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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
TMBR
1926
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-352
Closed -$13K
RJI
1927
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-12,971
Closed -$64K
AVLR
1928
DELISTED
Avalara, Inc.
AVLR
– –
-3,253
Closed -$536K
RMO
1929
CALL
DELISTED
Romeo Power, Inc.
RMO
– –
-10,100
Closed -$227K
RMO
1930
DELISTED
Romeo Power, Inc.
RMO
– –
-13,650
Closed -$307K
TGA
1931
DELISTED
Transglobe Energy Corp
TGA
– –
-14,825
Closed -$14K
GBT
1932
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-7,601
Closed -$329K
CTXS
1933
CALL
DELISTED
Citrix Systems Inc
CTXS
– –
-4,200
Closed -$546K
CTXS
1934
DELISTED
Citrix Systems Inc
CTXS
– –
-2,555
Closed -$332K
CTXS
1935
PUT
DELISTED
Citrix Systems Inc
CTXS
– –
-4,800
Closed -$624K
MNDT
1936
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-35,900
Closed -$828K
MNDT
1937
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-11,930
Closed -$275K
MNDT
1938
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-22,000
Closed -$507K
ENDP
1939
CALL
DELISTED
Endo International plc
ENDP
– –
-32,100
Closed -$230K
ENDP
1940
PUT
DELISTED
Endo International plc
ENDP
– –
-14,200
Closed -$102K
BKEP
1941
DELISTED
Blueknight Energy Partners L.P.
BKEP
– –
-14,475
Closed -$29K
PSTH
1942
CALL
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
– –
-12,000
Closed -$333K
BDR
1943
DELISTED
Blonder Tongue Laboratories Inc
BDR
– –
-10,570
Closed -$14K
CERN
1944
CALL
DELISTED
Cerner Corp
CERN
– –
-4,200
Closed -$330K
ZNGA
1945
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-40,300
Closed -$398K
HBP
1946
DELISTED
Huttig Building Products, Inc.
HBP
– –
-29,896
Closed -$110K
ARNA
1947
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-2,894
Closed -$222K
NUAN
1948
CALL
DELISTED
Nuance Communications, Inc.
NUAN
– –
-6,800
Closed -$300K
NUAN
1949
DELISTED
Nuance Communications, Inc.
NUAN
– –
-6,849
Closed -$302K
XLNX
1950
CALL
DELISTED
Xilinx Inc
XLNX
– –
-1,700
Closed -$241K
76 77
78
79 80

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OAM
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NOCM
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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.