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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
SKF icon
1626
ProShares UltraShort Financials
SKF
$10.2M
– –
-804
Closed -$102K
SKT icon
1627
PUT
Tanger
SKT
$4.81B
– –
-12,300
Closed -$123K
SLV icon
1628
iShares Silver Trust
SLV
$27.5B
– –
-47,510
Closed -$1.16M
SMG icon
1629
CALL
ScottsMiracle-Gro
SMG
$3.97B
– –
-1,200
Closed -$239K
SMH icon
1630
CALL
VanEck Semiconductor ETF
SMH
$61.7B
– –
-21,600
Closed -$2.36M
SMH icon
1631
PUT
VanEck Semiconductor ETF
SMH
$61.7B
– –
-14,000
Closed -$1.53M
SNGX icon
1632
Soligenix
SNGX
$5.3M
– –
-129
Closed -$40K
SNPS icon
1633
CALL
Synopsys
SNPS
$72.9B
– –
-800
Closed -$207K
SNPS icon
1634
PUT
Synopsys
SNPS
$72.9B
– –
-900
Closed -$233K
SNY icon
1635
CALL
Sanofi
SNY
$109B
– –
-12,800
Closed -$622K
SO icon
1636
PUT
Southern Company
SO
$109B
– –
-8,300
Closed -$510K
SONM icon
1637
DNA X Inc
SONM
$4.49M
– –
-30
Closed -$40K
SONY icon
1638
CALL
Sony
SONY
$137B
– –
-81,500
Closed -$1.65M
SONY icon
1639
PUT
Sony
SONY
$137B
– –
-12,000
Closed -$243K
SOXS icon
1640
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$2.48B
– –
-1
Closed -$208K
SOXX icon
1641
CALL
iShares Semiconductor ETF
SOXX
$39.1B
– –
-13,200
Closed -$1.67M
SOXX icon
1642
PUT
iShares Semiconductor ETF
SOXX
$39.1B
– –
-5,100
Closed -$645K
SPCB icon
1643
SuperCom
SPCB
$65.6M
– –
-50
Closed -$10K
SPG icon
1644
PUT
Simon Property Group
SPG
$76.6B
– –
-17,900
Closed -$1.53M
SPHD icon
1645
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.43B
– –
-8,004
Closed -$301K
SPMB icon
1646
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
– –
-16,147
Closed -$427K
SPOT icon
1647
CALL
Spotify
SPOT
$105B
– –
-800
Closed -$252K
SPRU icon
1648
CALL
Spruce Power Holding Corp
SPRU
$37.7M
– –
-1,763
Closed -$335K
SPXL icon
1649
CALL
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.41B
– –
-9,400
Closed -$679K
SPXU icon
1650
ProShares UltraPro Short S&P 500
SPXU
$427M
– –
-1,044
Closed -$618K
64 65
66
67 68

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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
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.