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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
JETS icon
1301
PUT
US Global Jets ETF
JETS
$768M
– –
-10,000
Closed -$224K
JMIA
1302
CALL
Jumia Technologies
JMIA
$708M
– –
-12,100
Closed -$488K
JMIA
1303
PUT
Jumia Technologies
JMIA
$708M
– –
-6,700
Closed -$270K
JNJ icon
1304
Johnson & Johnson
JNJ
$640B
– –
-4,516
Closed -$731K
JNPR
1305
CALL
DELISTED
Juniper Networks
JNPR
– –
-15,100
Closed -$340K
JOE icon
1306
PUT
St. Joe Company
JOE
$3.55B
– –
-5,200
Closed -$221K
JPST icon
1307
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
– –
-9,112
Closed -$463K
JWN
1308
CALL
DELISTED
Nordstrom
JWN
– –
-15,100
Closed -$471K
JWN
1309
DELISTED
Nordstrom
JWN
– –
-6,836
Closed -$213K
JWN
1310
PUT
DELISTED
Nordstrom
JWN
– –
-17,100
Closed -$534K
K
1311
DELISTED
Kellanova
K
– –
-9,660
Closed -$564K
KBE icon
1312
CALL
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-5,800
Closed -$243K
KBE icon
1313
PUT
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-7,400
Closed -$309K
KGC icon
1314
CALL
Kinross Gold
KGC
$27.7B
– –
-29,700
Closed -$218K
KGC icon
1315
Kinross Gold
KGC
$27.7B
– –
-33,159
Closed -$243K
KGC icon
1316
PUT
Kinross Gold
KGC
$27.7B
– –
-26,800
Closed -$197K
KHC icon
1317
PUT
Kraft Heinz
KHC
$32.8B
– –
-24,400
Closed -$846K
KMB icon
1318
CALL
Kimberly-Clark
KMB
$37.6B
– –
-3,900
Closed -$526K
KMB icon
1319
PUT
Kimberly-Clark
KMB
$37.6B
– –
-2,700
Closed -$364K
KMI icon
1320
CALL
Kinder Morgan
KMI
$70.9B
– –
-41,100
Closed -$562K
KMI icon
1321
PUT
Kinder Morgan
KMI
$70.9B
– –
-47,600
Closed -$651K
KMX icon
1322
CALL
CarMax
KMX
$8.39B
– –
-9,600
Closed -$907K
KMX icon
1323
CarMax
KMX
$8.39B
– –
-2,621
Closed -$248K
KMX icon
1324
PUT
CarMax
KMX
$8.39B
– –
-9,900
Closed -$935K
KOS icon
1325
Kosmos Energy
KOS
$1.47B
– –
-20,335
Closed -$48K
51 52
53
54 55

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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.