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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
ILMN icon
1251
CALL
Illumina
ILMN
$29.5B
– –
-1,234
Closed -$444K
IMMP
1252
Immutep
IMMP
$56.1M
– –
-24,477
Closed -$77K
INFY icon
1253
CALL
Infosys
INFY
$51B
– –
-10,100
Closed -$171K
INFY icon
1254
PUT
Infosys
INFY
$51B
– –
-10,900
Closed -$185K
ING icon
1255
ING
ING
$92.9B
– –
-45,726
Closed -$432K
INSG icon
1256
Inseego
INSG
$104M
– –
-1,094
Closed -$169K
INSP icon
1257
Inspire Medical Systems
INSP
$1.47B
– –
-1,196
Closed -$225K
INTU icon
1258
CALL
Intuit
INTU
$91.1B
– –
-1,800
Closed -$684K
INTU icon
1259
Intuit
INTU
$91.1B
– –
-530
Closed -$201K
INTU icon
1260
PUT
Intuit
INTU
$91.1B
– –
-1,600
Closed -$608K
IP icon
1261
CALL
International Paper
IP
$22.6B
– –
-8,659
Closed -$408K
IQ icon
1262
CALL
iQIYI
IQ
$1.19B
– –
-13,700
Closed -$239K
IQ icon
1263
PUT
iQIYI
IQ
$1.19B
– –
-12,100
Closed -$212K
IRBT
1264
CALL
DELISTED
iRobot
IRBT
– –
-5,700
Closed -$458K
IRBT
1265
PUT
DELISTED
iRobot
IRBT
– –
-2,600
Closed -$209K
ISRG icon
1266
CALL
Intuitive Surgical
ISRG
$127B
– –
-20,100
Closed -$5.48M
ISRG icon
1267
Intuitive Surgical
ISRG
$127B
– –
-1,146
Closed -$313K
ISRG icon
1268
PUT
Intuitive Surgical
ISRG
$127B
– –
-12,600
Closed -$3.44M
ITA icon
1269
iShares US Aerospace & Defense ETF
ITA
$14B
– –
-3,017
Closed -$286K
ITB icon
1270
PUT
iShares US Home Construction ETF
ITB
$2.32B
– –
-4,100
Closed -$229K
ITM icon
1271
VanEck Intermediate Muni ETF
ITM
$2.14B
– –
-4,014
Closed -$209K
ITOT icon
1272
iShares Core S&P Total US Stock Market ETF
ITOT
$92.3B
– –
-5,383
Closed -$464K
ITT icon
1273
ITT
ITT
$17.1B
– –
-2,758
Closed -$212K
ITW icon
1274
CALL
Illinois Tool Works
ITW
$84.1B
– –
-1,400
Closed -$285K
ITW icon
1275
PUT
Illinois Tool Works
ITW
$84.1B
– –
-1,000
Closed -$204K
49 50
51
52 53

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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.