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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
NKE icon
251
Nike
NKE
$63.9B
$566K 0.03%
+4,260
New +$592K
MS icon
252
Morgan Stanley
MS
$333B
$564K 0.03%
7,263
-13,500
-65% -$1.03M
EWG icon
253
iShares MSCI Germany ETF
EWG
$1.56B
$559K 0.03%
16,731
+8,623
+106% +$281K
SPTS icon
254
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$550K 0.03%
+17,934
New +$550K
CVS icon
255
PUT
CVS Health
CVS
$140B
$549K 0.03%
7,300
-17,700
-71% -$1.29M
KO icon
256
Coca-Cola
KO
$380B
$549K 0.03%
+10,420
New +$524K
FCX icon
257
PUT
Freeport-McMoran
FCX
$88.6B
$547K 0.03%
16,600
-29,500
-64% -$957K
ZM icon
258
CALL
Zoom
ZM
$26.8B
$546K 0.03%
1,700
-2,400
-59% -$883K
AAL icon
259
CALL
American Airlines Group
AAL
$10.2B
$545K 0.03%
22,800
-96,200
-81% -$1.86M
IBN icon
260
ICICI Bank
IBN
$109B
$543K 0.03%
+33,862
New +$553K
ATVI
261
CALL
DELISTED
Activision Blizzard
ATVI
$539K 0.03%
5,800
-5,100
-47% -$479K
ICLN icon
262
iShares Global Clean Energy ETF
ICLN
$2.27B
$536K 0.03%
+22,062
New +$617K
SCO icon
263
ProShares UltraShort Bloomberg Crude Oil
SCO
$731M
$534K 0.03%
+934
New +$621K
IBM icon
264
CALL
IBM
IBM
$214B
$533K 0.03%
4,184
-21,129
-83% -$2.53M
SNAP icon
265
PUT
Snap
SNAP
$8.02B
$533K 0.03%
10,200
-31,500
-76% -$1.81M
M icon
266
CALL
Macy's
M
$6.62B
$531K 0.03%
32,800
-55,900
-63% -$854K
IJJ icon
267
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.93B
$529K 0.03%
+5,185
New +$495K
SOXX icon
268
iShares Semiconductor ETF
SOXX
$40.6B
$527K 0.03%
+3,726
New +$510K
IAGG icon
269
iShares Core International Aggregate Bond Fund
IAGG
$10.9B
$524K 0.03%
+9,552
New +$529K
XLF icon
270
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$524K 0.03%
15,400
-386,900
-96% -$12.4M
ALLY icon
271
Ally Financial
ALLY
$13.4B
$521K 0.03%
11,514
+2,907
+34% +$122K
PTON icon
272
Peloton Interactive
PTON
$2.84B
$521K 0.03%
+4,637
New +$615K
LYG icon
273
Lloyds Banking Group
LYG
$87.2B
$517K 0.03%
+222,686
New +$463K
REGN icon
274
Regeneron Pharmaceuticals
REGN
$72.9B
$517K 0.03%
1,093
-441
-29% -$215K
VZ icon
275
Verizon
VZ
$201B
$514K 0.03%
8,840
-4,980
-36% -$281K
9 10
11
12 13

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.