We are live on ! Find out more
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
CME icon
451
PUT
CME Group
CME
$95.7B
$851K 0.03%
+4,000
New +$845K
RY icon
452
CALL
Royal Bank of Canada
RY
$292B
$851K 0.03%
+8,400
New +$833K
SYY icon
453
PUT
Sysco
SYY
$40.7B
$847K 0.03%
+10,900
New +$880K
BBBY
454
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$846K 0.03%
+25,400
New +$706K
MRVL icon
455
Marvell Technology
MRVL
$174B
$838K 0.03%
+14,364
New +$702K
CLF icon
456
PUT
Cleveland-Cliffs
CLF
$6.4B
$832K 0.03%
+38,600
New +$761K
NEM icon
457
PUT
Newmont
NEM
$100B
$830K 0.03%
+13,100
New +$878K
APPN icon
458
CALL
Appian
APPN
$2.03B
$827K 0.02%
+6,000
New +$682K
EPD icon
459
CALL
Enterprise Products Partners
EPD
$81.9B
$823K 0.02%
+34,100
New +$807K
ICSH icon
460
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
$822K 0.02%
+16,263
New +$821K
TZA icon
461
Direxion Daily Small Cap Bear 3x ETF
TZA
$222M
$821K 0.02%
+2,865
New +$901K
MAR icon
462
Marriott International
MAR
$91.5B
$819K 0.02%
5,997
+4,580
+323% +$660K
BIG
463
CALL
DELISTED
Big Lots, Inc.
BIG
$819K 0.02%
+12,400
New +$826K
MGM icon
464
CALL
MGM Resorts International
MGM
$11.4B
$806K 0.02%
18,900
+11,400
+152% +$472K
TTD icon
465
PUT
Trade Desk
TTD
$8.6B
$805K 0.02%
+10,400
New +$665K
CCI icon
466
CALL
Crown Castle
CCI
$33.5B
$800K 0.02%
4,100
+2,300
+128% +$431K
MDB icon
467
CALL
MongoDB
MDB
$28.8B
$795K 0.02%
+2,200
New +$680K
SPWR
468
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$792K 0.02%
+27,100
New +$699K
ENB icon
469
CALL
Enbridge
ENB
$118B
$789K 0.02%
+19,700
New +$762K
AGNC icon
470
CALL
AGNC Investment
AGNC
$12.4B
$785K 0.02%
+46,500
New +$826K
BDX icon
471
Becton Dickinson
BDX
$46.9B
$782K 0.02%
3,297
-32,515
-91% -$7.79M
CMCSA icon
472
CALL
Comcast
CMCSA
$87.2B
$781K 0.02%
+13,700
New +$766K
SPDW icon
473
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.5B
$770K 0.02%
20,937
-6,164
-23% -$229K
DIA icon
474
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$769K 0.02%
2,228
-1,832
-45% -$625K
DXCM icon
475
PUT
DexCom
DXCM
$32.9B
$769K 0.02%
+7,200
New +$691K
17 18
19
20 21

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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 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.