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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
TRV icon
1726
CALL
Travelers Companies
TRV
$82.9B
– –
-6,200
Closed -$870K
TSCO icon
1727
CALL
Tractor Supply
TSCO
$16.5B
– –
-18,000
Closed -$506K
TSCO icon
1728
PUT
Tractor Supply
TSCO
$16.5B
– –
-9,500
Closed -$267K
TSLX icon
1729
Sixth Street Specialty
TSLX
$1.68B
– –
-11,950
Closed -$248K
TSM icon
1730
CALL
TSMC
TSM
$2.03T
– –
-20,700
Closed -$2.26M
TSN icon
1731
CALL
Tyson Foods
TSN
$21.5B
– –
-4,800
Closed -$309K
TSN icon
1732
Tyson Foods
TSN
$21.5B
– –
-3,220
Closed -$207K
TSN icon
1733
PUT
Tyson Foods
TSN
$21.5B
– –
-7,500
Closed -$483K
TT icon
1734
CALL
Trane Technologies
TT
$104B
– –
-4,700
Closed -$682K
TT icon
1735
Trane Technologies
TT
$104B
– –
-3,354
Closed -$487K
TT icon
1736
PUT
Trane Technologies
TT
$104B
– –
-2,300
Closed -$334K
TTD icon
1737
CALL
Trade Desk
TTD
$8.89B
– –
-6,000
Closed -$481K
TTD icon
1738
Trade Desk
TTD
$8.89B
– –
-4,530
Closed -$363K
TTD icon
1739
PUT
Trade Desk
TTD
$8.89B
– –
-4,000
Closed -$320K
TTI icon
1740
TETRA Technologies
TTI
$1.07B
– –
-29,609
Closed -$26K
TTWO icon
1741
CALL
Take-Two Interactive
TTWO
$46.3B
– –
-4,700
Closed -$977K
TTWO icon
1742
PUT
Take-Two Interactive
TTWO
$46.3B
– –
-2,800
Closed -$582K
TWLO icon
1743
PUT
Twilio
TWLO
$29.5B
– –
-4,800
Closed -$1.63M
TXG icon
1744
CALL
10x Genomics
TXG
$5.97B
– –
-5,200
Closed -$736K
TXN icon
1745
PUT
Texas Instruments
TXN
$253B
– –
-1,300
Closed -$213K
TZA icon
1746
Direxion Daily Small Cap Bear 3x ETF
TZA
$245M
– –
-291
Closed -$160K
U icon
1747
PUT
Unity
U
$13.9B
– –
-1,400
Closed -$215K
UAA icon
1748
CALL
Under Armour
UAA
$3.04B
– –
-17,900
Closed -$307K
UAL icon
1749
United Airlines
UAL
$40.2B
– –
-9,090
Closed -$444K
UAL icon
1750
PUT
United Airlines
UAL
$40.2B
– –
-13,000
Closed -$562K
68 69
70
71 72

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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.