We are live on ! Find out more
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
BCIC
1551
BCP Investment Corp
BCIC
$87.8M
– –
-1,223
Closed -$23K
PTON icon
1552
CALL
Peloton Interactive
PTON
$2.86B
– –
-2,800
Closed -$425K
PTON icon
1553
PUT
Peloton Interactive
PTON
$2.86B
– –
-2,200
Closed -$334K
PXF icon
1554
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.82B
– –
-8,435
Closed -$358K
QDEL icon
1555
QuidelOrtho
QDEL
$1.14B
– –
-1,836
Closed -$330K
QID icon
1556
ProShares UltraShort QQQ
QID
$301M
– –
-11,970
Closed -$1.7M
QID icon
1557
PUT
ProShares UltraShort QQQ
QID
$301M
– –
-500
Closed -$71K
QLD icon
1558
CALL
ProShares Ultra QQQ
QLD
$11.9B
– –
-8,400
Closed -$242K
QRVO icon
1559
CALL
Qorvo
QRVO
$8.04B
– –
-2,500
Closed -$416K
QRVO icon
1560
PUT
Qorvo
QRVO
$8.04B
– –
-2,400
Closed -$399K
QS icon
1561
PUT
QuantumScape Corp
QS
$3.1B
– –
-10,100
Closed -$853K
RACE icon
1562
CALL
Ferrari
RACE
$68B
– –
-2,500
Closed -$574K
RDFN
1563
CALL
DELISTED
Redfin
RDFN
– –
-5,500
Closed -$377K
RDFN
1564
PUT
DELISTED
Redfin
RDFN
– –
-4,700
Closed -$323K
REAL icon
1565
CALL
The RealReal
REAL
$1.44B
– –
-21,000
Closed -$410K
REGN icon
1566
CALL
Regeneron Pharmaceuticals
REGN
$73.1B
– –
-5,200
Closed -$2.51M
REGN icon
1567
PUT
Regeneron Pharmaceuticals
REGN
$73.1B
– –
-2,200
Closed -$1.06M
RF icon
1568
CALL
Regions Financial
RF
$26.5B
– –
-29,500
Closed -$476K
RGLD icon
1569
CALL
Royal Gold
RGLD
$16.3B
– –
-2,400
Closed -$255K
RGLD icon
1570
Royal Gold
RGLD
$16.3B
– –
-2,672
Closed -$284K
RH icon
1571
CALL
RH
RH
$3.31B
– –
-1,200
Closed -$537K
RH icon
1572
PUT
RH
RH
$3.31B
– –
-1,100
Closed -$492K
RHI icon
1573
Robert Half
RHI
$4.18B
– –
-3,560
Closed -$222K
RIG icon
1574
CALL
Transocean
RIG
$5.42B
– –
-112,700
Closed -$260K
RIG icon
1575
Transocean
RIG
$5.42B
– –
-33,593
Closed -$78K
61 62
63
64 65

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.