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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
EEM icon
151
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.03M 0.06%
+19,368
New +$1.06M
CVX icon
152
CALL
Chevron
CVX
$374B
$1.02M 0.06%
9,700
-42,200
-81% -$4.12M
WFC icon
153
PUT
Wells Fargo
WFC
$263B
$1.02M 0.06%
26,000
-69,800
-73% -$2.47M
TWTR
154
CALL
DELISTED
Twitter, Inc.
TWTR
$999K 0.06%
15,700
-40,500
-72% -$2.48M
SCHF icon
155
Schwab International Equity ETF
SCHF
$65.5B
$985K 0.05%
52,360
+13,120
+33% +$245K
AMD icon
156
Advanced Micro Devices
AMD
$741B
$980K 0.05%
+12,479
New +$1.07M
VZ icon
157
CALL
Verizon
VZ
$201B
$965K 0.05%
16,600
-85,500
-84% -$4.82M
WMT icon
158
Walmart Inc
WMT
$900B
$962K 0.05%
21,258
+3,915
+23% +$181K
SPDW icon
159
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.6B
$958K 0.05%
27,101
+12,512
+86% +$439K
EZU icon
160
iShare MSCI Eurozone ETF
EZU
$9.44B
$957K 0.05%
+20,604
New +$935K
T icon
161
PUT
AT&T
T
$169B
$957K 0.05%
41,838
-84,472
-67% -$1.87M
DKS icon
162
PUT
Dick's Sporting Goods
DKS
$18.9B
$952K 0.05%
12,500
-229,300
-95% -$16.5M
SCHO icon
163
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$951K 0.05%
37,066
-21,864
-37% -$561K
IDXX icon
164
Idexx Laboratories
IDXX
$44.9B
$946K 0.05%
+1,933
New +$968K
MS icon
165
PUT
Morgan Stanley
MS
$333B
$940K 0.05%
12,100
-54,000
-82% -$4.14M
XLF icon
166
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$930K 0.05%
27,300
-313,900
-92% -$10.1M
ACWX icon
167
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$917K 0.05%
+16,614
New +$918K
CWB icon
168
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.52B
$917K 0.05%
+11,007
New +$952K
TBT icon
169
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$289M
$914K 0.05%
42,031
+1,488
+4% +$28.8K
NEAR icon
170
iShares Short Maturity Bond ETF
NEAR
$4.82B
$912K 0.05%
+18,161
New +$912K
XLRE icon
171
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
$910K 0.05%
+23,039
New +$866K
AMAT icon
172
Applied Materials
AMAT
$378B
$909K 0.05%
6,807
+2,957
+77% +$326K
BAC icon
173
Bank of America
BAC
$439B
$904K 0.05%
23,356
-24,084
-51% -$831K
LMT icon
174
Lockheed Martin
LMT
$134B
$897K 0.05%
2,427
+1,216
+100% +$417K
SHOP icon
175
Shopify
SHOP
$169B
$895K 0.05%
+8,090
New +$977K
5 6
7
8 9

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BCM
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OAM
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NOCM
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SLT
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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.