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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
DDD icon
1026
CALL
3D Systems Corp
DDD
$405M
– –
-26,300
Closed -$276K
DDS icon
1027
Dillards
DDS
$9.2B
– –
-3,703
Closed -$233K
DE icon
1028
Deere & Co
DE
$165B
– –
-1,074
Closed -$352K
DE icon
1029
PUT
Deere & Co
DE
$165B
– –
-6,400
Closed -$1.72M
DECK icon
1030
Deckers Outdoor
DECK
$14.1B
– –
-10,440
Closed -$499K
DELL icon
1031
CALL
Dell
DELL
$239B
– –
-6,708
Closed -$249K
DELL icon
1032
PUT
Dell
DELL
$239B
– –
-5,524
Closed -$205K
DEM icon
1033
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.8B
– –
-7,725
Closed -$318K
DFEB icon
1034
FT Vest US Equity Deep Buffer ETF February
DFEB
$456M
– –
-7,155
Closed -$232K
DFS
1035
CALL
DELISTED
Discover Financial Services
DFS
– –
-4,400
Closed -$398K
DFS
1036
DELISTED
Discover Financial Services
DFS
– –
-8,210
Closed -$743K
DFS
1037
PUT
DELISTED
Discover Financial Services
DFS
– –
-13,800
Closed -$1.25M
DG icon
1038
CALL
Dollar General
DG
$28.4B
– –
-8,300
Closed -$1.75M
DG icon
1039
PUT
Dollar General
DG
$28.4B
– –
-5,700
Closed -$1.2M
DGRO icon
1040
iShares Core Dividend Growth ETF
DGRO
$42.8B
– –
-6,846
Closed -$307K
DGX icon
1041
Quest Diagnostics
DGX
$26B
– –
-2,301
Closed -$274K
DHI icon
1042
CALL
D.R. Horton
DHI
$41.2B
– –
-10,400
Closed -$717K
DHI icon
1043
PUT
D.R. Horton
DHI
$41.2B
– –
-11,400
Closed -$786K
DHR icon
1044
CALL
Danaher
DHR
$138B
– –
-1,466
Closed -$289K
DHR icon
1045
Danaher
DHR
$138B
– –
-2,125
Closed -$432K
DINO icon
1046
CALL
HF Sinclair
DINO
$16.2B
– –
-10,500
Closed -$271K
DKNG icon
1047
CALL
DraftKings
DKNG
$12.2B
– –
-8,200
Closed -$382K
DKS icon
1048
CALL
Dick's Sporting Goods
DKS
$18.4B
– –
-4,400
Closed -$247K
DLR icon
1049
CALL
Digital Realty Trust
DLR
$69.6B
– –
-4,900
Closed -$684K
DLR icon
1050
PUT
Digital Realty Trust
DLR
$69.6B
– –
-2,100
Closed -$293K
40 41
42
43 44

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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.