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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
ABB
1251
DELISTED
ABB Ltd
ABB
$213K 0.01%
+6,267
New +$209K
PRAH
1252
DELISTED
PRA Health Sciences, Inc.
PRAH
$213K 0.01%
+1,288
New +$215K
AFG icon
1253
American Financial Group
AFG
$11.7B
$212K 0.01%
+1,696
New +$212K
APH icon
1254
Amphenol
APH
$211B
$212K 0.01%
+6,210
New +$210K
GRWG icon
1255
PUT
GrowGeneration
GRWG
$89.5M
$212K 0.01%
+4,400
New +$193K
SO icon
1256
Southern Company
SO
$107B
$212K 0.01%
+3,510
New +$224K
VMC icon
1257
Vulcan Materials
VMC
$36.9B
$212K 0.01%
+1,218
New +$218K
LNW
1258
DELISTED
Light & Wonder
LNW
$211K 0.01%
+2,719
New +$167K
BSCL
1259
DELISTED
Invesco BulletShares 2021 Corporate Bond ETF
BSCL
$211K 0.01%
+9,984
New +$211K
IWR icon
1260
iShares Russell Mid-Cap ETF
IWR
$57.3B
$210K 0.01%
+2,652
New +$206K
MMP
1261
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$210K 0.01%
+4,300
New +$208K
NAV
1262
DELISTED
Navistar International
NAV
$210K 0.01%
+4,724
New +$209K
DHT icon
1263
DHT Holdings
DHT
$2.92B
$209K 0.01%
+32,251
New +$198K
GUSH icon
1264
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$237M
$209K 0.01%
+8,704
New +$174K
VMC icon
1265
PUT
Vulcan Materials
VMC
$36.9B
$209K 0.01%
+1,200
New +$215K
AN icon
1266
AutoNation
AN
$7.13B
$208K 0.01%
+2,197
New +$215K
ANET icon
1267
Arista Networks
ANET
$240B
$208K 0.01%
9,184
-5,040
-35% -$105K
JWN
1268
PUT
DELISTED
Nordstrom
JWN
$208K 0.01%
+5,700
New +$208K
KDP icon
1269
CALL
Keurig Dr Pepper
KDP
$42.3B
$208K 0.01%
+5,900
New +$210K
LBRDK icon
1270
Liberty Broadband Class C
LBRDK
$5.17B
$208K 0.01%
+1,198
New +$193K
MIME
1271
DELISTED
Mimecast Limited
MIME
$207K 0.01%
+3,899
New +$183K
PII icon
1272
PUT
Polaris
PII
$4.2B
$205K 0.01%
+1,500
New +$203K
ERIC icon
1273
CALL
Ericsson
ERIC
$33.7B
$204K 0.01%
+16,200
New +$217K
ESGD icon
1274
iShares ESG Aware MSCI EAFE ETF
ESGD
$12.2B
$204K 0.01%
+2,582
New +$206K
PAYX icon
1275
CALL
Paychex
PAYX
$42.2B
$204K 0.01%
+1,900
New +$191K
49 50
51
52 53

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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.