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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
KR icon
1326
CALL
Kroger
KR
$36.7B
– –
-26,400
Closed -$838K
KR icon
1327
PUT
Kroger
KR
$36.7B
– –
-14,100
Closed -$448K
KRE icon
1328
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
– –
-18,300
Closed -$951K
KRE icon
1329
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
– –
-8,609
Closed -$447K
KRE icon
1330
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
– –
-30,200
Closed -$1.57M
KSS icon
1331
PUT
Kohl's
KSS
$2.16B
– –
-18,200
Closed -$741K
KVHI icon
1332
KVH Industries
KVHI
$171M
– –
-15,567
Closed -$177K
KWEB icon
1333
KraneShares CSI China Internet ETF
KWEB
$5.5B
– –
-9,296
Closed -$714K
KXI icon
1334
iShares Global Consumer Staples ETF
KXI
$1.09B
– –
-3,501
Closed -$204K
LAD icon
1335
Lithia Motors
LAD
$9.75B
– –
-1,369
Closed -$401K
LAZR
1336
CALL
DELISTED
Luminar Technologies
LAZR
– –
-407
Closed -$207K
LAZR
1337
PUT
DELISTED
Luminar Technologies
LAZR
– –
-513
Closed -$262K
LBRDK icon
1338
Liberty Broadband Class C
LBRDK
$4.89B
– –
-3,015
Closed -$477K
HAPN
1339
CALL
Happen Inc
HAPN
$2.14B
– –
-24,000
Closed -$253K
LEG icon
1340
PUT
Leggett & Platt
LEG
$1.4B
– –
-6,700
Closed -$297K
LEN icon
1341
CALL
Lennar Class A
LEN
$20.4B
– –
-4,029
Closed -$297K
LEN icon
1342
PUT
Lennar Class A
LEN
$20.4B
– –
-5,888
Closed -$435K
LH icon
1343
Labcorp
LH
$25.2B
– –
-1,151
Closed -$201K
LHX icon
1344
L3Harris
LHX
$55.4B
– –
-1,234
Closed -$232K
LIN icon
1345
CALL
Linde
LIN
$236B
– –
-1,800
Closed -$474K
LIN icon
1346
PUT
Linde
LIN
$236B
– –
-2,800
Closed -$738K
LITE icon
1347
CALL
Lumentum
LITE
$46.9B
– –
-4,000
Closed -$379K
LLY icon
1348
CALL
Eli Lilly
LLY
$1.08T
– –
-16,800
Closed -$2.84M
LLY icon
1349
PUT
Eli Lilly
LLY
$1.08T
– –
-4,400
Closed -$743K
LMT icon
1350
CALL
Lockheed Martin
LMT
$131B
– –
-10,800
Closed -$3.83M
52 53
54
55 56

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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.