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
HIMX
601
CALL
Himax Technologies
HIMX
$2.45B
$571K 0.02%
+34,300
New +$453K
ANGL icon
602
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.06B
$570K 0.02%
+17,320
New +$559K
HYLS icon
603
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$570K 0.02%
11,752
+5,579
+90% +$271K
FISV
604
PUT
Fiserv Inc
FISV
$29.1B
$567K 0.02%
+5,300
New +$616K
CPRI icon
605
PUT
Capri Holdings
CPRI
$1.87B
$566K 0.02%
+9,900
New +$539K
K
606
CALL
DELISTED
Kellanova
K
$566K 0.02%
+9,372
New +$569K
LLY icon
607
Eli Lilly
LLY
$1.01T
$564K 0.02%
2,458
-144
-6% -$28.9K
X
608
PUT
DELISTED
US Steel
X
$564K 0.02%
23,500
-654,000
-97% -$16.1M
CNC icon
609
CALL
Centene
CNC
$31.7B
$562K 0.02%
+7,700
New +$528K
CAG icon
610
CALL
Conagra Brands
CAG
$7.16B
$560K 0.02%
+15,400
New +$576K
MP icon
611
CALL
MP Materials
MP
$8.51B
$560K 0.02%
+15,200
New +$472K
PANW icon
612
PUT
Palo Alto Networks
PANW
$294B
$557K 0.02%
+9,000
New +$533K
DFS
613
CALL
DELISTED
Discover Financial Services
DFS
$556K 0.02%
+4,700
New +$531K
FAZ
614
Direxion Daily Financial Bear 3x ETF
FAZ
$85.3M
$555K 0.02%
+20,709
New +$555K
TMO icon
615
CALL
Thermo Fisher Scientific
TMO
$210B
$555K 0.02%
+1,100
New +$519K
WAT icon
616
Waters Corp
WAT
$39.2B
$555K 0.02%
+1,607
New +$509K
CPE
617
PUT
DELISTED
Callon Petroleum Company
CPE
$554K 0.02%
+9,600
New +$404K
PRU icon
618
CALL
Prudential Financial
PRU
$42.8B
$553K 0.02%
+5,400
New +$552K
NET icon
619
CALL
Cloudflare
NET
$106B
$550K 0.02%
+5,200
New +$430K
ZNGA
620
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$550K 0.02%
51,773
+41,666
+412% +$439K
U icon
621
PUT
Unity
U
$15.4B
$549K 0.02%
+5,000
New +$491K
VRSN icon
622
PUT
VeriSign
VRSN
$26.7B
$546K 0.02%
+2,400
New +$523K
PAYC icon
623
CALL
Paycom
PAYC
$7.94B
$545K 0.02%
+1,500
New +$532K
HUN icon
624
CALL
Huntsman Corp
HUN
$1.8B
$544K 0.02%
+20,500
New +$583K
IVW icon
625
iShares S&P 500 Growth ETF
IVW
$77.1B
$540K 0.02%
+7,419
New +$514K
23 24
25
26 27

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.