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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
NIO icon
1451
PUT
NIO
NIO
$11.9B
– –
-17,500
Closed -$853K
NLY icon
1452
CALL
Annaly Capital Management
NLY
$17.3B
– –
-3,250
Closed -$110K
NLY icon
1453
Annaly Capital Management
NLY
$17.3B
– –
-7,033
Closed -$238K
NLY icon
1454
PUT
Annaly Capital Management
NLY
$17.3B
– –
-2,525
Closed -$85K
NOC icon
1455
CALL
Northrop Grumman
NOC
$76B
– –
-2,400
Closed -$731K
NOC icon
1456
PUT
Northrop Grumman
NOC
$76B
– –
-2,300
Closed -$701K
NOK icon
1457
CALL
Nokia
NOK
$46.9B
– –
-81,900
Closed -$320K
NOV icon
1458
CALL
NOV
NOV
$6.84B
– –
-12,700
Closed -$174K
NOW icon
1459
CALL
ServiceNow
NOW
$120B
– –
-16,500
Closed -$1.82M
NOW icon
1460
PUT
ServiceNow
NOW
$120B
– –
-9,500
Closed -$1.05M
NRG icon
1461
CALL
NRG Energy
NRG
$26.2B
– –
-8,000
Closed -$300K
NSC icon
1462
Norfolk Southern
NSC
$75.4B
– –
-1,682
Closed -$400K
NSC icon
1463
PUT
Norfolk Southern
NSC
$75.4B
– –
-1,200
Closed -$285K
NTAP icon
1464
PUT
NetApp
NTAP
$33.9B
– –
-4,500
Closed -$298K
NTES icon
1465
CALL
NetEase
NTES
$83B
– –
-4,300
Closed -$412K
NTES icon
1466
PUT
NetEase
NTES
$83B
– –
-2,400
Closed -$230K
NTNX icon
1467
CALL
Nutanix
NTNX
$16.1B
– –
-11,400
Closed -$363K
NUDM icon
1468
Nuveen ESG International Developed Markets Equity ETF
NUDM
$689M
– –
-7,906
Closed -$231K
NUGT icon
1469
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
– –
-4,655
Closed -$323K
NUE icon
1470
CALL
Nucor
NUE
$58.3B
– –
-6,700
Closed -$356K
NUE icon
1471
Nucor
NUE
$58.3B
– –
-7,952
Closed -$423K
NUE icon
1472
PUT
Nucor
NUE
$58.3B
– –
-9,400
Closed -$500K
NVG icon
1473
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
– –
-11,871
Closed -$199K
NVO
1474
CALL
Novo Nordisk
NVO
$228B
– –
-7,000
Closed -$244K
NVS icon
1475
CALL
Novartis
NVS
$302B
– –
-6,600
Closed -$623K
57 58
59
60 61

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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
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.