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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 | |
|---|---|---|---|---|---|---|
626
JD.com
JD
$43.6B
| $209K | 0.01% |
2,479
-4
| -0.2% | -$367 |
|
627
Ambarella
AMBA
$3.25B
| $208K | 0.01% |
+2,067
| New | +$225K |
|
628
First Trust Technology AlphaDEX Fund
FXL
$2.5B
| $208K | 0.01% |
+1,827
| New | +$211K |
|
629
Rackspace Technology
RXT
$1.07B
| $208K | 0.01% |
+8,749
| New | +$188K |
|
|
SPWR
630
DELISTED
SunPower Corporation Common Stock
SPWR
| $208K | 0.01% |
+6,221
| New | +$233K |
|
631
Canadian Imperial Bank of Commerce
CM
$108B
| $207K | 0.01% |
+4,240
| New | +$196K |
|
|
Y
632
DELISTED
Alleghany Corp
Y
| $207K | 0.01% |
331
-188
| -36% | -$116K |
|
633
iShares California Muni Bond ETF
CMF
$4.55B
| $206K | 0.01% |
+3,312
| New | +$207K |
|
634
Amgen
AMGN
$209B
| $205K | 0.01% |
+823
| New | +$196K |
|
635
PUT
Cintas
CTAS
$82.8B
| $205K | 0.01% |
2,400
-6,800
| -74% | -$575K |
|
636
Dollar General
DG
$28.1B
| $205K | 0.01% |
+1,014
| New | +$201K |
|
637
Guardant Health
GH
$20.2B
| $205K | 0.01% |
+1,340
| New | +$203K |
|
638
Truist Financial
TFC
$63.5B
| $204K | 0.01% |
+3,493
| New | +$191K |
|
639
CALL
Twilio
TWLO
$29B
| $204K | 0.01% |
600
-7,400
| -93% | -$2.77M |
|
640
Vanguard Russell 1000 Value ETF
VONV
$20.6B
| $204K | 0.01% |
+3,066
| New | +$195K |
|
641
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $204K | 0.01% |
+2,016
| New | +$194K |
|
642
PUT
Ally Financial
ALLY
$13.2B
| $203K | 0.01% |
+4,500
| New | +$188K |
|
643
Coherent
COHR
$48.7B
| $202K | 0.01% |
+2,950
| New | +$242K |
|
644
CALL
BlackBerry
BB
$4.95B
| $201K | 0.01% |
23,800
-62,300
| -72% | -$699K |
|
|
TBHC
645
DELISTED
The Brand House Collective
TBHC
| $201K | 0.01% |
+7,143
| New | +$178K |
|
646
Procter & Gamble
PG
$335B
| $201K | 0.01% |
1,487
-4,754
| -76% | -$620K |
|
647
ProShares Short 20+ Year Treasury ETF
TBF
$87.3M
| $201K | 0.01% |
11,116
-16,794
| -60% | -$287K |
|
648
Airbnb
ABNB
$90.3B
| $200K | 0.01% |
1,065
-481
| -31% | -$89.1K |
|
649
Baxter International
BAX
$13.8B
| $200K | 0.01% |
2,376
-610
| -20% | -$48.4K |
|
650
PUT
Palantir
PLTR
$293B
| $200K | 0.01% |
+8,600
| New | +$236K |
|
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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.