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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
VNO icon
1776
PUT
Vornado Realty Trust
VNO
$7.54B
– –
-9,300
Closed -$347K
VOD icon
1777
Vodafone
VOD
$37.7B
– –
-11,955
Closed -$197K
VRIG icon
1778
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
– –
-10,432
Closed -$261K
VRNS icon
1779
Varonis Systems
VRNS
$5.13B
– –
-5,040
Closed -$275K
VRSN icon
1780
PUT
VeriSign
VRSN
$25.4B
– –
-1,100
Closed -$238K
VRTX icon
1781
CALL
Vertex Pharmaceuticals
VRTX
$124B
– –
-6,600
Closed -$1.56M
VRTX icon
1782
PUT
Vertex Pharmaceuticals
VRTX
$124B
– –
-3,100
Closed -$733K
VTRS icon
1783
CALL
Viatris
VTRS
$20.8B
– –
-39,300
Closed -$736K
VUG icon
1784
Vanguard Growth ETF
VUG
$216B
– –
-5,898
Closed -$249K
VVR icon
1785
Invesco Senior Income Trust
VVR
$454M
– –
-19,913
Closed -$79K
VXUS icon
1786
Vanguard Total International Stock ETF
VXUS
$153B
– –
-13,890
Closed -$836K
VXX icon
1787
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
– –
-1,520
Closed -$1.63M
VXX icon
1788
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
– –
-1,003
Closed -$1.08M
VYX icon
1789
CALL
NCR Voyix
VYX
$1.19B
– –
-11,573
Closed -$267K
W icon
1790
CALL
Wayfair
W
$12.5B
– –
-1,700
Closed -$384K
W icon
1791
PUT
Wayfair
W
$12.5B
– –
-2,700
Closed -$610K
WAB icon
1792
Wabtec
WAB
$51.7B
– –
-2,932
Closed -$215K
WAL icon
1793
Western Alliance Bancorporation
WAL
$9.13B
– –
-4,020
Closed -$241K
WAT icon
1794
Waters Corp
WAT
$37.7B
– –
-1,417
Closed -$351K
WB icon
1795
CALL
Weibo
WB
$1.95B
– –
-12,100
Closed -$496K
WB icon
1796
PUT
Weibo
WB
$1.95B
– –
-4,900
Closed -$201K
WBA
1797
PUT
DELISTED
Walgreens Boots Alliance
WBA
– –
-26,600
Closed -$1.06M
WBD icon
1798
CALL
Warner Bros
WBD
$64.2B
– –
-11,700
Closed -$352K
WDAY icon
1799
CALL
Workday
WDAY
$39.4B
– –
-5,000
Closed -$1.2M
WDAY icon
1800
PUT
Workday
WDAY
$39.4B
– –
-2,900
Closed -$695K
70 71
72
73 74

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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.