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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
ETN icon
726
CALL
Eaton
ETN
$173B
$445K 0.01%
+3,000
New +$432K
FIVE icon
727
PUT
Five Below
FIVE
$12.3B
$445K 0.01%
+2,300
New +$439K
IEV icon
728
iShares Europe ETF
IEV
$1.69B
$445K 0.01%
8,352
+1,213
+17% +$65K
NET icon
729
PUT
Cloudflare
NET
$107B
$445K 0.01%
+4,200
New +$348K
ALL icon
730
PUT
Allstate
ALL
$67.6B
$443K 0.01%
+3,400
New +$439K
HUM icon
731
CALL
Humana
HUM
$43.5B
$443K 0.01%
+1,000
New +$437K
FTCH
732
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$443K 0.01%
+8,800
New +$417K
SFIX
733
CALL
Stitch Fix
SFIX
$567M
$440K 0.01%
+7,300
New +$374K
EQR icon
734
CALL
Equity Residential
EQR
$25.4B
$439K 0.01%
+5,700
New +$431K
TD icon
735
Toronto Dominion Bank
TD
$197B
$439K 0.01%
+6,266
New +$438K
ADP icon
736
PUT
Automatic Data Processing
ADP
$108B
$437K 0.01%
+2,200
New +$428K
NOC icon
737
PUT
Northrop Grumman
NOC
$78.4B
$436K 0.01%
+1,200
New +$432K
XMLV icon
738
Invesco S&P MidCap Low Volatility ETF
XMLV
$751M
$436K 0.01%
8,158
-4,735
-37% -$256K
AZN icon
739
AstraZeneca
AZN
$241B
$435K 0.01%
+3,635
New +$399K
ECL icon
740
CALL
Ecolab
ECL
$79.7B
$433K 0.01%
+2,100
New +$456K
IDXX icon
741
Idexx Laboratories
IDXX
$46.4B
$432K 0.01%
684
-1,249
-65% -$690K
SPTL icon
742
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.7B
$432K 0.01%
+10,456
New +$418K
HBI
743
CALL
DELISTED
Hanesbrands
HBI
$431K 0.01%
+23,100
New +$458K
VLO icon
744
CALL
Valero Energy
VLO
$88.9B
$429K 0.01%
+5,500
New +$426K
GE icon
745
CALL
GE Aerospace
GE
$391B
$428K 0.01%
6,380
-5,437
-46% -$363K
VNQ icon
746
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
$428K 0.01%
+4,200
New +$417K
DVY icon
747
iShares Select Dividend ETF
DVY
$23.8B
$427K 0.01%
3,665
-300
-8% -$35.7K
AJG icon
748
Arthur J. Gallagher & Co
AJG
$63.6B
$425K 0.01%
+3,037
New +$429K
BUD icon
749
CALL
AB InBev
BUD
$167B
$425K 0.01%
+5,900
New +$430K
MDYV icon
750
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.85B
$425K 0.01%
+6,289
New +$431K
28 29
30
31 32

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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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.