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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
TSLA icon
1
PUT
Tesla
TSLA
$1.21T
$676M 37.4%
3,035,100
-697,200
-19% -$175M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$131M 7.28%
331,700
-423,900
-56% -$163M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$67.7M 3.74%
170,700
-239,000
-58% -$92.2M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$445B
$39.2M 2.17%
122,900
-526,200
-81% -$168M
PCGU
5
DELISTED
PG&E Corporation
PCGU
$31.1M 1.72%
272,179
-50,164
-16% -$5.75M
QQQ icon
6
CALL
Invesco QQQ Trust
QQQ
$445B
$28.3M 1.57%
88,700
-247,500
-74% -$79.1M
IWM icon
7
PUT
iShares Russell 2000 ETF
IWM
$80.3B
$27.3M 1.51%
123,500
-515,800
-81% -$113M
SPY icon
8
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$23.7M 1.31%
59,778
+55,313
+1,239% +$21.3M
NEE.PRO
9
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.8M 1.26%
396,568
-25,000
-6% -$1.48M
AMZN icon
10
PUT
Amazon
AMZN
$2.49T
$19.2M 1.06%
124,000
-134,000
-52% -$21.2M
X
11
PUT
DELISTED
US Steel
X
$17.7M 0.98%
677,500
-1,354,200
-67% -$26.7M
DHR icon
12
PUT
Danaher
DHR
$140B
$17.2M 0.95%
85,954
-1,579
-2% -$321K
SJIV
13
DELISTED
South Jersey Industries, Inc. Corporate Units
SJIV
$14.9M 0.83%
+300,000
New +$15M
AAPL icon
14
PUT
Apple
AAPL
$4.97T
$13.9M 0.77%
113,500
-113,200
-50% -$14.5M
NEE icon
15
CALL
NextEra Energy
NEE
$187B
$13.6M 0.75%
179,300
-12,700
-7% -$991K
IWM icon
16
CALL
iShares Russell 2000 ETF
IWM
$80.3B
$13.1M 0.73%
59,400
-221,000
-79% -$48.3M
AAPL icon
17
CALL
Apple
AAPL
$4.97T
$12.3M 0.68%
100,300
-252,100
-72% -$32.4M
DIA icon
18
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$10.6M 0.59%
32,200
-131,800
-80% -$41.6M
MSFT icon
19
PUT
Microsoft
MSFT
$2.95T
$10.6M 0.59%
45,000
-33,600
-43% -$7.8M
CME icon
20
CME Group
CME
$93.3B
$9.63M 0.53%
47,129
+1,089
+2% +$214K
AMZN icon
21
CALL
Amazon
AMZN
$2.49T
$9.59M 0.53%
62,000
-330,000
-84% -$52.3M
BDX icon
22
Becton Dickinson
BDX
$45.5B
$8.49M 0.47%
35,812
-29,120
-45% -$7.11M
BURL icon
23
PUT
Burlington
BURL
$23.3B
$7.62M 0.42%
25,500
-100
-0.4% -$27.2K
FTV icon
24
CALL
Fortive
FTV
$19.4B
$7.57M 0.42%
142,122
+26,275
+23% +$1.36M
AMZN icon
25
Amazon
AMZN
$2.49T
$6.94M 0.38%
44,860
+12,720
+40% +$2.02M
1
2 3 4 5

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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.