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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
MRO
1876
CALL
DELISTED
Marathon Oil Corporation
MRO
– –
-75,700
Closed -$505K
MRO
1877
PUT
DELISTED
Marathon Oil Corporation
MRO
– –
-12,500
Closed -$83K
RCM
1878
DELISTED
R1 RCM Inc. Common Stock
RCM
– –
-9,538
Closed -$229K
BYU
1879
DELISTED
BAIYU Holdings, Inc. Common Stock
BYU
– –
-77
Closed -$31K
SAVE
1880
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-9,500
Closed -$232K
VTNR
1881
DELISTED
Vertex Energy, Inc
VTNR
– –
-37,752
Closed -$27K
SWN
1882
CALL
DELISTED
Southwestern Energy Company
SWN
– –
-94,500
Closed -$282K
SWN
1883
PUT
DELISTED
Southwestern Energy Company
SWN
– –
-50,700
Closed -$151K
LKCO
1884
DELISTED
Luokung Technology Corp Ordinary Shares
LKCO
– –
-227
Closed -$37K
ASXC
1885
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-40,218
Closed -$25K
SPWR
1886
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-27,700
Closed -$710K
SPWR
1887
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-12,200
Closed -$313K
LL
1888
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-6,700
Closed -$206K
SLCA
1889
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-37,313
Closed -$262K
OSG
1890
DELISTED
Overseas Shipholding Group Inc.
OSG
– –
-19,050
Closed -$41K
WRK
1891
PUT
DELISTED
WestRock Company
WRK
– –
-6,000
Closed -$261K
SWAV
1892
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
– –
-3,805
Closed -$395K
AMJ
1893
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-11,313
Closed -$157K
CTHR
1894
DELISTED
Charles & Colvard Ltd
CTHR
– –
-1,163
Closed -$14K
TRVN
1895
DELISTED
Trevena, Inc.
TRVN
– –
-38
Closed -$51K
TTOO
1896
DELISTED
T2 Biosystems, Inc
TTOO
– –
-4
Closed -$22K
PXD
1897
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-10,300
Closed -$1.17M
PXD
1898
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-2,400
Closed -$273K
AAU
1899
DELISTED
Almaden Minerals Ltd
AAU
– –
-16,210
Closed -$8K
SPLK
1900
CALL
DELISTED
Splunk Inc
SPLK
– –
-7,000
Closed -$1.19M
74 75
76
77 78

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AWP
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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.