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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
MSFT icon
26
CALL
Microsoft
MSFT
$2.92T
$6.55M 0.36%
27,800
-77,100
-73% -$17.9M
META icon
27
CALL
Meta Platforms (Facebook)
META
$1.51T
$6.27M 0.35%
21,300
-33,600
-61% -$9.05M
SO icon
28
CALL
Southern Company
SO
$109B
$6.18M 0.34%
99,500
-7,000
-7% -$419K
IEFA icon
29
iShares Core MSCI EAFE ETF
IEFA
$187B
$6M 0.33%
83,306
+76,588
+1,140% +$5.47M
QQQ icon
30
Invesco QQQ Trust
QQQ
$445B
$5.87M 0.33%
18,400
+6,736
+58% +$2.15M
CCL icon
31
PUT
Carnival Corporation Ltd
CCL
$38.7B
$5.76M 0.32%
217,100
-11,600
-5% -$274K
D icon
32
PUT
Dominion Energy
D
$62.1B
$5.7M 0.32%
75,000
-5,700
-7% -$414K
DIA icon
33
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$5.68M 0.31%
17,200
-136,700
-89% -$43.1M
CSIQ icon
34
PUT
Canadian Solar
CSIQ
$927M
$5.48M 0.3%
110,400
-4,600
-4% -$238K
AAPL icon
35
Apple
AAPL
$4.99T
$5.44M 0.3%
44,503
+40,598
+1,040% +$5.21M
GOOG icon
36
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$5.38M 0.3%
52,000
-192,000
-79% -$19M
HD icon
37
CALL
Home Depot
HD
$343B
$5.28M 0.29%
17,300
– –
BYND icon
38
PUT
Beyond Meat
BYND
$279M
$5.22M 0.29%
+40,100
New +$5.9M
KKR icon
39
KKR & Co
KKR
$92.2B
$4.76M 0.26%
97,467
+53,285
+121% +$2.38M
AESC
40
DELISTED
The AES Corporation
AESC
$4.75M 0.26%
+46,000
New +$4.69M
HD icon
41
PUT
Home Depot
HD
$343B
$4.58M 0.25%
15,000
-2,300
-13% -$634K
GOOGL icon
42
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$4.54M 0.25%
44,000
-280,000
-86% -$27.6M
AEO icon
43
PUT
American Eagle Outfitters
AEO
$3.04B
$4.39M 0.24%
150,300
-5,900
-4% -$151K
META icon
44
PUT
Meta Platforms (Facebook)
META
$1.51T
$4.36M 0.24%
14,800
-36,500
-71% -$9.83M
GOOG icon
45
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$4.14M 0.23%
40,000
-272,000
-87% -$27M
GOOGL icon
46
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$3.92M 0.22%
38,000
-146,000
-79% -$14.4M
WMT icon
47
CALL
Walmart Inc
WMT
$900B
$3.72M 0.21%
82,200
-109,500
-57% -$5.07M
IJH icon
48
iShares Core S&P Mid-Cap ETF
IJH
$123B
$3.53M 0.2%
67,885
+51,805
+322% +$2.59M
MSFT icon
49
Microsoft
MSFT
$2.92T
$3.52M 0.19%
+14,913
New +$3.46M
NCLH icon
50
PUT
Norwegian Cruise Line
NCLH
$9.74B
$3.5M 0.19%
126,900
-1,500
-1% -$39.9K
1
2
3 4 5

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OAM
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NOCM
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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.