSLA icon
1
PUT
Tesla
TSLA
$1.44T
$709M 21.31%
3,128,100
+93,000
+3% +$20.2M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$139M 4.18%
324,900
-6,800
-2% -$2.84M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$109M 3.28%
255,100
+84,400
+49% +$35.2M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$485B
$82.8M 2.49%
233,500
+144,800
+163% +$48.7M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$76.6B
$68.2M 2.05%
297,500
+174,000
+141% +$39.1M
QQQ icon
6
PUT
Invesco QQQ Trust
QQQ
$485B
$67.1M 2.02%
189,300
+66,400
+54% +$22.3M
AMZN icon
7
CALL
Amazon
AMZN
$2.74T
$61.9M 1.86%
360,000
+298,000
+481% +$49.5M
AMZN icon
8
PUT
Amazon
AMZN
$2.74T
$57.8M 1.74%
336,000
+212,000
+171% +$35.2M
NVDA icon
9
CALL
NVIDIA
NVDA
$5.37T
$43M 1.29%
2,152,000
+1,932,000
+878% +$31M
IWM icon
10
CALL
iShares Russell 2000 ETF
IWM
$76.6B
$37.9M 1.14%
165,400
+106,000
+178% +$23.8M
MSFT icon
11
CALL
Microsoft
MSFT
$3.67T
$31.6M 0.95%
116,700
+88,900
+320% +$22.6M
NVDA icon
12
PUT
NVIDIA
NVDA
$5.37T
$28.9M 0.87%
1,444,000
+1,196,000
+482% +$19.2M
AAPL icon
13
CALL
Apple
AAPL
$4.91T
$27M 0.81%
197,200
+96,900
+97% +$12.6M
MSFT icon
14
PUT
Microsoft
MSFT
$3.67T
$26.3M 0.79%
97,100
+52,100
+116% +$13.2M
DIA icon
15
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.9B
$25M 0.75%
72,500
+55,300
+322% +$18.9M
GOOGL icon
16
PUT
Alphabet (Google) Class A
GOOGL
$4.27T
$24.4M 0.73%
200,000
+162,000
+426% +$18.9M
AAPL icon
17
PUT
Apple
AAPL
$4.91T
$22.7M 0.68%
165,700
+52,200
+46% +$6.76M
META icon
18
CALL
Meta Platforms (Facebook)
META
$1.7T
$22.4M 0.67%
64,300
+43,000
+202% +$13.8M
GOOG icon
19
CALL
Alphabet (Google) Class C
GOOG
$4.21T
$22.3M 0.67%
178,000
+138,000
+345% +$16.4M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.21T
$21.3M 0.64%
170,000
+118,000
+227% +$14.1M
AMD icon
21
CALL
Advanced Micro Devices
AMD
$914B
$20.6M 0.62%
219,100
+205,000
+1,454% +$16.6M
TSLA icon
22
CALL
Tesla
TSLA
$1.44T
$19.7M 0.59%
87,000
+79,500
+1,060% +$17.3M
NFLX icon
23
CALL
Netflix
NFLX
$299B
$19.3M 0.58%
365,000
+322,000
+749% +$16.5M
AMD icon
24
PUT
Advanced Micro Devices
AMD
$914B
$18M 0.54%
192,000
+174,400
+991% +$14.1M
DIS icon
25
PUT
Walt Disney
DIS
$177B
$14.1M 0.42%
80,200
+69,900
+679% +$12.6M
1
2 3 4 5

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q2 2021 filing shows 1,017 new, 309 increased, 131 reduced and 345 closed positions. Its largest new stake was State Street Financial Select Sector SPDR ETF: 277,525 shares worth $10.2M. The largest sale was PG&E Corporation, an estimated $31.1M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 92% a quarter earlier, followed by Technology and Financials.

  • 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.