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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
CRWD icon
1001
PUT
CrowdStrike
CRWD
$183B
– –
-5,200
Closed -$275K
CSIQ icon
1002
CALL
Canadian Solar
CSIQ
$932M
– –
-12,100
Closed -$620K
CTAS icon
1003
CALL
Cintas
CTAS
$86.6B
– –
-5,600
Closed -$495K
CSX icon
1004
CALL
CSX Corp
CSX
$94B
– –
-65,700
Closed -$1.99M
CTRA
1005
CALL
DELISTED
Coterra Energy
CTRA
– –
-12,100
Closed -$197K
CTRM icon
1006
Castor Maritime
CTRM
$18.3M
– –
-282
Closed -$5K
CTSH icon
1007
CALL
Cognizant
CTSH
$25.2B
– –
-6,600
Closed -$541K
CTVA icon
1008
Corteva
CTVA
$60.5B
– –
-7,868
Closed -$305K
CTXR icon
1009
Citius Pharmaceuticals
CTXR
$15.6M
– –
-822
Closed -$21K
CVE icon
1010
Cenovus Energy
CVE
$54.2B
– –
-25,199
Closed -$152K
CVE icon
1011
PUT
Cenovus Energy
CVE
$54.2B
– –
-10,000
Closed -$60K
CYBR
1012
CALL
DELISTED
CyberArk
CYBR
– –
-4,100
Closed -$663K
CYBR
1013
DELISTED
CyberArk
CYBR
– –
-2,610
Closed -$422K
CYBR
1014
PUT
DELISTED
CyberArk
CYBR
– –
-2,700
Closed -$436K
DASH icon
1015
CALL
DoorDash
DASH
$84.3B
– –
-3,300
Closed -$471K
DASH icon
1016
PUT
DoorDash
DASH
$84.3B
– –
-2,000
Closed -$286K
DB icon
1017
CALL
Deutsche Bank
DB
$66.6B
– –
-13,500
Closed -$147K
DBI icon
1018
CALL
Designer Brands
DBI
$315M
– –
-10,700
Closed -$82K
DBO icon
1019
Invesco DB Oil Fund
DBO
$401M
– –
-19,622
Closed -$165K
DBRG icon
1020
DigitalBridge
DBRG
$2.92B
– –
-4,006
Closed -$77K
DBX icon
1021
CALL
Dropbox
DBX
$7.78B
– –
-28,400
Closed -$630K
DBX icon
1022
PUT
Dropbox
DBX
$7.78B
– –
-12,800
Closed -$284K
DD icon
1023
CALL
DuPont de Nemours
DD
$18.6B
– –
-26,609
Closed -$2.38M
DD icon
1024
DuPont de Nemours
DD
$18.6B
– –
-22,137
Closed -$1.98M
DD icon
1025
PUT
DuPont de Nemours
DD
$18.6B
– –
-40,471
Closed -$3.61M
39 40
41
42 43

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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.