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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
MANH icon
1376
Manhattan Associates
MANH
$12.1B
– –
-2,231
Closed -$235K
MAR icon
1377
CALL
Marriott International
MAR
$100B
– –
-4,000
Closed -$528K
MAR icon
1378
PUT
Marriott International
MAR
$100B
– –
-4,600
Closed -$607K
MAT icon
1379
Mattel
MAT
$4.47B
– –
-11,984
Closed -$209K
MCHP icon
1380
CALL
Microchip Technology
MCHP
$38.8B
– –
-3,000
Closed -$207K
MCK icon
1381
CALL
McKesson
MCK
$104B
– –
-3,800
Closed -$661K
MCK icon
1382
McKesson
MCK
$104B
– –
-1,409
Closed -$245K
MCK icon
1383
PUT
McKesson
MCK
$104B
– –
-6,300
Closed -$1.1M
MCO icon
1384
PUT
Moody's
MCO
$83.7B
– –
-700
Closed -$203K
MDB icon
1385
CALL
MongoDB
MDB
$25.8B
– –
-900
Closed -$323K
MDB icon
1386
MongoDB
MDB
$25.8B
– –
-934
Closed -$335K
MDIV icon
1387
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
– –
-29,895
Closed -$449K
MDLZ icon
1388
CALL
Mondelez International
MDLZ
$83.4B
– –
-6,100
Closed -$357K
MDLZ icon
1389
PUT
Mondelez International
MDLZ
$83.4B
– –
-13,500
Closed -$789K
MDT icon
1390
CALL
Medtronic
MDT
$112B
– –
-8,400
Closed -$984K
MDT icon
1391
PUT
Medtronic
MDT
$112B
– –
-16,900
Closed -$1.98M
MDY icon
1392
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
– –
-5,100
Closed -$2.14M
MDY icon
1393
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
– –
-1,000
Closed -$420K
MELI icon
1394
CALL
Mercado Libre
MELI
$94.5B
– –
-400
Closed -$670K
MET icon
1395
CALL
MetLife
MET
$62.4B
– –
-10,700
Closed -$502K
MET icon
1396
PUT
MetLife
MET
$62.4B
– –
-4,700
Closed -$221K
MGA icon
1397
CALL
Magna International
MGA
$18.8B
– –
-4,500
Closed -$319K
MGA icon
1398
PUT
Magna International
MGA
$18.8B
– –
-10,900
Closed -$772K
MGF
1399
Aberdeen Government Markets Income Fund
MGF
$90.9M
– –
-10,728
Closed -$49K
MGK icon
1400
Vanguard Mega Cap Growth ETF
MGK
$31.3B
– –
-5,985
Closed -$244K
54 55
56
57 58

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.