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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
DHI icon
1201
D.R. Horton
DHI
$42.1B
$226K 0.01%
2,502
-2,265
-48% -$213K
KLAC icon
1202
KLA
KLAC
$255B
$226K 0.01%
+6,960
New +$223K
BMRN icon
1203
PUT
BioMarin Pharmaceuticals
BMRN
$11.7B
$225K 0.01%
+2,700
New +$214K
FXI icon
1204
iShares China Large-Cap ETF
FXI
$4.33B
$225K 0.01%
4,866
-630
-11% -$29.1K
ZBH icon
1205
CALL
Zimmer Biomet
ZBH
$18.5B
$225K 0.01%
+1,442
New +$234K
BNTX icon
1206
PUT
BioNTech
BNTX
$23.1B
$224K 0.01%
+1,000
New +$189K
CORP icon
1207
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.58B
$224K 0.01%
+1,960
New +$221K
GH icon
1208
CALL
Guardant Health
GH
$21.4B
$224K 0.01%
+1,800
New +$242K
SLG icon
1209
SL Green Realty
SLG
$3.97B
$224K 0.01%
+2,806
New +$213K
TEVA icon
1210
CALL
Teva Pharmaceuticals
TEVA
$40.1B
$224K 0.01%
+22,600
New +$239K
MOS icon
1211
PUT
The Mosaic Company
MOS
$7.22B
$223K 0.01%
+7,000
New +$237K
VOOG icon
1212
Vanguard S&P 500 Growth ETF
VOOG
$27B
$223K 0.01%
+5,094
New +$212K
WLK icon
1213
Westlake Corp
WLK
$10.3B
$223K 0.01%
+2,476
New +$240K
NULV icon
1214
Nuveen ESG Large-Cap Value ETF
NULV
$2.26B
$222K 0.01%
+5,890
New +$222K
RF icon
1215
PUT
Regions Financial
RF
$27.3B
$222K 0.01%
+11,000
New +$238K
SSYS icon
1216
CALL
Stratasys
SSYS
$764M
$222K 0.01%
+8,600
New +$196K
USB icon
1217
US Bancorp
USB
$100B
$222K 0.01%
+3,891
New +$228K
EMR icon
1218
PUT
Emerson Electric
EMR
$89B
$221K 0.01%
+2,300
New +$216K
GWX icon
1219
State Street SPDR S&P International Small Cap ETF
GWX
$894M
$221K 0.01%
+5,718
New +$222K
NUE icon
1220
CALL
Nucor
NUE
$62.4B
$221K 0.01%
+2,300
New +$215K
PERI icon
1221
CALL
Perion Network
PERI
$386M
$221K 0.01%
+10,300
New +$174K
RAMP icon
1222
LiveRamp
RAMP
$2.3B
$221K 0.01%
+4,720
New +$227K
WBA
1223
DELISTED
Walgreens Boots Alliance
WBA
$221K 0.01%
+4,198
New +$226K
CHD icon
1224
Church & Dwight Co
CHD
$24.4B
$220K 0.01%
+2,586
New +$224K
SWN
1225
DELISTED
Southwestern Energy Company
SWN
$220K 0.01%
38,775
+23,008
+146% +$113K
47 48
49
50 51

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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.