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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
EA icon
1076
PUT
Electronic Arts
EA
$52.4B
– –
-3,400
Closed -$488K
EBAY icon
1077
CALL
eBay
EBAY
$51.2B
– –
-32,900
Closed -$1.65M
EBAY icon
1078
PUT
eBay
EBAY
$51.2B
– –
-9,600
Closed -$482K
ED icon
1079
CALL
Consolidated Edison
ED
$41.4B
– –
-9,000
Closed -$650K
ED icon
1080
PUT
Consolidated Edison
ED
$41.4B
– –
-4,200
Closed -$304K
EDIT icon
1081
CALL
Editas Medicine
EDIT
$399M
– –
-13,100
Closed -$918K
EDIT icon
1082
PUT
Editas Medicine
EDIT
$399M
– –
-11,800
Closed -$827K
EEM icon
1083
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.5B
– –
-91,300
Closed -$4.72M
EEM icon
1084
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
– –
-97,400
Closed -$5.03M
EFA icon
1085
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-49,300
Closed -$3.6M
EFA icon
1086
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-63,400
Closed -$4.63M
EGO icon
1087
CALL
Eldorado Gold
EGO
$8.33B
– –
-12,300
Closed -$163K
EIX icon
1088
Edison International
EIX
$30.3B
– –
-7,815
Closed -$491K
EL icon
1089
CALL
Estee Lauder
EL
$30.4B
– –
-800
Closed -$213K
ELV icon
1090
CALL
Elevance Health
ELV
$81.5B
– –
-6,600
Closed -$2.12M
ELV icon
1091
PUT
Elevance Health
ELV
$81.5B
– –
-4,300
Closed -$1.38M
EMLC icon
1092
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.76B
– –
-13,367
Closed -$445K
EMLP icon
1093
First Trust North American Energy Infrastructure Fund
EMLP
$4.1B
– –
-23,111
Closed -$485K
EMR icon
1094
PUT
Emerson Electric
EMR
$81.6B
– –
-10,300
Closed -$828K
EOG icon
1095
CALL
EOG Resources
EOG
$77.7B
– –
-14,200
Closed -$708K
EOG icon
1096
PUT
EOG Resources
EOG
$77.7B
– –
-6,700
Closed -$334K
EPD icon
1097
CALL
Enterprise Products Partners
EPD
$83.7B
– –
-28,700
Closed -$562K
EPD icon
1098
PUT
Enterprise Products Partners
EPD
$83.7B
– –
-16,000
Closed -$313K
EQIX icon
1099
CALL
Equinix
EQIX
$99.4B
– –
-1,300
Closed -$928K
EQIX icon
1100
Equinix
EQIX
$99.4B
– –
-438
Closed -$313K
42 43
44
45 46

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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.