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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
ALGN icon
826
PUT
Align Technology
ALGN
$12.9B
– –
-800
Closed -$428K
ALK icon
827
Alaska Air
ALK
$5.11B
– –
-4,368
Closed -$227K
ALL icon
828
PUT
Allstate
ALL
$70.6B
– –
-2,700
Closed -$297K
ALLY icon
829
CALL
Ally Financial
ALLY
$13.1B
– –
-6,400
Closed -$228K
ALNY icon
830
CALL
Alnylam Pharmaceuticals
ALNY
$38.3B
– –
-2,100
Closed -$273K
ALTO icon
831
CALL
Alto Ingredients
ALTO
$338M
– –
-16,500
Closed -$90K
AMAT icon
832
CALL
Applied Materials
AMAT
$347B
– –
-17,500
Closed -$1.51M
AMAT icon
833
PUT
Applied Materials
AMAT
$347B
– –
-14,900
Closed -$1.29M
AMBA icon
834
CALL
Ambarella
AMBA
$3.04B
– –
-8,900
Closed -$817K
AMBA icon
835
PUT
Ambarella
AMBA
$3.04B
– –
-3,600
Closed -$331K
AME icon
836
CALL
Ametek
AME
$53.9B
– –
-2,000
Closed -$242K
AMGN icon
837
CALL
Amgen
AMGN
$209B
– –
-9,300
Closed -$2.14M
AMGN icon
838
PUT
Amgen
AMGN
$209B
– –
-9,900
Closed -$2.28M
AMH icon
839
American Homes 4 Rent
AMH
$12.1B
– –
-10,832
Closed -$325K
AMG icon
840
Affiliated Managers Group
AMG
$9.51B
– –
-2,697
Closed -$274K
AMP icon
841
Ameriprise Financial
AMP
$47.8B
– –
-1,276
Closed -$248K
AMRN
842
CALL
Amarin Corp
AMRN
$297M
– –
-1,955
Closed -$191K
AMT icon
843
CALL
American Tower
AMT
$83.5B
– –
-6,400
Closed -$1.44M
AMT icon
844
PUT
American Tower
AMT
$83.5B
– –
-4,200
Closed -$943K
AMX icon
845
CALL
America Movil
AMX
$74.6B
– –
-25,800
Closed -$375K
AN icon
846
CALL
AutoNation
AN
$7.7B
– –
-4,800
Closed -$335K
ANET icon
847
CALL
Arista Networks
ANET
$199B
– –
-11,200
Closed -$203K
APA icon
848
CALL
APA Corp
APA
$13B
– –
-21,300
Closed -$302K
APA icon
849
PUT
APA Corp
APA
$13B
– –
-14,700
Closed -$209K
APAM icon
850
Artisan Partners
APAM
$2.86B
– –
-4,359
Closed -$219K
32 33
34
35 36

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AWP
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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.