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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
(-57%)
Cap. Flow
-$2.53B
Cap. Flow
% of AUM
-139.75%
Top 10 Holdings %
Top 10 Hldgs %
59.01%
Holding
1,981
New
344
Increased
108
Reduced
331
Closed
1,183
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$21.3M |
| 2 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
+$15M |
| 3 |
iShares Core MSCI EAFE ETF
IEFA
|
+$5.47M |
| 4 |
Apple
AAPL
|
+$5.21M |
| 5 |
AESC
The AES Corporation
AESC
|
+$4.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$4.91M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Workday
WDAY
$39.4B
| $307K | 0.02% |
1,234
-49
| -4% | -$12.1K |
|
427
W.P. Carey
WPC
$16.7B
| $307K | 0.02% |
+4,435
| New | +$297K |
|
|
MZTI
428
The Marzetti Company
MZTI
$2.92B
| $303K | 0.02% |
+1,730
| New | +$310K |
|
429
Starbucks
SBUX
$120B
| $303K | 0.02% |
2,774
+815
| +42% | +$85.6K |
|
430
Schwab US Large- Cap ETF
SCHX
$71.6B
| $302K | 0.02% |
+18,858
| New | +$295K |
|
431
Lam Research
LRCX
$378B
| $301K | 0.02% |
+5,050
| New | +$275K |
|
432
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.6B
| $300K | 0.02% |
+6,173
| New | +$301K |
|
433
CALL
Moody's
MCO
$82.8B
| $299K | 0.02% |
1,000
-1,100
| -52% | -$310K |
|
434
Humana
HUM
$44.1B
| $298K | 0.02% |
710
-658
| -48% | -$263K |
|
435
IT Tech Packaging
ITP
$2.94M
| $298K | 0.02% |
+45,167
| New | +$364K |
|
|
ADAM
436
Adamas Trust
ADAM
$811M
| $298K | 0.02% |
16,642
+7,834
| +89% | +$129K |
|
437
abrdn Physical Palladium Shares ETF
PALL
$617M
| $297K | 0.02% |
+6,060
| New | +$273K |
|
438
CALL
Target
TGT
$65.6B
| $297K | 0.02% |
1,500
-15,600
| -91% | -$2.92M |
|
439
PUT
Alibaba
BABA
$292B
| $295K | 0.02% |
1,300
-48,200
| -97% | -$11.8M |
|
440
Chegg
CHGG
$113M
| $295K | 0.02% |
+3,441
| New | +$328K |
|
|
MRO
441
DELISTED
Marathon Oil Corporation
MRO
| $294K | 0.02% |
27,538
+11,719
| +74% | +$113K |
|
442
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.44B
| $293K | 0.02% |
4,638
-831
| -15% | -$52.5K |
|
443
MetLife
MET
$62.3B
| $292K | 0.02% |
+4,811
| New | +$265K |
|
444
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$339M
| $292K | 0.02% |
930
-5,999
| -87% | -$2.1M |
|
445
ConocoPhillips
COP
$145B
| $291K | 0.02% |
5,486
-6,659
| -55% | -$328K |
|
446
Healthpeak Properties
DOC
$15.1B
| $291K | 0.02% |
+9,167
| New | +$278K |
|
447
CALL
Cleveland-Cliffs
CLF
$6.57B
| $290K | 0.02% |
14,400
-33,300
| -70% | -$542K |
|
448
Regions Financial
RF
$26.5B
| $289K | 0.02% |
+13,970
| New | +$273K |
|
449
Expedia Group
EXPE
$35.5B
| $288K | 0.02% |
1,676
-2,492
| -60% | -$384K |
|
450
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $288K | 0.02% |
+2,617
| New | +$296K |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.