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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 | |
|---|---|---|---|---|---|---|
476
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
| $266K | 0.01% |
19
-6
| -24% | -$140K |
|
477
Newmont
NEM
$98.6B
| $265K | 0.01% |
+4,403
| New | +$263K |
|
478
abrdn Physical Gold Shares ETF
SGOL
$6.9B
| $265K | 0.01% |
+16,172
| New | +$279K |
|
479
PUT
Ross Stores
ROST
$80.7B
| $264K | 0.01% |
2,200
-300
| -12% | -$35.6K |
|
480
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
| $264K | 0.01% |
+2,789
| New | +$253K |
|
481
Direxion Daily Technology Bull 3x ETF
TECL
$5.02B
| $264K | 0.01% |
6,393
-10,467
| -62% | -$435K |
|
482
B2Gold
BTG
$5B
| $263K | 0.01% |
61,054
+28,649
| +88% | +$140K |
|
483
PUT
Ford
F
$57.9B
| $263K | 0.01% |
21,500
-45,600
| -68% | -$522K |
|
484
State Street SPDR S&P Retail ETF
XRT
$448M
| $263K | 0.01% |
+2,951
| New | +$239K |
|
485
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.31B
| $262K | 0.01% |
2,660
-1,663
| -38% | -$161K |
|
486
CALL
Deere & Co
DE
$161B
| $262K | 0.01% |
700
-5,600
| -89% | -$1.84M |
|
487
Gen Digital
GEN
$16.3B
| $262K | 0.01% |
+12,313
| New | +$258K |
|
488
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $262K | 0.01% |
3,000
-233,500
| -99% | -$20.3M |
|
489
CALL
Lucid Motors
LCID
$2.95B
| $262K | 0.01% |
+1,130
| New | +$302K |
|
490
CALL
Uber
UBER
$142B
| $262K | 0.01% |
4,800
-24,900
| -84% | -$1.39M |
|
491
PUT
BP
BP
$115B
| $261K | 0.01% |
10,700
-13,400
| -56% | -$323K |
|
492
Equinor
EQNR
$97.2B
| $261K | 0.01% |
+13,434
| New | +$255K |
|
493
Vanguard Russell 2000 ETF
VTWO
$17.3B
| $261K | 0.01% |
+2,924
| New | +$258K |
|
494
Blackrock
BLK
$169B
| $260K | 0.01% |
+345
| New | +$250K |
|
495
ServiceNow
NOW
$113B
| $260K | 0.01% |
+2,595
| New | +$274K |
|
496
Travelers Companies
TRV
$78.8B
| $260K | 0.01% |
+1,729
| New | +$254K |
|
497
PUT
UnitedHealth
UNH
$381B
| $260K | 0.01% |
700
-8,400
| -92% | -$2.91M |
|
498
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
| $260K | 0.01% |
+1,931
| New | +$247K |
|
499
CALL
Dominion Energy
D
$61.2B
| $258K | 0.01% |
3,400
-8,300
| -71% | -$603K |
|
500
First Solar
FSLR
$22.9B
| $258K | 0.01% |
+2,954
| New | +$271K |
|
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RB
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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.