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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
CMG icon
976
PUT
Chipotle Mexican Grill
CMG
$43.9B
– –
-270,000
Closed -$7.49M
CMI icon
977
CALL
Cummins
CMI
$83.6B
– –
-4,700
Closed -$1.07M
CMI icon
978
PUT
Cummins
CMI
$83.6B
– –
-1,300
Closed -$295K
CNDT icon
979
Conduent
CNDT
$253M
– –
-10,024
Closed -$48K
CNET icon
980
ZW Data Action Technologies
CNET
$5.65M
– –
-544
Closed -$15K
COF icon
981
CALL
Capital One
COF
$128B
– –
-4,900
Closed -$484K
COF icon
982
PUT
Capital One
COF
$128B
– –
-8,900
Closed -$880K
COHR icon
983
CALL
Coherent
COHR
$43.4B
– –
-34,100
Closed -$2.59M
COP icon
984
CALL
ConocoPhillips
COP
$144B
– –
-25,400
Closed -$1.02M
COP icon
985
PUT
ConocoPhillips
COP
$144B
– –
-19,800
Closed -$792K
COR icon
986
CALL
Cencora
COR
$62B
– –
-4,000
Closed -$391K
COR icon
987
Cencora
COR
$62B
– –
-3,302
Closed -$323K
COR icon
988
PUT
Cencora
COR
$62B
– –
-7,300
Closed -$714K
COTY icon
989
CALL
Coty
COTY
$2.4B
– –
-64,100
Closed -$450K
COTY icon
990
PUT
Coty
COTY
$2.4B
– –
-35,800
Closed -$251K
CP icon
991
CALL
Canadian Pacific Kansas City
CP
$81B
– –
-5,500
Closed -$381K
CP icon
992
PUT
Canadian Pacific Kansas City
CP
$81B
– –
-3,500
Closed -$243K
CPB icon
993
CALL
Campbell Soup
CPB
$6.85B
– –
-5,900
Closed -$285K
CPHI icon
994
China Pharma Holdings
CPHI
$48.6M
– –
-69
Closed -$15K
CPRI icon
995
CALL
Capri Holdings
CPRI
$1.82B
– –
-15,000
Closed -$630K
CPRI icon
996
PUT
Capri Holdings
CPRI
$1.82B
– –
-16,300
Closed -$685K
CREX icon
997
Creative Realities
CREX
$39.9M
– –
-4,442
Closed -$17K
CRNC icon
998
Cerence
CRNC
$359M
– –
-3,380
Closed -$340K
CRON
999
CALL
Cronos Group
CRON
$1.07B
– –
-13,700
Closed -$95K
CRWD icon
1000
CALL
CrowdStrike
CRWD
$183B
– –
-12,400
Closed -$657K
38 39
40
41 42

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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.