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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
PINS icon
1526
PUT
Pinterest
PINS
$13.7B
– –
-8,200
Closed -$540K
PKG icon
1527
Packaging Corp of America
PKG
$22.2B
– –
-1,683
Closed -$232K
PLD icon
1528
CALL
Prologis
PLD
$136B
– –
-2,700
Closed -$269K
PLTR icon
1529
CALL
Palantir
PLTR
$300B
– –
-24,800
Closed -$584K
PLUG icon
1530
CALL
Plug Power
PLUG
$2.61B
– –
-16,300
Closed -$553K
PLUG icon
1531
PUT
Plug Power
PLUG
$2.61B
– –
-7,500
Closed -$254K
PM icon
1532
CALL
Philip Morris
PM
$313B
– –
-16,600
Closed -$1.37M
PM icon
1533
PUT
Philip Morris
PM
$313B
– –
-8,800
Closed -$729K
PNC icon
1534
CALL
PNC Financial Services
PNC
$99.6B
– –
-1,400
Closed -$209K
PNC icon
1535
PUT
PNC Financial Services
PNC
$99.6B
– –
-4,100
Closed -$611K
PPL
1536
CALL
PPL Corp
PPL
$27.2B
– –
-7,500
Closed -$212K
PPSI
1537
Pioneer Power Solutions
PPSI
$31M
– –
-15,562
Closed -$60K
PRF icon
1538
Invesco FTSE RAFI US 1000 ETF
PRF
$9.79B
– –
-14,820
Closed -$395K
PRU icon
1539
CALL
Prudential Financial
PRU
$42.9B
– –
-13,900
Closed -$1.08M
PRU icon
1540
PUT
Prudential Financial
PRU
$42.9B
– –
-2,600
Closed -$203K
PSA icon
1541
CALL
Public Storage
PSA
$61.8B
– –
-1,900
Closed -$439K
PSA icon
1542
PUT
Public Storage
PSA
$61.8B
– –
-2,200
Closed -$508K
PSEC icon
1543
Prospect Capital
PSEC
$1.1B
– –
-38,111
Closed -$206K
PSK icon
1544
State Street SPDR ICE Preferred Securities ETF
PSK
$690M
– –
-8,223
Closed -$365K
P
1545
CALL
Everpure Inc
P
$23.5B
– –
-10,900
Closed -$246K
P
1546
Everpure Inc
P
$23.5B
– –
-11,051
Closed -$250K
PSX icon
1547
CALL
Phillips 66
PSX
$83.6B
– –
-4,300
Closed -$301K
PSX icon
1548
PUT
Phillips 66
PSX
$83.6B
– –
-8,200
Closed -$574K
PTC icon
1549
PTC
PTC
$15B
– –
-2,071
Closed -$248K
PTLC icon
1550
Pacer Trendpilot US Large Cap ETF
PTLC
$3.22B
– –
-16,378
Closed -$536K
60 61
62
63 64

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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.