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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
GNRC icon
501
Generac Holdings
GNRC
$11.3B
$258K 0.01%
+788
New +$232K
PENN icon
502
PENN Entertainment
PENN
$2.75B
$258K 0.01%
+2,459
New +$272K
WBA
503
CALL
DELISTED
Walgreens Boots Alliance
WBA
$258K 0.01%
4,700
-88,600
-95% -$4.38M
BL icon
504
BlackLine
BL
$1.8B
$257K 0.01%
+2,368
New +$295K
SPXS icon
505
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$344M
$257K 0.01%
820
+502
+158% +$176K
CP icon
506
Canadian Pacific Kansas City
CP
$77.5B
$256K 0.01%
+3,375
New +$243K
CVS icon
507
CVS Health
CVS
$134B
$256K 0.01%
+3,404
New +$248K
FXI icon
508
iShares China Large-Cap ETF
FXI
$4.37B
$256K 0.01%
5,496
-21,420
-80% -$1.06M
KSS icon
509
CALL
Kohl's
KSS
$2.21B
$256K 0.01%
4,300
-25,800
-86% -$1.32M
MGM icon
510
MGM Resorts International
MGM
$11.7B
$256K 0.01%
+6,729
New +$235K
OXY icon
511
Occidental Petroleum
OXY
$55.6B
$256K 0.01%
+9,629
New +$241K
PNC icon
512
PNC Financial Services
PNC
$99.2B
$256K 0.01%
1,460
-6,155
-81% -$1.02M
SCHG icon
513
Schwab US Large-Cap Growth ETF
SCHG
$59.1B
$256K 0.01%
+15,760
New +$256K
TRGP icon
514
Targa Resources
TRGP
$57.6B
$256K 0.01%
+8,057
New +$249K
WEC icon
515
WEC Energy
WEC
$35.9B
$256K 0.01%
2,739
-2,666
-49% -$232K
CIEN icon
516
Ciena
CIEN
$52.7B
$255K 0.01%
+4,653
New +$250K
ISBC
517
DELISTED
Investors Bancorp, Inc.
ISBC
$255K 0.01%
+17,365
New +$224K
M icon
518
PUT
Macy's
M
$6.56B
$254K 0.01%
15,700
-41,400
-73% -$632K
META icon
519
Meta Platforms (Facebook)
META
$1.37T
$254K 0.01%
862
-3,944
-82% -$1.06M
JBHT icon
520
JB Hunt Transport Services
JBHT
$25.3B
$253K 0.01%
+1,507
New +$227K
KBE icon
521
State Street SPDR S&P Bank ETF
KBE
$1.64B
$253K 0.01%
+4,875
New +$238K
SHM icon
522
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$252K 0.01%
+5,092
New +$253K
XLY icon
523
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$252K 0.01%
3,000
-56,400
-95% -$4.69M
DAL icon
524
PUT
Delta Air Lines
DAL
$58.3B
$251K 0.01%
5,200
-15,900
-75% -$703K
EMB icon
525
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$251K 0.01%
+2,303
New +$257K
19 20
21
22 23

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BCM
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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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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.