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
KL
1951
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
– –
-4,876
Closed -$201K
RDS.A
1952
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-8,500
Closed -$299K
BSJL
1953
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
– –
-13,599
Closed -$314K
KSU
1954
CALL
DELISTED
Kansas City Southern
KSU
– –
-4,600
Closed -$939K
KSU
1955
PUT
DELISTED
Kansas City Southern
KSU
– –
-1,300
Closed -$265K
CLDR
1956
CALL
DELISTED
Cloudera, Inc.
CLDR
– –
-34,200
Closed -$476K
CLDR
1957
DELISTED
Cloudera, Inc.
CLDR
– –
-17,736
Closed -$247K
PFPT
1958
CALL
DELISTED
Proofpoint, Inc.
PFPT
– –
-1,900
Closed -$259K
QTS
1959
PUT
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-60,000
Closed -$3.71M
ALXN
1960
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-1,599
Closed -$250K
FLIR
1961
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-5,900
Closed -$259K
GWPH
1962
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-2,689
Closed -$310K
GLUU
1963
DELISTED
Glu Mobile Inc.
GLUU
– –
-30,619
Closed -$276K
CLRBZ
1964
DELISTED
Cellectar Biosciences, Inc. Series A Warrants
CLRBZ
– –
-14,221
Closed -$2K
ANH
1965
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-23,528
Closed -$64K
QEP
1966
DELISTED
QEP RESOURCES, INC.
QEP
– –
-15,821
Closed -$38K
BMY.RT
1967
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
– –
-22,447
Closed -$15K
AXAS
1968
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-11,607
Closed -$27K
VISL
1969
DELISTED
Vislink Technologies, Inc. Common Stock
VISL
– –
-685
Closed -$18K
DISH
1970
CALL
DELISTED
DISH Network Corp.
DISH
– –
-23,800
Closed -$770K
DISH
1971
PUT
DELISTED
DISH Network Corp.
DISH
– –
-11,500
Closed -$372K
YELL
1972
DELISTED
Yellow Corporation Common Stock
YELL
– –
-17,664
Closed -$78K
WLL
1973
CALL
DELISTED
Whiting Petroleum Corporation
WLL
– –
-14,800
Closed -$370K
ERUS
1974
DELISTED
iShares MSCI Russia ETF
ERUS
– –
-5,485
Closed -$205K
MTL.PR
1975
DELISTED
Mechel PAO American Depositary Shares (each representing one-half of a Preferred Share)
MTL.PR
– –
-27,006
Closed -$13K
76 77 78
79
80

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.