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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 | |
|---|---|---|---|---|---|---|
526
PUT
Constellation Brands
STZ
$22.3B
| $251K | 0.01% |
1,100
-3,600
| -77% | -$811K |
|
527
Verisk Analytics
VRSK
$26.1B
| $251K | 0.01% |
+1,422
| New | +$260K |
|
528
ARK Innovation ETF
ARKK
$5.77B
| $250K | 0.01% |
+2,082
| New | +$282K |
|
529
Capital One
COF
$129B
| $250K | 0.01% |
1,968
-2,492
| -56% | -$294K |
|
530
Raymond James Financial
RJF
$33.6B
| $250K | 0.01% |
3,056
-2,352
| -43% | -$175K |
|
531
CALL
Simon Property Group
SPG
$74.7B
| $250K | 0.01% |
2,200
-10,600
| -83% | -$1.11M |
|
532
BP
BP
$114B
| $249K | 0.01% |
+10,246
| New | +$247K |
|
533
iShares US Healthcare Providers ETF
IHF
$1.21B
| $249K | 0.01% |
+4,950
| New | +$242K |
|
534
State Street
STT
$50.2B
| $249K | 0.01% |
+2,961
| New | +$229K |
|
|
PARAA
535
DELISTED
Paramount Global Class A
PARAA
| $248K | 0.01% |
+5,268
| New | +$323K |
|
536
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
| $248K | 0.01% |
+4,639
| New | +$250K |
|
537
CALL
Delta Air Lines
DAL
$58.3B
| $246K | 0.01% |
5,100
-41,500
| -89% | -$1.84M |
|
538
Agilent Technologies
A
$39.2B
| $245K | 0.01% |
1,930
-2,804
| -59% | -$347K |
|
539
Invesco KBW Bank ETF
KBWB
$6.83B
| $245K | 0.01% |
+3,964
| New | +$228K |
|
540
Invesco S&P 500 Equal Weight ETF
RSP
$97.2B
| $245K | 0.01% |
1,730
-1,892
| -52% | -$255K |
|
541
Cadence Design Systems
CDNS
$91.7B
| $244K | 0.01% |
+1,778
| New | +$239K |
|
542
iShares CMBS ETF
CMBS
$473M
| $244K | 0.01% |
+4,527
| New | +$247K |
|
543
Electronic Arts
EA
$52.9B
| $244K | 0.01% |
+1,806
| New | +$250K |
|
544
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
| $244K | 0.01% |
+4,743
| New | +$244K |
|
545
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
| $244K | 0.01% |
2,867
-6,637
| -70% | -$521K |
|
546
PUT
L3Harris
LHX
$50.7B
| $243K | 0.01% |
1,200
-300
| -20% | -$56.3K |
|
547
Snap
SNAP
$7.89B
| $243K | 0.01% |
+4,642
| New | +$267K |
|
548
Citigroup
C
$222B
| $242K | 0.01% |
3,321
-4,024
| -55% | -$269K |
|
|
KSU
549
DELISTED
Kansas City Southern
KSU
| $242K | 0.01% |
+918
| New | +$200K |
|
550
AB InBev
BUD
$166B
| $241K | 0.01% |
+3,839
| New | +$248K |
|
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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.