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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 | |
|---|---|---|---|---|---|---|
601
PUT
Gen Digital
GEN
$16.3B
| $217K | 0.01% |
+10,200
| New | +$214K |
|
602
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
| $217K | 0.01% |
+2,129
| New | +$223K |
|
603
Assurant
AIZ
$14B
| $216K | 0.01% |
+1,527
| New | +$206K |
|
|
PPLI
604
PUT
People Inc
PPLI
$3.08B
| $216K | 0.01% |
1,832
-2,382
| -57% | -$296K |
|
605
MACOM Technology Solutions
MTSI
$19B
| $216K | 0.01% |
+3,722
| New | +$231K |
|
606
Petrobras
PBR
$123B
| $216K | 0.01% |
25,445
+13,198
| +108% | +$126K |
|
607
PUT
National Beverage
FIZZ
$3B
| $215K | 0.01% |
+4,400
| New | +$229K |
|
608
Meritage Homes
MTH
$4.61B
| $215K | 0.01% |
+4,678
| New | +$203K |
|
609
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
| $214K | 0.01% |
+1,972
| New | +$216K |
|
610
Keurig Dr Pepper
KDP
$43B
| $214K | 0.01% |
6,224
-5,018
| -45% | -$163K |
|
611
Masco
MAS
$14.2B
| $214K | 0.01% |
+3,573
| New | +$200K |
|
612
CALL
Diageo
DEO
$49.5B
| $213K | 0.01% |
1,300
-200
| -13% | -$32.7K |
|
613
Biogen
BIIB
$30.7B
| $212K | 0.01% |
759
-393
| -34% | -$106K |
|
614
CALL
Duke Energy
DUK
$98.4B
| $212K | 0.01% |
2,200
-9,800
| -82% | -$894K |
|
615
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.11B
| $212K | 0.01% |
+4,129
| New | +$213K |
|
616
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$223M
| $212K | 0.01% |
+12,286
| New | +$219K |
|
617
Invesco S&P 500 Quality ETF
SPHQ
$19.5B
| $212K | 0.01% |
+4,774
| New | +$206K |
|
618
iShares MSCI Switzerland ETF
EWL
$2.21B
| $211K | 0.01% |
+4,768
| New | +$213K |
|
619
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$742M
| $211K | 0.01% |
+4,948
| New | +$219K |
|
620
Vanguard Health Care ETF
VHT
$18.3B
| $211K | 0.01% |
+921
| New | +$211K |
|
|
GRMN
621
Garmin
GRMN
$57.4B
| $210K | 0.01% |
1,596
-2,421
| -60% | -$301K |
|
622
Marriott International
MAR
$99B
| $210K | 0.01% |
+1,417
| New | +$193K |
|
623
PUT
US Bancorp
USB
$98B
| $210K | 0.01% |
3,800
-29,800
| -89% | -$1.49M |
|
624
Walt Disney
DIS
$167B
| $209K | 0.01% |
1,134
-190
| -14% | -$35K |
|
625
PUT
GameStop
GME
$9.82B
| $209K | 0.01% |
4,400
-114,000
| -96% | -$3.37M |
|
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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.