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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
TSLA icon
1
PUT
Tesla
TSLA
$1.23T
$709M 21.31%
3,128,100
+93,000
+3% +$20.2M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$139M 4.18%
324,900
-6,800
-2% -$2.84M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$109M 3.28%
255,100
+84,400
+49% +$35.2M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$453B
$82.8M 2.49%
233,500
+144,800
+163% +$48.7M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$68.2M 2.05%
297,500
+174,000
+141% +$39.1M
QQQ icon
6
PUT
Invesco QQQ Trust
QQQ
$453B
$67.1M 2.02%
189,300
+66,400
+54% +$22.3M
AMZN icon
7
CALL
Amazon
AMZN
$2.92T
$61.9M 1.86%
360,000
+298,000
+481% +$49.5M
AMZN icon
8
PUT
Amazon
AMZN
$2.92T
$57.8M 1.74%
336,000
+212,000
+171% +$35.2M
NVDA icon
9
CALL
NVIDIA
NVDA
$4.86T
$43M 1.29%
2,152,000
+1,932,000
+878% +$31M
IWM icon
10
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$37.9M 1.14%
165,400
+106,000
+178% +$23.8M
MSFT icon
11
CALL
Microsoft
MSFT
$3.45T
$31.6M 0.95%
116,700
+88,900
+320% +$22.6M
NVDA icon
12
PUT
NVIDIA
NVDA
$4.86T
$28.9M 0.87%
1,444,000
+1,196,000
+482% +$19.2M
AAPL icon
13
CALL
Apple
AAPL
$4.54T
$27M 0.81%
197,200
+96,900
+97% +$12.6M
MSFT icon
14
PUT
Microsoft
MSFT
$3.45T
$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
$45.8B
$25M 0.75%
72,500
+55,300
+322% +$18.9M
GOOGL icon
16
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$24.4M 0.73%
200,000
+162,000
+426% +$18.9M
AAPL icon
17
PUT
Apple
AAPL
$4.54T
$22.7M 0.68%
165,700
+52,200
+46% +$6.76M
META icon
18
CALL
Meta Platforms (Facebook)
META
$1.42T
$22.4M 0.67%
64,300
+43,000
+202% +$13.8M
GOOG icon
19
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$22.3M 0.67%
178,000
+138,000
+345% +$16.4M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$21.3M 0.64%
170,000
+118,000
+227% +$14.1M
AMD icon
21
CALL
Advanced Micro Devices
AMD
$776B
$20.6M 0.62%
219,100
+205,000
+1,454% +$16.6M
TSLA icon
22
CALL
Tesla
TSLA
$1.23T
$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
$776B
$18M 0.54%
192,000
+174,400
+991% +$14.1M
DIS icon
25
PUT
Walt Disney
DIS
$167B
$14.1M 0.42%
80,200
+69,900
+679% +$12.6M
1
2 3 4 5

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NOCM
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TIM
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QIM
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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.