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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
+4%
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
$1.81B
AUM Growth
-$2.42B
Cap. Flow
-$2.53B
Cap. Flow %
-139.75%
Top 10 Hldgs %
59.01%
Holding
1,981
New
344
Increased
108
Reduced
331
Closed
1,183

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$21.3M
2
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
+$15M
3
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$5.47M
4
AAPL icon
Apple
AAPL
+$5.21M
5
AESC
The AES Corporation
AESC
+$4.69M

Top Sells

Rank Stock Value
1
BDX icon
Becton Dickinson
BDX
+$7.11M
2
PCGU
PG&E Corporation
PCGU
+$5.75M
3
AEPPZ
American Electric Power Company, Inc. Corporate Units
AEPPZ
+$5.06M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$4.91M
5
AEP icon
American Electric Power
AEP
+$3.51M

Sector Composition

Rank Sector Weight
1 Technology 1.74%
2 Financials 1.65%
3 Consumer Discretionary 1.12%
4 Healthcare 1.1%
5 Communication Services 0.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VB icon
301
Vanguard Morningstar Small-Cap ETF
VB
$79.5B
$457K 0.03%
+2,136
New +$450K
SPEM icon
302
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
$453K 0.03%
+10,355
New +$463K
DVY icon
303
iShares Select Dividend ETF
DVY
$23.5B
$452K 0.03%
+3,965
New +$419K
XLE icon
304
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$451K 0.03%
18,400
-615,800
-97% -$14.2M
FITB
305
Fifth Third Bancorp
FITB
$51.2B
$450K 0.02%
+12,021
New +$408K
AON icon
306
Aon
AON
$76.5B
$449K 0.02%
+1,952
New +$430K
TMO icon
307
Thermo Fisher Scientific
TMO
$213B
$449K 0.02%
+983
New +$469K
CCL icon
308
CALL
Carnival Corporation Ltd
CCL
$38.1B
$446K 0.02%
16,800
-28,900
-63% -$682K
MTCH icon
309
Match Group
MTCH
$9.19B
$446K 0.02%
3,243
+1,786
+123% +$268K
BIDU icon
310
Baidu
BIDU
$37.7B
$445K 0.02%
2,047
-185
-8% -$48.3K
RDS.A
311
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$445K 0.02%
11,348
-7,807
-41% -$314K
ABBV icon
312
CALL
AbbVie
ABBV
$443B
$444K 0.02%
4,100
-26,500
-87% -$2.83M
INTC icon
313
Intel
INTC
$455B
$439K 0.02%
6,860
-8,321
-55% -$496K
NKE icon
314
CALL
Nike
NKE
$61.9B
$439K 0.02%
3,300
-26,900
-89% -$3.74M
SNAP icon
315
CALL
Snap
SNAP
$7.89B
$439K 0.02%
8,400
-46,400
-85% -$2.67M
SPTI icon
316
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$438K 0.02%
+13,659
New +$445K
YINN icon
317
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
$435K 0.02%
+1,127
New +$545K
ONC
318
BeOne Medicines Ltd
ONC
$32.8B
$433K 0.02%
1,245
-66
-5% -$21.9K
RSX
319
DELISTED
VanEck Russia ETF
RSX
$433K 0.02%
+16,760
New +$424K
LEN icon
320
Lennar Class A
LEN
$19.8B
$432K 0.02%
+4,413
New +$371K
CM icon
321
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$431K 0.02%
+8,800
New +$407K
XLE icon
322
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$430K 0.02%
+17,532
New +$404K
ABT icon
323
Abbott
ABT
$183B
$428K 0.02%
3,570
-457
-11% -$54.1K
FDX icon
324
CALL
FedEx
FDX
$72.7B
$426K 0.02%
1,500
-22,700
-94% -$5.85M
DHI icon
325
D.R. Horton
DHI
$40B
$425K 0.02%
4,767
+1,828
+62% +$143K
11 12
13
14 15

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q1 2021 Portfolio in Review

As of Q1 2021, Two Sigma Securities held 1,981 positions worth $1.81B, down 57% from $4.22B the previous quarter. Its ten largest holdings account for 59% of the portfolio.

Two Sigma Securities withdrew a net $2.53B in Q1 2021, closing 1,183 positions and reducing 331 holdings. Its most notable exit was American Electric Power Company, Inc. Corporate Units, an estimated $5.06M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 0.64% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in South Jersey Industries, Inc. Corporate Units worth $14.9M.

  • Two Sigma Securities's largest Q1 2021 buy was South Jersey Industries, Inc. Corporate Units: 300,000 shares worth $14.9M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2021, an estimated $21.3M increase.
  • Two Sigma Securities's biggest Q1 2021 reduction was Becton Dickinson, cutting an estimated $7.11M.
  • Two Sigma Securities fully exited American Electric Power Company, Inc. Corporate Units in Q1 2021, selling an estimated $5.06M.
  • Two Sigma Securities's ten largest holdings make up 59% of its $1.81B portfolio in Q1 2021.
  • Two Sigma Securities opened 344 new positions and closed 1,183 in Q1 2021.
  • Two Sigma Securities's portfolio value fell 57% quarter-over-quarter to $1.81B.

Based on Two Sigma Securities's 13F filing for Q1 2021, filed 17 May 2021.