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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
MCD icon
101
PUT
McDonald's
MCD
$194B
$1.57M 0.09%
7,000
-17,200
-71% -$3.68M
JPM icon
102
CALL
JPMorgan Chase
JPM
$948B
$1.55M 0.09%
10,200
-100,000
-91% -$14.4M
MA icon
103
CALL
Mastercard
MA
$497B
$1.53M 0.08%
4,300
-22,900
-84% -$7.99M
CAT icon
104
PUT
Caterpillar
CAT
$388B
$1.51M 0.08%
6,500
-12,100
-65% -$2.5M
WIX icon
105
WIX.com
WIX
$2.43B
$1.49M 0.08%
5,321
+4,160
+358% +$1.19M
JNJ icon
106
PUT
Johnson & Johnson
JNJ
$642B
$1.46M 0.08%
8,900
-26,100
-75% -$4.22M
SPLV icon
107
Invesco S&P 500 Low Volatility ETF
SPLV
$7.29B
$1.45M 0.08%
24,910
-5,755
-19% -$324K
ROKU icon
108
CALL
Roku
ROKU
$21.4B
$1.43M 0.08%
4,400
-6,500
-60% -$2.55M
GS icon
109
CALL
Goldman Sachs
GS
$306B
$1.41M 0.08%
4,300
-12,400
-74% -$3.86M
DIS icon
110
CALL
Walt Disney
DIS
$172B
$1.4M 0.08%
7,600
-38,000
-83% -$7.01M
SBUX icon
111
CALL
Starbucks
SBUX
$117B
$1.4M 0.08%
12,800
-10,400
-45% -$1.09M
VTI icon
112
Vanguard Total Stock Market ETF
VTI
$656B
$1.39M 0.08%
+6,737
New +$1.36M
MA icon
113
PUT
Mastercard
MA
$497B
$1.39M 0.08%
3,900
-22,200
-85% -$7.75M
XOM icon
114
CALL
ExxonMobil
XOM
$635B
$1.39M 0.08%
24,800
-109,000
-81% -$5.71M
AMD icon
115
PUT
Advanced Micro Devices
AMD
$745B
$1.38M 0.08%
17,600
-27,500
-61% -$2.37M
KO icon
116
PUT
Coca-Cola
KO
$380B
$1.36M 0.08%
25,900
-29,400
-53% -$1.48M
MSTR icon
117
CALL
Strategy Inc
MSTR
$35B
$1.36M 0.08%
20,000
+13,000
+186% +$918K
SHY icon
118
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$1.35M 0.07%
15,704
+11,449
+269% +$988K
DIA icon
119
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$1.34M 0.07%
4,060
-6,275
-61% -$1.98M
SH icon
120
ProShares Short S&P500
SH
$913M
$1.33M 0.07%
19,810
-8,998
-31% -$625K
V icon
121
CALL
Visa
V
$698B
$1.31M 0.07%
6,200
-37,100
-86% -$7.81M
VT icon
122
Vanguard Total World Stock ETF
VT
$76.4B
$1.3M 0.07%
+13,413
New +$1.29M
JNJ icon
123
CALL
Johnson & Johnson
JNJ
$642B
$1.3M 0.07%
7,900
-36,200
-82% -$5.86M
MS icon
124
CALL
Morgan Stanley
MS
$333B
$1.29M 0.07%
16,600
-44,100
-73% -$3.38M
F icon
125
Ford
F
$59.5B
$1.26M 0.07%
103,226
+54,683
+113% +$626K
3 4
5
6 7

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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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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.