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
+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 | |
|---|---|---|---|---|---|---|
451
Qualcomm
QCOM
$155B
| $288K | 0.02% |
+2,172
| New | +$313K |
|
|
ATVI
452
PUT
DELISTED
Activision Blizzard
ATVI
| $288K | 0.02% |
3,100
-8,000
| -72% | -$752K |
|
453
Schwab US TIPS ETF
SCHP
$16.3B
| $287K | 0.02% |
+9,398
| New | +$290K |
|
454
CALL
MGM Resorts International
MGM
$11.3B
| $285K | 0.02% |
7,500
-15,400
| -67% | -$537K |
|
455
Bio-Techne
TECH
$11.2B
| $285K | 0.02% |
+2,984
| New | +$272K |
|
456
Invesco DB Agriculture Fund
DBA
$1.23B
| $284K | 0.02% |
+16,784
| New | +$282K |
|
457
Enterprise Products Partners
EPD
$82B
| $284K | 0.02% |
12,881
-644
| -5% | -$14.2K |
|
458
Warner Bros
WBD
$65.5B
| $281K | 0.02% |
+6,474
| New | +$323K |
|
459
ProShares UltraPro Short Russell2000
SRTY
$80.1M
| $280K | 0.02% |
1,307
-97
| -7% | -$23.4K |
|
460
Tandem Diabetes Care
TNDM
$1.31B
| $280K | 0.02% |
3,177
-850
| -21% | -$79K |
|
461
Ventas
VTR
$47.6B
| $279K | 0.02% |
5,225
+26
| +0.5% | +$1.33K |
|
462
KB Home
KBH
$3.41B
| $277K | 0.02% |
+5,961
| New | +$246K |
|
463
Otis Worldwide
OTIS
$27.4B
| $277K | 0.02% |
4,040
-2,042
| -34% | -$133K |
|
464
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.3B
| $277K | 0.02% |
2,098
+819
| +64% | +$118K |
|
465
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$350M
| $276K | 0.02% |
+3,529
| New | +$342K |
|
466
GSK
GSK
$104B
| $275K | 0.02% |
+6,155
| New | +$279K |
|
467
Cigna
CI
$74.9B
| $273K | 0.02% |
1,130
-484
| -30% | -$108K |
|
|
FISV
468
Fiserv Inc
FISV
$28.5B
| $273K | 0.02% |
+2,297
| New | +$264K |
|
469
Qorvo
QRVO
$7.97B
| $273K | 0.02% |
1,493
-3,054
| -67% | -$536K |
|
470
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.64B
| $271K | 0.02% |
2,706
-1,082
| -29% | -$108K |
|
471
Delta Air Lines
DAL
$57.9B
| $270K | 0.01% |
5,589
-4,552
| -45% | -$201K |
|
472
Arista Networks
ANET
$227B
| $268K | 0.01% |
14,224
+2,256
| +19% | +$42.2K |
|
473
Kimberly-Clark
KMB
$36.5B
| $267K | 0.01% |
1,918
-2,724
| -59% | -$362K |
|
474
SLM Corp
SLM
$4.87B
| $267K | 0.01% |
14,852
+3,316
| +29% | +$50.3K |
|
475
Zai Lab
ZLAB
$2.05B
| $267K | 0.01% |
+2,001
| New | +$310K |
|
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.