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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
AGZ icon
1476
iShares Agency Bond ETF
AGZ
$563M
– –
-2,993
Closed -$352K
AKBA icon
1477
Akebia Therapeutics
AKBA
$351M
– –
-14,046
Closed -$48K
ALAR
1478
Alarum Technologies
ALAR
$13.8M
– –
-1,960
Closed -$26K
ALL icon
1479
Allstate
ALL
$67.6B
– –
-4,460
Closed -$576K
ALLY icon
1480
Ally Financial
ALLY
$13.4B
– –
-11,514
Closed -$591K
AMBA icon
1481
Ambarella
AMBA
$3.63B
– –
-2,067
Closed -$208K
AMGN icon
1482
Amgen
AMGN
$204B
– –
-823
Closed -$202K
ASHR icon
1483
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
– –
-10,371
Closed -$401K
ASRT
1484
DELISTED
Assertio
ASRT
– –
-293
Closed -$12K
OPTU
1485
Optimum Communications Inc
OPTU
$336M
– –
-18,387
Closed -$598K
AVGO icon
1486
Broadcom
AVGO
$1.87T
– –
-14,550
Closed -$674K
AZO icon
1487
AutoZone
AZO
$48.8B
– –
-160
Closed -$232K
BABA icon
1488
CALL
Alibaba
BABA
$305B
– –
-4,900
Closed -$1.11M
BABA icon
1489
Alibaba
BABA
$305B
– –
-2,576
Closed -$584K
BABA icon
1490
PUT
Alibaba
BABA
$305B
– –
-1,300
Closed -$295K
BAC icon
1491
Bank of America
BAC
$438B
– –
-23,356
Closed -$957K
BIDU icon
1492
Baidu
BIDU
$38.3B
– –
-2,047
Closed -$445K
BIL icon
1493
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
– –
-30,565
Closed -$2.8M
BIIB icon
1494
Biogen
BIIB
$29.8B
– –
-759
Closed -$230K
BNY
1495
Bank of New York Mellon
BNY
$106B
– –
-8,865
Closed -$419K
BL icon
1496
BlackLine
BL
$1.92B
– –
-2,368
Closed -$257K
BNS icon
1497
CALL
Scotiabank
BNS
$108B
– –
-5,200
Closed -$325K
BRK.B icon
1498
Berkshire Hathaway Class B
BRK.B
$1.11T
– –
-2,870
Closed -$802K
BSBR icon
1499
Santander
BSBR
$43B
– –
-14,413
Closed -$97K
BSV icon
1500
Vanguard Short-Term Bond ETF
BSV
$44.6B
– –
-14,388
Closed -$1.18M
58 59
60
61 62

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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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.