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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
IVV icon
1276
CALL
iShares Core S&P 500 ETF
IVV
$858B
– –
-2,200
Closed -$826K
IWF icon
1277
CALL
iShares Russell 1000 Growth ETF
IWF
$117B
– –
-5,200
Closed -$313K
IWF icon
1278
PUT
iShares Russell 1000 Growth ETF
IWF
$117B
– –
-10,800
Closed -$651K
IWN icon
1279
CALL
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-7,400
Closed -$975K
IWN icon
1280
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-5,300
Closed -$698K
IWN icon
1281
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-5,100
Closed -$672K
IWO icon
1282
CALL
iShares Russell 2000 Growth ETF
IWO
$14.1B
– –
-1,900
Closed -$545K
IWO icon
1283
iShares Russell 2000 Growth ETF
IWO
$14.1B
– –
-1,392
Closed -$399K
IWO icon
1284
PUT
iShares Russell 2000 Growth ETF
IWO
$14.1B
– –
-6,300
Closed -$1.81M
IWR icon
1285
iShares Russell Mid-Cap ETF
IWR
$55.9B
– –
-4,452
Closed -$305K
IXUS icon
1286
iShares Core MSCI Total International Stock ETF
IXUS
$56.8B
– –
-16,288
Closed -$1.09M
IYF icon
1287
iShares US Financials ETF
IYF
$4.65B
– –
-5,257
Closed -$351K
IYG icon
1288
iShares US Financial Services ETF
IYG
$2.13B
– –
-4,305
Closed -$215K
IYM icon
1289
iShares US Basic Materials ETF
IYM
$1.13B
– –
-2,189
Closed -$248K
IYR icon
1290
CALL
iShares US Real Estate ETF
IYR
$4.75B
– –
-44,900
Closed -$3.85M
IYR icon
1291
PUT
iShares US Real Estate ETF
IYR
$4.75B
– –
-12,200
Closed -$1.04M
IYT icon
1292
CALL
iShares US Transportation ETF
IYT
$2.28B
– –
-11,200
Closed -$618K
IYT icon
1293
PUT
iShares US Transportation ETF
IYT
$2.28B
– –
-99,600
Closed -$5.49M
JAGX icon
1294
Jaguar Health
JAGX
$4.74M
– –
0
– -$76K
JBLU icon
1295
JetBlue
JBLU
$2.13B
– –
-41,071
Closed -$597K
JBLU icon
1296
PUT
JetBlue
JBLU
$2.13B
– –
-10,000
Closed -$145K
JCI icon
1297
CALL
Johnson Controls International
JCI
$85.1B
– –
-12,200
Closed -$568K
JD icon
1298
CALL
JD.com
JD
$43.5B
– –
-19,800
Closed -$1.74M
JD icon
1299
PUT
JD.com
JD
$43.5B
– –
-19,400
Closed -$1.71M
JETS icon
1300
CALL
US Global Jets ETF
JETS
$768M
– –
-22,500
Closed -$504K
50 51
52
53 54

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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.