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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 | |
|---|---|---|---|---|---|---|
876
PUT
AutoZone
AZO
$51.3B
| – | – |
-200
| Closed | -$237K |
|
877
Boeing
BA
$169B
| – | – |
-942
| Closed | -$209K |
|
878
PUT
Ball Corp
BALL
$17.5B
| – | – |
-4,100
| Closed | -$382K |
|
879
CALL
Baxter International
BAX
$12.8B
| – | – |
-5,000
| Closed | -$401K |
|
880
BlackBerry
BB
$4.58B
| – | – |
-14,667
| Closed | -$165K |
|
|
881
PUT
BlackBerry
BB
$4.58B
| – | – |
-25,800
| Closed | -$171K |
|
882
CALL
Banco Bradesco
BBD
$37.4B
| – | – |
-12,100
| Closed | -$53K |
|
883
JPMorgan BetaBuilders Europe ETF
BBEU
$9.17B
| – | – |
-10,737
| Closed | -$561K |
|
884
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
| – | – |
-34,044
| Closed | -$168K |
|
885
CALL
Best Buy
BBY
$19B
| – | – |
-19,300
| Closed | -$1.93M |
|
|
886
Best Buy
BBY
$19B
| – | – |
-2,268
| Closed | -$226K |
|
|
887
PUT
Best Buy
BBY
$19B
| – | – |
-12,500
| Closed | -$1.25M |
|
888
BioCryst Pharmaceuticals
BCRX
$2.42B
| – | – |
-10,194
| Closed | -$76K |
|
889
Barclays
BCS
$87.8B
| – | – |
-11,350
| Closed | -$91K |
|
|
890
PUT
Barclays
BCS
$87.8B
| – | – |
-10,400
| Closed | -$83K |
|
|
891
CALL
Becton Dickinson
BDX
$46.4B
| – | – |
-2,050
| Closed | -$500K |
|
|
892
PUT
Becton Dickinson
BDX
$46.4B
| – | – |
-1,845
| Closed | -$450K |
|
893
KE Holdings
BEKE
$18.4B
| – | – |
-5,254
| Closed | -$323K |
|
894
Bunge Global
BG
$20.9B
| – | – |
-3,503
| Closed | -$230K |
|
|
895
PUT
Bunge Global
BG
$20.9B
| – | – |
-3,400
| Closed | -$223K |
|
896
CALL
Bausch Health
BHC
$1.75B
| – | – |
-24,000
| Closed | -$499K |
|
897
CALL
BHP
BHP
$211B
| – | – |
-11,658
| Closed | -$680K |
|
898
CALL
Baidu
BIDU
$35.7B
| – | – |
-35,700
| Closed | -$7.72M |
|
|
899
PUT
Baidu
BIDU
$35.7B
| – | – |
-33,800
| Closed | -$7.31M |
|
900
CALL
Biogen
BIIB
$30.9B
| – | – |
-6,000
| Closed | -$1.47M |
|
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AWP
BCM
OAM
NOCM
TIM
QIM
SLT
RB
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.