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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
SPYD icon
1651
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.78B
– –
-13,185
Closed -$434K
SPYG icon
1652
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
– –
-4,139
Closed -$229K
SPYV icon
1653
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.5B
– –
-23,229
Closed -$799K
SQQQ icon
1654
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.17B
– –
-375
Closed -$712K
SQQQ icon
1655
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.17B
– –
-83
Closed -$158K
SRE icon
1656
CALL
Sempra
SRE
$59.2B
– –
-10,200
Closed -$650K
SRE icon
1657
Sempra
SRE
$59.2B
– –
-10,556
Closed -$672K
SRE icon
1658
PUT
Sempra
SRE
$59.2B
– –
-108,800
Closed -$6.93M
SRPT icon
1659
CALL
Sarepta Therapeutics
SRPT
$1.63B
– –
-3,100
Closed -$529K
SRPT icon
1660
Sarepta Therapeutics
SRPT
$1.63B
– –
-1,665
Closed -$284K
SSB icon
1661
SouthState Bank Corp
SSB
$10.3B
– –
-3,055
Closed -$221K
SSYS icon
1662
CALL
Stratasys
SSYS
$690M
– –
-11,700
Closed -$242K
STLD icon
1663
CALL
Steel Dynamics
STLD
$37.5B
– –
-7,000
Closed -$258K
STX icon
1664
CALL
Seagate
STX
$169B
– –
-10,400
Closed -$646K
STX icon
1665
Seagate
STX
$169B
– –
-7,870
Closed -$548K
STZ icon
1666
CALL
Constellation Brands
STZ
$22.5B
– –
-8,100
Closed -$1.77M
SU icon
1667
CALL
Suncor Energy
SU
$75.4B
– –
-10,500
Closed -$176K
SU icon
1668
Suncor Energy
SU
$75.4B
– –
-21,140
Closed -$355K
SU icon
1669
PUT
Suncor Energy
SU
$75.4B
– –
-38,600
Closed -$648K
SUI icon
1670
Sun Communities
SUI
$15.3B
– –
-2,379
Closed -$361K
SWK icon
1671
CALL
Stanley Black & Decker
SWK
$14.6B
– –
-2,600
Closed -$464K
SWK icon
1672
PUT
Stanley Black & Decker
SWK
$14.6B
– –
-3,900
Closed -$696K
SWKS icon
1673
CALL
Skyworks Solutions
SWKS
$9.73B
– –
-7,500
Closed -$1.15M
SWKS icon
1674
PUT
Skyworks Solutions
SWKS
$9.73B
– –
-4,800
Closed -$734K
SYF icon
1675
CALL
Synchrony
SYF
$25.1B
– –
-9,300
Closed -$323K
65 66
67
68 69

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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.