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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
BAC icon
76
CALL
Bank of America
BAC
$439B
$2.29M 0.13%
59,100
-94,100
-61% -$3.25M
BA icon
77
PUT
Boeing
BA
$175B
$2.27M 0.13%
8,900
-3,800
-30% -$845K
COST icon
78
CALL
Costco
COST
$429B
$2.26M 0.12%
6,400
-13,900
-68% -$4.84M
EFA icon
79
iShares MSCI EAFE ETF
EFA
$76.8B
$2.25M 0.12%
+29,666
New +$2.23M
NFLX icon
80
CALL
Netflix
NFLX
$301B
$2.24M 0.12%
43,000
-89,000
-67% -$4.72M
VGSH icon
81
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$2.21M 0.12%
36,008
-17,545
-33% -$1.08M
MINT icon
82
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$2.19M 0.12%
21,539
+10,546
+96% +$1.08M
BAC icon
83
PUT
Bank of America
BAC
$439B
$2.17M 0.12%
56,200
-25,700
-31% -$887K
SAFE
84
PUT
Safehold
SAFE
$1.19B
$2.11M 0.12%
24,345
– –
PARA
85
PUT
DELISTED
Paramount Global Class B
PARA
$2.08M 0.12%
46,100
+17,900
+63% +$1.09M
EWZ icon
86
iShares MSCI Brazil ETF
EWZ
$9.13B
$2.01M 0.11%
59,956
+49,467
+472% +$1.71M
SHYG icon
87
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.61B
$2M 0.11%
43,691
+23,310
+114% +$1.06M
VEU icon
88
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$1.92M 0.11%
31,690
+3,521
+12% +$214K
INTC icon
89
PUT
Intel
INTC
$435B
$1.92M 0.11%
30,000
-85,500
-74% -$5.1M
DIS icon
90
PUT
Walt Disney
DIS
$172B
$1.9M 0.11%
10,300
-36,000
-78% -$6.64M
ABNB icon
91
PUT
Airbnb
ABNB
$90.9B
$1.82M 0.1%
9,700
+1,000
+11% +$185K
CAT icon
92
CALL
Caterpillar
CAT
$387B
$1.74M 0.1%
7,500
-11,100
-60% -$2.3M
KO icon
93
CALL
Coca-Cola
KO
$380B
$1.73M 0.1%
32,800
-19,300
-37% -$971K
IWM icon
94
iShares Russell 2000 ETF
IWM
$80.4B
$1.7M 0.09%
7,697
+5,594
+266% +$1.22M
PYPL icon
95
CALL
PayPal
PYPL
$51.4B
$1.7M 0.09%
7,000
-18,300
-72% -$4.62M
PYPL icon
96
PUT
PayPal
PYPL
$51.4B
$1.7M 0.09%
7,000
-7,200
-51% -$1.82M
IWF icon
97
iShares Russell 1000 Growth ETF
IWF
$119B
$1.68M 0.09%
27,668
-10,420
-27% -$634K
TSLA icon
98
CALL
Tesla
TSLA
$1.21T
$1.67M 0.09%
7,500
-90,900
-92% -$22.8M
VWO icon
99
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$1.6M 0.09%
30,742
-41,294
-57% -$2.2M
ROKU icon
100
PUT
Roku
ROKU
$21.3B
$1.6M 0.09%
4,900
-4,100
-46% -$1.61M
2 3
4
5 6

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.