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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
EQIX icon
1101
PUT
Equinix
EQIX
$99.4B
– –
-700
Closed -$500K
ERIC icon
1102
Ericsson
ERIC
$32.1B
– –
-80,273
Closed -$959K
ES icon
1103
Eversource Energy
ES
$28.1B
– –
-4,691
Closed -$406K
ET icon
1104
CALL
Energy Transfer Partners
ET
$69.5B
– –
-61,100
Closed -$378K
ET icon
1105
PUT
Energy Transfer Partners
ET
$69.5B
– –
-23,800
Closed -$147K
ETN icon
1106
CALL
Eaton
ETN
$141B
– –
-5,900
Closed -$709K
ETN icon
1107
PUT
Eaton
ETN
$141B
– –
-3,500
Closed -$420K
ETR icon
1108
CALL
Entergy
ETR
$50.3B
– –
-7,000
Closed -$349K
ETSY icon
1109
CALL
Etsy
ETSY
$8.12B
– –
-1,300
Closed -$231K
ETSY icon
1110
Etsy
ETSY
$8.12B
– –
-8,025
Closed -$1.68M
EW icon
1111
CALL
Edwards Lifesciences
EW
$49.4B
– –
-7,400
Closed -$675K
EW icon
1112
PUT
Edwards Lifesciences
EW
$49.4B
– –
-2,400
Closed -$219K
EWC icon
1113
iShares MSCI Canada ETF
EWC
$6.12B
– –
-7,445
Closed -$230K
EWI icon
1114
iShares MSCI Italy ETF
EWI
$987M
– –
-13,619
Closed -$401K
EWT icon
1115
iShares MSCI Taiwan ETF
EWT
$9.13B
– –
-13,930
Closed -$739K
EWU icon
1116
iShares MSCI United Kingdom ETF
EWU
$4.1B
– –
-30,044
Closed -$880K
EWY icon
1117
iShares MSCI South Korea ETF
EWY
$20.1B
– –
-5,440
Closed -$468K
EWZ icon
1118
CALL
iShares MSCI Brazil ETF
EWZ
$8.98B
– –
-27,300
Closed -$1.01M
EWZ icon
1119
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
– –
-30,200
Closed -$1.12M
EXAS
1120
CALL
DELISTED
Exact Sciences
EXAS
– –
-1,800
Closed -$238K
EXC icon
1121
CALL
Exelon
EXC
$48.1B
– –
-7,010
Closed -$211K
EXEL icon
1122
CALL
Exelixis
EXEL
$13.9B
– –
-12,800
Closed -$257K
EXPE icon
1123
CALL
Expedia Group
EXPE
$36.5B
– –
-7,400
Closed -$980K
EXPE icon
1124
PUT
Expedia Group
EXPE
$36.5B
– –
-9,300
Closed -$1.23M
FAS icon
1125
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
– –
-3,300
Closed -$201K
43 44
45
46 47

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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.