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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
LMT icon
1351
PUT
Lockheed Martin
LMT
$131B
– –
-6,800
Closed -$2.41M
LNG icon
1352
Cheniere Energy
LNG
$54.2B
– –
-3,786
Closed -$227K
LODE icon
1353
Comstock
LODE
$206M
– –
-1,045
Closed -$11K
LOGI icon
1354
CALL
Logitech
LOGI
$14.8B
– –
-2,600
Closed -$253K
LOW icon
1355
CALL
Lowe's Companies
LOW
$121B
– –
-9,100
Closed -$1.46M
LOW icon
1356
PUT
Lowe's Companies
LOW
$121B
– –
-8,900
Closed -$1.43M
LPLA icon
1357
LPL Financial
LPLA
$27B
– –
-2,688
Closed -$280K
LQD icon
1358
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-7,939
Closed -$1.1M
LRCX icon
1359
CALL
Lam Research
LRCX
$316B
– –
-32,000
Closed -$1.51M
LSTR icon
1360
Landstar System
LSTR
$6.03B
– –
-1,535
Closed -$207K
LULU icon
1361
CALL
lululemon athletica
LULU
$13.5B
– –
-8,100
Closed -$2.82M
LULU icon
1362
PUT
lululemon athletica
LULU
$13.5B
– –
-5,600
Closed -$1.95M
LUMN icon
1363
CALL
Lumen
LUMN
$6.43B
– –
-26,500
Closed -$258K
LUV icon
1364
CALL
Southwest Airlines
LUV
$21.7B
– –
-20,300
Closed -$946K
LUV icon
1365
Southwest Airlines
LUV
$21.7B
– –
-4,654
Closed -$217K
LUV icon
1366
PUT
Southwest Airlines
LUV
$21.7B
– –
-20,300
Closed -$946K
LVS icon
1367
CALL
Las Vegas Sands
LVS
$32.2B
– –
-14,600
Closed -$870K
LVS icon
1368
PUT
Las Vegas Sands
LVS
$32.2B
– –
-18,800
Closed -$1.12M
LXP icon
1369
LXP Industrial Trust
LXP
$3.52B
– –
-4,479
Closed -$238K
LXRX icon
1370
Lexicon Pharmaceuticals
LXRX
$1.03B
– –
-20,003
Closed -$68K
LXU icon
1371
LSB Industries
LXU
$824M
– –
-39,345
Closed -$103K
LYB icon
1372
PUT
LyondellBasell Industries
LYB
$19.5B
– –
-3,400
Closed -$312K
LYFT icon
1373
CALL
Lyft
LYFT
$5.86B
– –
-9,600
Closed -$472K
LYFT icon
1374
PUT
Lyft
LYFT
$5.86B
– –
-13,900
Closed -$683K
M icon
1375
Macy's
M
$6.51B
– –
-10,697
Closed -$163K
53 54
55
56 57

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.