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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
FAS icon
1126
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
– –
-4,800
Closed -$292K
FAST icon
1127
CALL
Fastenal
FAST
$54.8B
– –
-10,400
Closed -$254K
FAZ icon
1128
Direxion Daily Financial Bear 3x ETF
FAZ
$85.8M
– –
-378
Closed -$219K
FBT icon
1129
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.84B
– –
-1,477
Closed -$248K
FCEL icon
1130
CALL
FuelCell Energy
FCEL
$1.45B
– –
-827
Closed -$277K
FCEL icon
1131
PUT
FuelCell Energy
FCEL
$1.45B
– –
-360
Closed -$121K
FCNCA icon
1132
First Citizens BancShares
FCNCA
$24.7B
– –
-774
Closed -$444K
FDX icon
1133
FedEx
FDX
$73B
– –
-1,267
Closed -$326K
FENG
1134
Phoenix New Media
FENG
$17.5M
– –
-11,623
Closed -$84K
FEP icon
1135
First Trust Europe AlphaDEX Fund
FEP
$515M
– –
-9,750
Closed -$372K
FEZ icon
1136
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
– –
-14,173
Closed -$591K
FFIV icon
1137
CALL
F5
FFIV
$22B
– –
-1,600
Closed -$282K
FHN icon
1138
First Horizon
FHN
$12.2B
– –
-18,262
Closed -$233K
FISV
1139
CALL
Fiserv Inc
FISV
$29.7B
– –
-6,200
Closed -$706K
FIS icon
1140
CALL
Fidelity National Information Services
FIS
$24.2B
– –
-3,700
Closed -$523K
FIS icon
1141
Fidelity National Information Services
FIS
$24.2B
– –
-1,669
Closed -$236K
FIS icon
1142
PUT
Fidelity National Information Services
FIS
$24.2B
– –
-3,200
Closed -$453K
FITB
1143
CALL
Fifth Third Bancorp
FITB
$51.3B
– –
-12,200
Closed -$336K
FIVE icon
1144
CALL
Five Below
FIVE
$11.6B
– –
-1,700
Closed -$297K
FIVE icon
1145
PUT
Five Below
FIVE
$11.6B
– –
-3,100
Closed -$542K
FIW icon
1146
CALL
First Trust Water ETF
FIW
$1.87B
– –
-3,000
Closed -$216K
FL
1147
CALL
DELISTED
Foot Locker
FL
– –
-5,500
Closed -$222K
FLOT icon
1148
iShares Floating Rate Bond ETF
FLOT
$10.2B
– –
-7,081
Closed -$359K
FNV icon
1149
CALL
Franco-Nevada
FNV
$41.3B
– –
-1,900
Closed -$238K
FNV icon
1150
Franco-Nevada
FNV
$41.3B
– –
-1,989
Closed -$249K
44 45
46
47 48

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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.