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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
MGM icon
1401
PUT
MGM Resorts International
MGM
$11.7B
– –
-25,300
Closed -$797K
MGNI icon
1402
CALL
Magnite
MGNI
$2.83B
– –
-9,900
Closed -$304K
MKSI icon
1403
CALL
MKS Inc
MKSI
$17.4B
– –
-2,600
Closed -$391K
MRSH
1404
CALL
Marsh
MRSH
$94.3B
– –
-6,700
Closed -$784K
MMM icon
1405
CALL
3M
MMM
$91.8B
– –
-6,817
Closed -$996K
MMM icon
1406
3M
MMM
$91.8B
– –
-4,042
Closed -$591K
MMM icon
1407
PUT
3M
MMM
$91.8B
– –
-9,568
Closed -$1.4M
MNST icon
1408
CALL
Monster Beverage
MNST
$95.1B
– –
-19,800
Closed -$916K
MNST icon
1409
Monster Beverage
MNST
$95.1B
– –
-10,806
Closed -$500K
MNST icon
1410
PUT
Monster Beverage
MNST
$95.1B
– –
-11,600
Closed -$536K
MO icon
1411
PUT
Altria Group
MO
$125B
– –
-36,500
Closed -$1.5M
MOMO
1412
CALL
Hello Group
MOMO
$867M
– –
-10,700
Closed -$149K
MOS icon
1413
CALL
The Mosaic Company
MOS
$7.19B
– –
-14,800
Closed -$341K
MOS icon
1414
PUT
The Mosaic Company
MOS
$7.19B
– –
-14,000
Closed -$322K
MP icon
1415
CALL
MP Materials
MP
$6.78B
– –
-10,800
Closed -$347K
MPC icon
1416
CALL
Marathon Petroleum
MPC
$90.1B
– –
-19,900
Closed -$823K
MPC icon
1417
PUT
Marathon Petroleum
MPC
$90.1B
– –
-11,900
Closed -$492K
MRK icon
1418
CALL
Merck
MRK
$322B
– –
-67,701
Closed -$5.28M
MRK icon
1419
PUT
Merck
MRK
$322B
– –
-28,715
Closed -$2.24M
MRNA icon
1420
CALL
Moderna
MRNA
$21.6B
– –
-5,100
Closed -$533K
MRNA icon
1421
PUT
Moderna
MRNA
$21.6B
– –
-3,800
Closed -$397K
MRVL icon
1422
CALL
Marvell Technology
MRVL
$147B
– –
-19,600
Closed -$932K
MRVL icon
1423
Marvell Technology
MRVL
$147B
– –
-8,362
Closed -$398K
MRVL icon
1424
PUT
Marvell Technology
MRVL
$147B
– –
-7,600
Closed -$361K
MSCI icon
1425
PUT
MSCI
MSCI
$42.4B
– –
-1,200
Closed -$536K
55 56
57
58 59

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.