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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
DB icon
1526
Deutsche Bank
DB
$69.8B
– –
-42,129
Closed -$571K
DBA icon
1527
Invesco DB Agriculture Fund
DBA
$1.24B
– –
-16,784
Closed -$284K
DELL icon
1528
Dell
DELL
$277B
– –
-5,313
Closed -$237K
DEO icon
1529
CALL
Diageo
DEO
$49.2B
– –
-1,300
Closed -$213K
DG icon
1530
Dollar General
DG
$28.2B
– –
-1,014
Closed -$213K
DHR icon
1531
PUT
Danaher
DHR
$139B
– –
-85,954
Closed -$17.2M
DNN icon
1532
Denison Mines
DNN
$2.61B
– –
-53,609
Closed -$58K
DOC icon
1533
Healthpeak Properties
DOC
$14.9B
– –
-9,167
Closed -$291K
DOMH icon
1534
Dominari Holdings
DOMH
$58.3M
– –
-1,954
Closed -$38K
EAGG icon
1535
iShares ESG Aware US Aggregate Bond ETF
EAGG
$4.96B
– –
-6,195
Closed -$339K
EDV icon
1536
Vanguard World Funds Extended Duration ETF
EDV
$3.24B
– –
-3,204
Closed -$402K
EEMV icon
1537
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
– –
-4,638
Closed -$293K
EFA icon
1538
iShares MSCI EAFE ETF
EFA
$78.4B
– –
-29,666
Closed -$2.25M
EFAV icon
1539
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
– –
-10,528
Closed -$768K
EGO icon
1540
Eldorado Gold
EGO
$8.37B
– –
-13,543
Closed -$146K
ELV icon
1541
Elevance Health
ELV
$83B
– –
-911
Closed -$348K
EMB icon
1542
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
– –
-2,303
Closed -$251K
EMR icon
1543
Emerson Electric
EMR
$86.7B
– –
-3,677
Closed -$346K
ENPH icon
1544
Enphase Energy
ENPH
$5.2B
– –
-1,919
Closed -$281K
EQNR icon
1545
Equinor
EQNR
$94.8B
– –
-13,434
Closed -$261K
EQR icon
1546
Equity Residential
EQR
$25.3B
– –
-4,910
Closed -$371K
EUM icon
1547
ProShares Trust Short MSCI Emerging Markets
EUM
$11.1M
– –
-8,948
Closed -$220K
EWG icon
1548
iShares MSCI Germany ETF
EWG
$1.6B
– –
-16,731
Closed -$559K
EWL icon
1549
iShares MSCI Switzerland ETF
EWL
$2.19B
– –
-4,768
Closed -$211K
EWQ icon
1550
iShares MSCI France ETF
EWQ
$338M
– –
-13,468
Closed -$469K
60 61
62
63 64

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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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NEPWA
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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.