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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
ALL icon
276
Allstate
ALL
$68B
$512K 0.03%
+4,460
New +$491K
ORCL icon
277
CALL
Oracle
ORCL
$374B
$512K 0.03%
7,300
-38,400
-84% -$2.49M
FDX icon
278
PUT
FedEx
FDX
$72.7B
$511K 0.03%
1,800
-11,600
-87% -$2.99M
HUBS icon
279
HubSpot
HUBS
$12.2B
$507K 0.03%
1,116
-704
-39% -$309K
DB icon
280
Deutsche Bank
DB
$69B
$506K 0.03%
+42,129
New +$492K
WFC icon
281
Wells Fargo
WFC
$261B
$504K 0.03%
12,911
-10,678
-45% -$378K
UBER icon
282
PUT
Uber
UBER
$143B
$501K 0.03%
9,200
-17,000
-65% -$949K
IEF icon
283
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$500K 0.03%
4,426
+1,588
+56% +$185K
MO icon
284
CALL
Altria Group
MO
$114B
$496K 0.03%
9,700
-55,600
-85% -$2.49M
TGT icon
285
PUT
Target
TGT
$65.6B
$495K 0.03%
2,500
-6,800
-73% -$1.27M
SPYM
286
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$494K 0.03%
10,588
-20,783
-66% -$942K
UPS icon
287
CALL
United Parcel Service
UPS
$88.6B
$493K 0.03%
2,900
-15,800
-84% -$2.56M
LLY icon
288
Eli Lilly
LLY
$1.02T
$486K 0.03%
2,602
+1,313
+102% +$257K
SPG icon
289
Simon Property Group
SPG
$74.4B
$486K 0.03%
4,271
-1,451
-25% -$151K
FCX icon
290
Freeport-McMoran
FCX
$90B
$483K 0.03%
14,658
+5,162
+54% +$167K
X
291
CALL
DELISTED
US Steel
X
$482K 0.03%
18,400
-40,100
-69% -$792K
ZM icon
292
PUT
Zoom
ZM
$28.2B
$482K 0.03%
1,500
-1,000
-40% -$368K
UPS icon
293
United Parcel Service
UPS
$88.6B
$478K 0.03%
+2,814
New +$455K
KR icon
294
Kroger
KR
$35.4B
$472K 0.03%
13,103
+6,618
+102% +$226K
XLNX
295
DELISTED
Xilinx Inc
XLNX
$472K 0.03%
+3,810
New +$508K
EWQ icon
296
iShares MSCI France ETF
EWQ
$335M
$469K 0.03%
13,468
-8,832
-40% -$302K
QUAL icon
297
iShares MSCI USA Quality Factor ETF
QUAL
$46.4B
$466K 0.03%
3,826
+1,971
+106% +$233K
COO icon
298
CALL
Cooper Companies
COO
$14.1B
$461K 0.03%
4,800
-5,600
-54% -$531K
NEE icon
299
PUT
NextEra Energy
NEE
$181B
$461K 0.03%
6,100
-13,300
-69% -$1.04M
Z icon
300
Zillow
Z
$7.79B
$459K 0.03%
+3,542
New +$526K
10 11
12
13 14

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.