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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
APD icon
851
CALL
Air Products & Chemicals
APD
$65.5B
– –
-1,500
Closed -$410K
APD icon
852
PUT
Air Products & Chemicals
APD
$65.5B
– –
-1,400
Closed -$383K
APPN icon
853
CALL
Appian
APPN
$2.11B
– –
-1,500
Closed -$243K
APTV icon
854
PUT
Aptiv
APTV
$12.3B
– –
-2,000
Closed -$261K
AQMS icon
855
Aqua Metals
AQMS
$9.78M
– –
-80
Closed -$48K
AR icon
856
Antero Resources
AR
$10.9B
– –
-15,065
Closed -$82K
AR icon
857
PUT
Antero Resources
AR
$10.9B
– –
-16,800
Closed -$92K
ARRY icon
858
Array Technologies
ARRY
$740M
– –
-8,217
Closed -$354K
ARVN icon
859
Arvinas
ARVN
$530M
– –
-2,889
Closed -$245K
ASML icon
860
CALL
ASML
ASML
$596B
– –
-600
Closed -$293K
ASML icon
861
PUT
ASML
ASML
$596B
– –
-2,700
Closed -$1.32M
ASTS icon
862
AST SpaceMobile
ASTS
$15.8B
– –
-12,700
Closed -$172K
FRMM
863
Forum Markets
FRMM
$69.9M
– –
-3
Closed -$34K
ATXS
864
DELISTED
Astria Therapeutics
ATXS
– –
-4,013
Closed -$52K
AVB icon
865
CALL
AvalonBay Communities
AVB
$27.5B
– –
-1,500
Closed -$241K
AVB icon
866
PUT
AvalonBay Communities
AVB
$27.5B
– –
-2,700
Closed -$433K
AVGO icon
867
CALL
Broadcom
AVGO
$1.76T
– –
-31,000
Closed -$1.36M
AXON
868
Axon Enterprise
AXON
$42.8B
– –
-1,937
Closed -$237K
AXP icon
869
CALL
American Express
AXP
$224B
– –
-21,100
Closed -$2.55M
AXP icon
870
American Express
AXP
$224B
– –
-9,333
Closed -$1.13M
AXP icon
871
PUT
American Express
AXP
$224B
– –
-23,600
Closed -$2.85M
FABC
872
Fabric.AI Inc
FABC
$15.7M
– –
-101
Closed -$79K
AZN icon
873
CALL
AstraZeneca
AZN
$269B
– –
-62,350
Closed -$6.23M
AZN icon
874
PUT
AstraZeneca
AZN
$269B
– –
-5,950
Closed -$595K
AZO icon
875
CALL
AutoZone
AZO
$51.3B
– –
-700
Closed -$830K
33 34
35
36 37

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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.