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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
MCD icon
126
CALL
McDonald's
MCD
$194B
$1.25M 0.07%
5,600
-13,300
-70% -$2.84M
XYZ
127
CALL
Block Inc
XYZ
$49.5B
$1.25M 0.07%
5,500
-8,200
-60% -$1.92M
WFC icon
128
CALL
Wells Fargo
WFC
$263B
$1.24M 0.07%
31,800
-74,400
-70% -$2.63M
RWM icon
129
ProShares Short Russell2000
RWM
$131M
$1.21M 0.07%
54,679
+26,972
+97% +$611K
XOM icon
130
ExxonMobil
XOM
$634B
$1.2M 0.07%
21,534
+16,502
+328% +$865K
GM icon
131
PUT
General Motors
GM
$81.7B
$1.2M 0.07%
20,800
-15,400
-43% -$818K
CRM icon
132
PUT
Salesforce
CRM
$149B
$1.19M 0.07%
5,600
-11,200
-67% -$2.49M
GM icon
133
CALL
General Motors
GM
$81.7B
$1.18M 0.07%
20,600
-88,500
-81% -$4.7M
BSV icon
134
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.18M 0.07%
14,388
+10,591
+279% +$874K
XOM icon
135
PUT
ExxonMobil
XOM
$634B
$1.17M 0.06%
20,900
-72,800
-78% -$3.82M
USMV icon
136
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$1.17M 0.06%
16,847
+12,187
+262% +$824K
ELAT
137
DELISTED
Elanco Animal Health Incorporated 5.00% Tangible Equity Units
ELAT
$1.15M 0.06%
+25,000
New +$1.2M
C icon
138
CALL
Citigroup
C
$222B
$1.14M 0.06%
15,600
-57,300
-79% -$3.82M
AAXJ icon
139
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.58B
$1.13M 0.06%
+12,159
New +$1.17M
BABA icon
140
CALL
Alibaba
BABA
$276B
$1.11M 0.06%
4,900
-57,900
-92% -$14.2M
AMD icon
141
CALL
Advanced Micro Devices
AMD
$741B
$1.11M 0.06%
14,100
-36,700
-72% -$3.16M
PG icon
142
PUT
Procter & Gamble
PG
$347B
$1.1M 0.06%
8,100
-10,900
-57% -$1.42M
TSLA icon
143
Tesla
TSLA
$1.21T
$1.08M 0.06%
4,836
+2,463
+104% +$618K
TXN icon
144
Texas Instruments
TXN
$253B
$1.07M 0.06%
+5,682
New +$987K
BKNG icon
145
Booking.com
BKNG
$154B
$1.07M 0.06%
11,475
+6,100
+113% +$542K
FLRN icon
146
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
$1.07M 0.06%
34,863
+5,495
+19% +$168K
XYZ
147
PUT
Block Inc
XYZ
$49.5B
$1.07M 0.06%
4,700
-8,500
-64% -$1.99M
OEF icon
148
iShares S&P 100 ETF
OEF
$19.8B
$1.07M 0.06%
5,926
-6,851
-54% -$1.21M
T icon
149
CALL
AT&T
T
$169B
$1.05M 0.06%
45,943
-179,667
-80% -$3.97M
DOG
150
ProShares Short Dow30
DOG
$109M
$1.05M 0.06%
29,157
+12,164
+72% +$460K
4 5
6
7 8

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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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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.