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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
HSDT icon
1226
Solana Company
HSDT
$96.3M
– –
0
– -$4K
HST icon
1227
CALL
Host Hotels & Resorts
HST
$17.5B
– –
-14,400
Closed -$211K
HSY icon
1228
Hershey
HSY
$37.3B
– –
-1,614
Closed -$246K
HUM icon
1229
PUT
Humana
HUM
$43.9B
– –
-1,100
Closed -$451K
HWM icon
1230
CALL
Howmet Aerospace
HWM
$109B
– –
-10,300
Closed -$294K
HYD icon
1231
VanEck High Yield Muni ETF
HYD
$4.44B
– –
-5,533
Closed -$341K
HYG icon
1232
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-12,600
Closed -$1.1M
HYLB icon
1233
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.51B
– –
-16,553
Closed -$663K
PPLI
1234
CALL
People Inc
PPLI
$3.12B
– –
-6,046
Closed -$625K
IAF
1235
abrdn Australia Equity Fund
IAF
$122M
– –
-3,404
Closed -$54K
IAT icon
1236
iShares US Regional Banks ETF
IAT
$673M
– –
-6,744
Closed -$306K
IBB icon
1237
CALL
iShares Biotechnology ETF
IBB
$9.45B
– –
-14,300
Closed -$2.17M
IBB icon
1238
PUT
iShares Biotechnology ETF
IBB
$9.45B
– –
-28,200
Closed -$4.27M
IBM icon
1239
IBM
IBM
$213B
– –
-2,595
Closed -$311K
ICE icon
1240
CALL
Intercontinental Exchange
ICE
$87.2B
– –
-9,000
Closed -$1.04M
IDLV icon
1241
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
– –
-7,291
Closed -$219K
IDV icon
1242
iShares International Select Dividend ETF
IDV
$8.31B
– –
-9,855
Closed -$290K
IEI icon
1243
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-3,604
Closed -$479K
IEUR icon
1244
iShares Core MSCI Europe ETF
IEUR
$8.8B
– –
-7,141
Closed -$366K
IGE icon
1245
iShares North American Natural Resources ETF
IGE
$733M
– –
-10,496
Closed -$244K
IGLB icon
1246
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
– –
-4,768
Closed -$348K
IGSB icon
1247
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-4,001
Closed -$221K
IJH icon
1248
CALL
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-10,500
Closed -$483K
IJR icon
1249
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-4,900
Closed -$450K
IJR icon
1250
PUT
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-4,000
Closed -$368K
48 49
50
51 52

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AWP
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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.