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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
SCHA icon
1601
Schwab U.S Small- Cap ETF
SCHA
$22.2B
– –
-29,464
Closed -$656K
SCHB icon
1602
Schwab US Broad Market ETF
SCHB
$42.9B
– –
-13,518
Closed -$205K
SCHW
1603
CALL
Charles Schwab
SCHW
$185B
– –
-14,800
Closed -$785K
SCHW
1604
Charles Schwab
SCHW
$185B
– –
-6,276
Closed -$333K
SCHW
1605
PUT
Charles Schwab
SCHW
$185B
– –
-21,700
Closed -$1.15M
SCHZ icon
1606
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
– –
-11,638
Closed -$326K
SCI icon
1607
CALL
Service Corp International
SCI
$11.6B
– –
-6,800
Closed -$334K
SCKT icon
1608
Socket Mobile
SCKT
$4M
– –
-16,271
Closed -$39K
SCOR icon
1609
Comscore
SCOR
$116M
– –
-1,017
Closed -$51K
SCZ icon
1610
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.2B
– –
-5,699
Closed -$390K
SDS icon
1611
CALL
ProShares UltraShort S&P500
SDS
$423M
– –
-1,156
Closed -$358K
SE icon
1612
CALL
Sea Limited
SE
$67.2B
– –
-1,600
Closed -$318K
SE icon
1613
PUT
Sea Limited
SE
$67.2B
– –
-100,600
Closed -$20M
SEDG icon
1614
CALL
SolarEdge
SEDG
$2.47B
– –
-700
Closed -$223K
SEDG icon
1615
SolarEdge
SEDG
$2.47B
– –
-949
Closed -$303K
SENS icon
1616
Senseonics Holdings Inc
SENS
$256M
– –
-830
Closed -$14K
SFIX
1617
CALL
Stitch Fix
SFIX
$563M
– –
-8,100
Closed -$476K
SFIX
1618
PUT
Stitch Fix
SFIX
$563M
– –
-7,800
Closed -$458K
SGMO
1619
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-14,300
Closed -$223K
SGMO
1620
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-11,100
Closed -$173K
SH icon
1621
CALL
ProShares Short S&P500
SH
$915M
– –
-2,600
Closed -$187K
SHIP icon
1622
Seanergy Maritime Holdings
SHIP
$351M
– –
-5,823
Closed -$31K
SHW icon
1623
CALL
Sherwin-Williams
SHW
$85B
– –
-1,200
Closed -$294K
SHW icon
1624
PUT
Sherwin-Williams
SHW
$85B
– –
-1,500
Closed -$367K
SJM icon
1625
CALL
J.M. Smucker
SJM
$13.3B
– –
-3,200
Closed -$370K
63 64
65
66 67

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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.