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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
VGIT icon
401
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$329K 0.02%
4,888
-14,538
-75% -$994K
VRTX icon
402
Vertex Pharmaceuticals
VRTX
$121B
$329K 0.02%
1,529
-1,299
-46% -$285K
ELV icon
403
Elevance Health
ELV
$81.5B
$327K 0.02%
+911
New +$293K
SPIB icon
404
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$327K 0.02%
+9,024
New +$331K
ORCL icon
405
Oracle
ORCL
$374B
$326K 0.02%
4,652
-110
-2% -$7.12K
BNS icon
406
CALL
Scotiabank
BNS
$107B
$325K 0.02%
+5,200
New +$301K
RIOT icon
407
Riot Platforms
RIOT
$7.63B
$325K 0.02%
+6,104
New +$247K
XOP icon
408
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$325K 0.02%
4,000
-38,100
-90% -$2.91M
DPZ icon
409
Domino's
DPZ
$11.5B
$324K 0.02%
880
-773
-47% -$285K
NEE icon
410
NextEra Energy
NEE
$181B
$323K 0.02%
+4,273
New +$333K
TEL icon
411
CALL
TE Connectivity
TEL
$59.6B
$323K 0.02%
2,500
-1,700
-40% -$218K
GE icon
412
GE Aerospace
GE
$374B
$321K 0.02%
4,901
-5,178
-51% -$314K
CHKP icon
413
Check Point Software Technologies
CHKP
$13B
$320K 0.02%
+2,862
New +$345K
LVS icon
414
Las Vegas Sands
LVS
$31.7B
$320K 0.02%
+5,270
New +$309K
SWKS icon
415
Skyworks Solutions
SWKS
$9.37B
$318K 0.02%
1,732
-886
-34% -$154K
XHB icon
416
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$318K 0.02%
+4,513
New +$287K
SLV icon
417
PUT
iShares Silver Trust
SLV
$28B
$316K 0.02%
13,900
-184,800
-93% -$4.5M
VLO icon
418
Valero Energy
VLO
$92.9B
$313K 0.02%
4,377
-673
-13% -$45.7K
ENPH icon
419
Enphase Energy
ENPH
$4.96B
$311K 0.02%
+1,919
New +$344K
PBR.A icon
420
Petrobras Class A
PBR.A
$111B
$311K 0.02%
+36,439
New +$346K
CCI icon
421
CALL
Crown Castle
CCI
$33.3B
$310K 0.02%
1,800
-3,700
-67% -$593K
HCA icon
422
HCA Healthcare
HCA
$87.2B
$308K 0.02%
1,636
+133
+9% +$23.5K
TSM icon
423
PUT
TSMC
TSM
$2.1T
$308K 0.02%
2,600
-7,400
-74% -$917K
OLED icon
424
Universal Display
OLED
$3.75B
$307K 0.02%
1,298
-350
-21% -$80.8K
UL icon
425
Unilever
UL
$137B
$307K 0.02%
+4,885
New +$311K
15 16
17
18 19

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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.