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
QSR icon
751
CALL
Restaurant Brands International
QSR
$25.6B
$425K 0.01%
+6,600
New +$445K
AXON
752
CALL
Axon Enterprise
AXON
$48.9B
$424K 0.01%
+2,400
New +$353K
EWS icon
753
iShares MSCI Singapore ETF
EWS
$1.06B
$424K 0.01%
+18,259
New +$431K
ALC icon
754
CALL
Alcon
ALC
$34.6B
$422K 0.01%
+6,000
New +$427K
KBE icon
755
CALL
State Street SPDR S&P Bank ETF
KBE
$1.69B
$421K 0.01%
+8,200
New +$437K
PBR.A icon
756
Petrobras Class A
PBR.A
$107B
$421K 0.01%
35,633
-806
-2% -$7.93K
STZ icon
757
CALL
Constellation Brands
STZ
$22.4B
$421K 0.01%
+1,800
New +$423K
AYX
758
CALL
DELISTED
Alteryx Inc
AYX
$421K 0.01%
+4,900
New +$401K
VALE icon
759
PUT
Vale
VALE
$63.1B
$420K 0.01%
+18,400
New +$385K
CCL icon
760
CALL
Carnival Corporation Ltd
CCL
$40.5B
$419K 0.01%
15,900
-900
-5% -$25.2K
CTAS icon
761
Cintas
CTAS
$81.5B
$418K 0.01%
+4,372
New +$388K
NCLH icon
762
Norwegian Cruise Line
NCLH
$9.22B
$418K 0.01%
+14,212
New +$428K
AMJ
763
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$417K 0.01%
+21,226
New +$395K
EQR icon
764
PUT
Equity Residential
EQR
$25.4B
$416K 0.01%
+5,400
New +$408K
LVS icon
765
Las Vegas Sands
LVS
$29.8B
$416K 0.01%
7,894
+2,624
+50% +$152K
ASML icon
766
CALL
ASML
ASML
$658B
$415K 0.01%
+600
New +$396K
BHP icon
767
BHP
BHP
$222B
$415K 0.01%
+6,393
New +$423K
GD icon
768
CALL
General Dynamics
GD
$104B
$414K 0.01%
+2,200
New +$415K
LAC
769
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
$414K 0.01%
+27,900
New +$399K
AZN icon
770
PUT
AstraZeneca
AZN
$241B
$413K 0.01%
+3,450
New +$379K
MOS icon
771
CALL
The Mosaic Company
MOS
$7.22B
$412K 0.01%
+12,900
New +$437K
WTW icon
772
Willis Towers Watson
WTW
$31.5B
$412K 0.01%
+1,790
New +$445K
BMO icon
773
PUT
Bank of Montreal
BMO
$126B
$410K 0.01%
+4,000
New +$395K
CCL icon
774
Carnival Corporation Ltd
CCL
$40.5B
$410K 0.01%
15,558
+112
+0.7% +$3.14K
SPGI icon
775
CALL
S&P Global
SPGI
$122B
$410K 0.01%
+1,000
New +$384K
29 30
31
32 33

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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.