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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
DLS icon
1051
WisdomTree International SmallCap Dividend Fund
DLS
$1.04B
– –
-2,944
Closed -$201K
DLTR icon
1052
CALL
Dollar Tree
DLTR
$24.8B
– –
-2,800
Closed -$303K
DLTR icon
1053
PUT
Dollar Tree
DLTR
$24.8B
– –
-2,900
Closed -$313K
DOCU
1054
CALL
DocuSign
DOCU
$11.1B
– –
-1,600
Closed -$356K
DOCU
1055
PUT
DocuSign
DOCU
$11.1B
– –
-1,100
Closed -$245K
DOV icon
1056
PUT
Dover
DOV
$26.7B
– –
-4,000
Closed -$505K
DOW icon
1057
CALL
Dow Inc
DOW
$22B
– –
-7,800
Closed -$433K
DOW icon
1058
Dow Inc
DOW
$22B
– –
-5,949
Closed -$330K
DOW icon
1059
PUT
Dow Inc
DOW
$22B
– –
-12,300
Closed -$683K
DPZ icon
1060
CALL
Domino's
DPZ
$11.9B
– –
-5,900
Closed -$2.26M
DPZ icon
1061
PUT
Domino's
DPZ
$11.9B
– –
-5,500
Closed -$2.11M
DRI icon
1062
CALL
Darden Restaurants
DRI
$24.3B
– –
-3,400
Closed -$405K
DRI icon
1063
PUT
Darden Restaurants
DRI
$24.3B
– –
-3,900
Closed -$465K
DT icon
1064
CALL
Dynatrace
DT
$12.7B
– –
-6,600
Closed -$286K
DUK icon
1065
PUT
Duke Energy
DUK
$101B
– –
-5,300
Closed -$485K
DUST icon
1066
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
– –
-108
Closed -$214K
DVA icon
1067
CALL
DaVita
DVA
$15.5B
– –
-6,700
Closed -$787K
DVA icon
1068
PUT
DaVita
DVA
$15.5B
– –
-4,700
Closed -$552K
DVN icon
1069
CALL
Devon Energy
DVN
$51.3B
– –
-26,200
Closed -$414K
DWM icon
1070
WisdomTree International Equity Fund
DWM
$667M
– –
-5,262
Closed -$266K
DXCM icon
1071
PUT
DexCom
DXCM
$29B
– –
-2,400
Closed -$222K
DXC icon
1072
CALL
DXC Technology
DXC
$1.91B
– –
-8,100
Closed -$209K
DXC icon
1073
DXC Technology
DXC
$1.91B
– –
-8,818
Closed -$227K
DXC icon
1074
PUT
DXC Technology
DXC
$1.91B
– –
-8,200
Closed -$211K
EA icon
1075
CALL
Electronic Arts
EA
$52.4B
– –
-4,800
Closed -$689K
41 42
43
44 45

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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.