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
(+84%)
Cap. Flow
+$1.41B
Cap. Flow
% of AUM
42.48%
Top 10 Holdings %
Top 10 Hldgs %
41.37%
Holding
1,815
New
1,017
Increased
309
Reduced
131
Closed
345
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$10.2M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$9.44M |
| 3 |
Tesla
TSLA
|
+$5.03M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$4.02M |
| 5 |
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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$15.8M |
| 4 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
+$14.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
851
Marathon Petroleum
MPC
$91.3B
| $366K | 0.01% |
+6,057
| New | +$355K |
|
852
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| $365K | 0.01% |
6,626
-12,742
| -66% | -$692K |
|
853
Cadence Design Systems
CDNS
$93.8B
| $364K | 0.01% |
2,663
+885
| +50% | +$117K |
|
854
Asana
ASAN
$2.02B
| $363K | 0.01% |
+5,852
| New | +$226K |
|
855
CALL
Northrop Grumman
NOC
$78.4B
| $363K | 0.01% |
+1,000
| New | +$360K |
|
856
PUT
Dillards
DDS
$9.65B
| $362K | 0.01% |
+2,000
| New | +$258K |
|
857
Bausch Health
BHC
$2.41B
| $361K | 0.01% |
+12,304
| New | +$373K |
|
|
RDFN
858
PUT
DELISTED
Redfin
RDFN
| $361K | 0.01% |
+5,700
| New | +$348K |
|
|
SPLK
859
PUT
DELISTED
Splunk Inc
SPLK
| $361K | 0.01% |
+2,500
| New | +$318K |
|
860
CALL
Aflac
AFL
$63.7B
| $360K | 0.01% |
+6,700
| New | +$365K |
|
861
LyondellBasell Industries
LYB
$19.7B
| $360K | 0.01% |
+3,504
| New | +$379K |
|
862
PUT
PENN Entertainment
PENN
$2.68B
| $360K | 0.01% |
+4,700
| New | +$405K |
|
863
Capital One
COF
$136B
| $359K | 0.01% |
2,320
+352
| +18% | +$53.1K |
|
864
EOG Resources
EOG
$76.4B
| $359K | 0.01% |
+4,297
| New | +$340K |
|
865
PUT
Plains All American Pipeline
PAA
$16.6B
| $359K | 0.01% |
+31,600
| New | +$325K |
|
|
CPE
866
DELISTED
Callon Petroleum Company
CPE
| $359K | 0.01% |
+6,230
| New | +$262K |
|
867
PUT
Appian
APPN
$2.09B
| $358K | 0.01% |
+2,600
| New | +$295K |
|
868
PUT
Las Vegas Sands
LVS
$29.8B
| $358K | 0.01% |
+6,800
| New | +$393K |
|
869
Enterprise Products Partners
EPD
$82.5B
| $357K | 0.01% |
14,797
+1,916
| +15% | +$45.4K |
|
870
CALL
Best Buy
BBY
$18.2B
| $356K | 0.01% |
+3,100
| New | +$362K |
|
871
CALL
Cigna
CI
$72.4B
| $356K | 0.01% |
+1,500
| New | +$375K |
|
872
iShares MSCI Taiwan ETF
EWT
$10.6B
| $355K | 0.01% |
+5,551
| New | +$345K |
|
873
PUT
Progressive
PGR
$123B
| $354K | 0.01% |
+3,600
| New | +$356K |
|
874
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
| $354K | 0.01% |
+900
| New | +$345K |
|
875
Owens Corning
OC
$11.7B
| $353K | 0.01% |
+3,603
| New | +$360K |
|
Similar funds
BCM
OAM
NOCM
QIM
RB
OMG
MCM
EI
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.