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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
VNQ icon
176
Vanguard Real Estate ETF
VNQ
$40B
$884K 0.05%
9,627
-6,246
-39% -$549K
MSTR icon
177
PUT
Strategy Inc
MSTR
$35.1B
$882K 0.05%
+13,000
New +$918K
GSY icon
178
Invesco Ultra Short Duration ETF
GSY
$3.86B
$866K 0.05%
17,149
+10,550
+160% +$533K
ITUB icon
179
Itaú Unibanco
ITUB
$91.6B
$852K 0.05%
236,070
+152,647
+183% +$576K
C icon
180
PUT
Citigroup
C
$222B
$851K 0.05%
11,700
-91,100
-89% -$6.08M
OIH icon
181
VanEck Oil Services ETF
OIH
$1.99B
$822K 0.05%
4,303
+2,469
+135% +$465K
MXIM
182
DELISTED
Maxim Integrated Products
MXIM
$822K 0.05%
8,994
+5,111
+132% +$469K
CVX icon
183
PUT
Chevron
CVX
$374B
$817K 0.05%
7,800
-10,100
-56% -$986K
SHV icon
184
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$816K 0.05%
+7,382
New +$816K
CRM icon
185
CALL
Salesforce
CRM
$149B
$805K 0.04%
3,800
-18,200
-83% -$4.05M
MCD icon
186
McDonald's
MCD
$194B
$797K 0.04%
3,554
+1,494
+73% +$320K
SVXY icon
187
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
$791K 0.04%
33,592
+12,296
+58% +$257K
MDY icon
188
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$790K 0.04%
1,659
-2,126
-56% -$969K
BND icon
189
Vanguard Total Bond Market
BND
$158B
$785K 0.04%
9,270
-12,139
-57% -$1.05M
IWD icon
190
iShares Russell 1000 Value ETF
IWD
$82.2B
$775K 0.04%
+5,115
New +$740K
GE icon
191
CALL
GE Aerospace
GE
$377B
$773K 0.04%
11,817
-42,315
-78% -$2.56M
XLY icon
192
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$773K 0.04%
+9,194
New +$765K
QCOM icon
193
PUT
Qualcomm
QCOM
$172B
$769K 0.04%
5,800
-8,800
-60% -$1.27M
EFAV icon
194
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.32B
$768K 0.04%
10,528
+5,153
+96% +$378K
TWTR
195
PUT
DELISTED
Twitter, Inc.
TWTR
$764K 0.04%
12,000
-22,700
-65% -$1.39M
ADBE icon
196
Adobe
ADBE
$99B
$761K 0.04%
1,600
-22
-1% -$10.3K
PSQ icon
197
ProShares Short QQQ
PSQ
$840M
$758K 0.04%
10,892
-10,839
-50% -$760K
NKE icon
198
PUT
Nike
NKE
$63.9B
$757K 0.04%
5,700
-9,800
-63% -$1.36M
CSCO icon
199
PUT
Cisco
CSCO
$456B
$755K 0.04%
14,600
-43,000
-75% -$2.02M
CSCO icon
200
Cisco
CSCO
$456B
$754K 0.04%
14,586
-15,487
-51% -$727K
6 7
8
9 10

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OAM
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NOCM
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QIM
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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.