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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
XBI icon
1826
State Street SPDR S&P Biotech ETF
XBI
$10.1B
– –
-6,482
Closed -$913K
XBI icon
1827
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
– –
-24,000
Closed -$3.38M
XEL icon
1828
CALL
Xcel Energy
XEL
$50.1B
– –
-3,000
Closed -$200K
XHB icon
1829
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
– –
-4,400
Closed -$254K
XHB icon
1830
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
– –
-4,300
Closed -$248K
XLB icon
1831
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
– –
-71,000
Closed -$2.57M
XLB icon
1832
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
– –
-8,000
Closed -$290K
XLE icon
1833
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
– –
-877,200
Closed -$16.6M
XLC icon
1834
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-6,400
Closed -$432K
XLC icon
1835
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-6,300
Closed -$425K
XLF icon
1836
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
– –
-152,797
Closed -$4.91M
XLI icon
1837
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-32,800
Closed -$2.9M
XLI icon
1838
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-49,100
Closed -$4.35M
XLK icon
1839
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
– –
-299,000
Closed -$19.4M
XLK icon
1840
State Street Technology Select Sector SPDR ETF
XLK
$112B
– –
-18,124
Closed -$1.18M
XLK icon
1841
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
– –
-318,400
Closed -$20.7M
XLP icon
1842
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-25,200
Closed -$1.7M
XLP icon
1843
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-6,173
Closed -$416K
XLP icon
1844
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-38,800
Closed -$2.62M
XLU icon
1845
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
– –
-54,600
Closed -$1.71M
XLU icon
1846
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
– –
-10,620
Closed -$333K
XLU icon
1847
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
– –
-253,400
Closed -$7.94M
XLV icon
1848
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
– –
-34,700
Closed -$3.94M
XLV icon
1849
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
– –
-8,182
Closed -$928K
XLV icon
1850
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
– –
-61,200
Closed -$6.94M
72 73
74
75 76

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OAM
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NOCM
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QIM
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SLT
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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.