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
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
PEP icon
151
CALL
PepsiCo
PEP
$190B
$3.16M 0.09%
+21,300
New +$3.1M
PYPL icon
152
PayPal
PYPL
$48.9B
$3.15M 0.09%
+10,815
New +$2.86M
MO icon
153
CALL
Altria Group
MO
$114B
$3.14M 0.09%
65,800
+56,100
+578% +$2.76M
RTX icon
154
CALL
RTX Corp
RTX
$290B
$3.13M 0.09%
36,700
+32,300
+734% +$2.72M
DEO icon
155
PUT
Diageo
DEO
$49B
$3.1M 0.09%
+16,200
New +$3.01M
FSLR icon
156
PUT
First Solar
FSLR
$22.7B
$3.1M 0.09%
+34,300
New +$2.71M
SH icon
157
ProShares Short S&P500
SH
$927M
$3.1M 0.09%
50,275
+30,465
+154% +$1.93M
IBM icon
158
PUT
IBM
IBM
$211B
$3.05M 0.09%
21,757
+16,004
+278% +$2.19M
XLY icon
159
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$3.02M 0.09%
+33,800
New +$2.94M
LOW icon
160
CALL
Lowe's Companies
LOW
$117B
$2.99M 0.09%
+15,400
New +$3.01M
LLY icon
161
PUT
Eli Lilly
LLY
$1.02T
$2.98M 0.09%
+13,000
New +$2.61M
BKLN icon
162
Invesco Senior Loan ETF
BKLN
$6.77B
$2.98M 0.09%
+134,390
New +$2.98M
MRNA icon
163
PUT
Moderna
MRNA
$21.8B
$2.96M 0.09%
+12,600
New +$2.25M
IWB icon
164
iShares Russell 1000 ETF
IWB
$48.2B
$2.92M 0.09%
12,059
+1,368
+13% +$322K
XOM icon
165
PUT
ExxonMobil
XOM
$644B
$2.9M 0.09%
45,900
+25,000
+120% +$1.49M
BYND icon
166
CALL
Beyond Meat
BYND
$292M
$2.88M 0.09%
+18,300
New +$2.43M
AAL icon
167
PUT
American Airlines Group
AAL
$10.1B
$2.87M 0.09%
+135,100
New +$3.06M
IBB icon
168
CALL
iShares Biotechnology ETF
IBB
$9.34B
$2.86M 0.09%
+17,500
New +$2.7M
MRK icon
169
Merck
MRK
$322B
$2.85M 0.09%
36,683
+31,844
+658% +$2.37M
MO icon
170
PUT
Altria Group
MO
$114B
$2.85M 0.09%
+59,800
New +$2.94M
SNAP icon
171
PUT
Snap
SNAP
$7.89B
$2.83M 0.09%
41,600
+31,400
+308% +$1.88M
IWF icon
172
iShares Russell 1000 Growth ETF
IWF
$121B
$2.82M 0.08%
41,516
+13,848
+50% +$893K
XOM icon
173
CALL
ExxonMobil
XOM
$644B
$2.79M 0.08%
44,300
+19,500
+79% +$1.16M
GM icon
174
PUT
General Motors
GM
$80.4B
$2.79M 0.08%
47,100
+26,300
+126% +$1.55M
QCOM icon
175
PUT
Qualcomm
QCOM
$155B
$2.79M 0.08%
19,500
+13,700
+236% +$1.85M
5 6
7
8 9

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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

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.