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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
BIIB icon
901
PUT
Biogen
BIIB
$30.9B
– –
-2,600
Closed -$637K
BILI icon
902
CALL
Bilibili
BILI
$7.75B
– –
-3,100
Closed -$266K
BILL icon
903
BILL Holdings
BILL
$4.72B
– –
-1,823
Closed -$249K
BIV icon
904
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
– –
-3,835
Closed -$356K
BLDP
905
CALL
Ballard Power Systems
BLDP
$754M
– –
-8,600
Closed -$201K
BLK icon
906
CALL
Blackrock
BLK
$167B
– –
-1,400
Closed -$1.01M
BLK icon
907
PUT
Blackrock
BLK
$167B
– –
-1,000
Closed -$722K
BLNK icon
908
CALL
Blink Charging
BLNK
$67.5M
– –
-12,000
Closed -$513K
BLNK icon
909
Blink Charging
BLNK
$67.5M
– –
-8,132
Closed -$348K
BLNK icon
910
PUT
Blink Charging
BLNK
$67.5M
– –
-13,700
Closed -$586K
BLV icon
911
Vanguard Long-Term Bond ETF
BLV
$5.74B
– –
-10,135
Closed -$1.11M
BMO icon
912
PUT
Bank of Montreal
BMO
$123B
– –
-4,400
Closed -$335K
BMRN icon
913
CALL
BioMarin Pharmaceuticals
BMRN
$11.9B
– –
-8,800
Closed -$772K
BMRN icon
914
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
– –
-3,900
Closed -$342K
BMY icon
915
Bristol-Myers Squibb
BMY
$129B
– –
-10,577
Closed -$658K
BMY icon
916
PUT
Bristol-Myers Squibb
BMY
$129B
– –
-27,900
Closed -$1.73M
BNTX icon
917
BioNTech
BNTX
$23.5B
– –
-4,012
Closed -$327K
BOX icon
918
CALL
Box
BOX
$4.49B
– –
-19,800
Closed -$357K
BOX icon
919
PUT
Box
BOX
$4.49B
– –
-13,200
Closed -$238K
BP icon
920
CALL
BP
BP
$112B
– –
-74,600
Closed -$1.53M
BRK.B icon
921
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-13,700
Closed -$3.18M
BRK.B icon
922
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-12,600
Closed -$2.92M
BSX icon
923
CALL
Boston Scientific
BSX
$68.4B
– –
-24,000
Closed -$863K
BSX icon
924
PUT
Boston Scientific
BSX
$68.4B
– –
-8,100
Closed -$291K
SLAI
925
DELISTED
SOLAI Ltd ADS
SLAI
– –
-287
Closed -$181K
35 36
37
38 39

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NOCM
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SLT
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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.