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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
RIG icon
1576
PUT
Transocean
RIG
$5.42B
– –
-96,400
Closed -$223K
RIO icon
1577
CALL
Rio Tinto
RIO
$150B
– –
-6,700
Closed -$504K
RITM icon
1578
CALL
Rithm Capital
RITM
$5.55B
– –
-12,900
Closed -$128K
RL icon
1579
Ralph Lauren
RL
$22.1B
– –
-9,680
Closed -$1M
RMD icon
1580
ResMed
RMD
$31.1B
– –
-1,839
Closed -$391K
ROK icon
1581
CALL
Rockwell Automation
ROK
$50.3B
– –
-1,800
Closed -$451K
ROST icon
1582
CALL
Ross Stores
ROST
$80.9B
– –
-1,900
Closed -$233K
RPD icon
1583
Rapid7
RPD
$632M
– –
-3,095
Closed -$279K
RPD icon
1584
PUT
Rapid7
RPD
$632M
– –
-4,700
Closed -$424K
RPG icon
1585
Invesco S&P 500 Pure Growth ETF
RPG
$1.91B
– –
-7,445
Closed -$243K
RRC icon
1586
CALL
Range Resources
RRC
$9.24B
– –
-34,600
Closed -$232K
RS icon
1587
Reliance Steel & Aluminium
RS
$20.6B
– –
-2,336
Closed -$280K
HIND
1588
Vyome Holdings
HIND
$14.4M
– –
0
– -$34K
RTX icon
1589
RTX Corp
RTX
$290B
– –
-4,415
Closed -$322K
RTX icon
1590
PUT
RTX Corp
RTX
$290B
– –
-37,200
Closed -$2.66M
RUN icon
1591
CALL
Sunrun
RUN
$2.25B
– –
-4,400
Closed -$305K
RWO icon
1592
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
– –
-4,597
Closed -$204K
RWX icon
1593
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
– –
-8,212
Closed -$280K
RY icon
1594
Royal Bank of Canada
RY
$288B
– –
-2,972
Closed -$244K
SABR icon
1595
CALL
Sabre
SABR
$727M
– –
-12,500
Closed -$150K
SAN icon
1596
Banco Santander
SAN
$192B
– –
-112,090
Closed -$342K
SAND
1597
DELISTED
Sandstorm Gold
SAND
– –
-20,664
Closed -$148K
SBAC icon
1598
CALL
SBA Communications
SBAC
$18.8B
– –
-1,900
Closed -$536K
SBAC icon
1599
SBA Communications
SBAC
$18.8B
– –
-1,486
Closed -$419K
SBAC icon
1600
PUT
SBA Communications
SBAC
$18.8B
– –
-1,200
Closed -$339K
62 63
64
65 66

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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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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.