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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
BTU icon
926
Peabody Energy
BTU
$2.54B
– –
-19,101
Closed -$46K
BUD icon
927
CALL
AB InBev
BUD
$164B
– –
-4,900
Closed -$343K
BUD icon
928
PUT
AB InBev
BUD
$164B
– –
-3,000
Closed -$210K
BX icon
929
CALL
Blackstone
BX
$104B
– –
-3,900
Closed -$253K
BXP icon
930
CALL
Boston Properties
BXP
$11.6B
– –
-3,300
Closed -$312K
BXP icon
931
PUT
Boston Properties
BXP
$11.6B
– –
-6,600
Closed -$624K
BYND icon
932
CALL
Beyond Meat
BYND
$274M
– –
-3,900
Closed -$488K
BYND icon
933
Beyond Meat
BYND
$274M
– –
-1,859
Closed -$273K
BZQ icon
934
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.49M
– –
-658
Closed -$91K
CAG icon
935
CALL
Conagra Brands
CAG
$7.42B
– –
-7,300
Closed -$265K
CARR icon
936
Carrier Global
CARR
$49.4B
– –
-12,266
Closed -$463K
CB icon
937
CALL
Chubb
CB
$140B
– –
-1,700
Closed -$262K
CBRL icon
938
Cracker Barrel
CBRL
$1.26B
– –
-2,296
Closed -$303K
CCI icon
939
Crown Castle
CCI
$34.6B
– –
-1,555
Closed -$249K
CCI icon
940
PUT
Crown Castle
CCI
$34.6B
– –
-2,500
Closed -$398K
CCJ icon
941
CALL
Cameco
CCJ
$36.8B
– –
-36,500
Closed -$489K
CCJ icon
942
PUT
Cameco
CCJ
$36.8B
– –
-13,400
Closed -$180K
CDE icon
943
CALL
Coeur Mining
CDE
$15.1B
– –
-13,200
Closed -$137K
CDNS icon
944
CALL
Cadence Design Systems
CDNS
$91.6B
– –
-1,500
Closed -$205K
CE icon
945
Celanese
CE
$4.82B
– –
-2,965
Closed -$385K
CE icon
946
PUT
Celanese
CE
$4.82B
– –
-1,700
Closed -$221K
CENN icon
947
Cenntro
CENN
$8.58M
– –
-6
Closed -$10K
CF icon
948
CALL
CF Industries
CF
$19.6B
– –
-5,400
Closed -$209K
CGNX icon
949
Cognex
CGNX
$9.62B
– –
-5,044
Closed -$405K
CHD icon
950
Church & Dwight Co
CHD
$23.7B
– –
-3,225
Closed -$281K
36 37
38
39 40

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AWP
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BCM
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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
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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.