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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
-2.22%
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
$3.41B
AUM Growth
+$85.4M
Cap. Flow
+$23M
Cap. Flow %
0.67%
Top 10 Hldgs %
36.32%
Holding
2,107
New
637
Increased
524
Reduced
327
Closed
602

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$12.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$7.51M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$7.46M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$7.16M
5
LOGI icon
Logitech
LOGI
+$5.23M

Top Sells

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$9.45M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$7.5M
3
TSLA icon
Tesla
TSLA
+$6.07M
4
V icon
Visa
V
+$4.04M
5
TIP icon
iShares TIPS Bond ETF
TIP
+$3.83M

Sector Composition

Rank Sector Weight
1 Technology 1.65%
2 Consumer Discretionary 1.16%
3 Financials 0.96%
4 Healthcare 0.83%
5 Communication Services 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ANGL icon
1526
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.07B
– –
-17,320
Closed -$570K
AOM icon
1527
iShares Core Moderate Allocation ETF
AOM
$1.74B
– –
-5,770
Closed -$260K
AON icon
1528
PUT
Aon
AON
$80.6B
– –
-6,600
Closed -$1.58M
APD icon
1529
CALL
Air Products & Chemicals
APD
$65.5B
– –
-4,200
Closed -$1.21M
APD icon
1530
PUT
Air Products & Chemicals
APD
$65.5B
– –
-3,100
Closed -$892K
APH icon
1531
Amphenol
APH
$185B
– –
-6,210
Closed -$212K
APO icon
1532
CALL
Apollo Global Management
APO
$69B
– –
-4,600
Closed -$286K
APPN icon
1533
CALL
Appian
APPN
$2.11B
– –
-6,000
Closed -$827K
APPN icon
1534
PUT
Appian
APPN
$2.11B
– –
-2,600
Closed -$358K
APPS icon
1535
CALL
Digital Turbine
APPS
$982M
– –
-15,400
Closed -$1.17M
APRE icon
1536
Aprea Therapeutics
APRE
$7.69M
– –
-598
Closed -$58K
AR icon
1537
CALL
Antero Resources
AR
$10.9B
– –
-10,200
Closed -$153K
ASAN icon
1538
Asana
ASAN
$1.96B
– –
-5,852
Closed -$486K
ASM
1539
Avino Silver & Gold Mines
ASM
$924M
– –
-17,858
Closed -$21K
ASX icon
1540
ASE Group
ASX
$68.3B
– –
-10,185
Closed -$82K
AVB icon
1541
PUT
AvalonBay Communities
AVB
$27.5B
– –
-1,500
Closed -$313K
AVY icon
1542
Avery Dennison
AVY
$12.8B
– –
-1,135
Closed -$239K
AXON
1543
CALL
Axon Enterprise
AXON
$42.8B
– –
-2,400
Closed -$424K
AXP icon
1544
PUT
American Express
AXP
$224B
– –
-9,200
Closed -$1.52M
AZO icon
1545
PUT
AutoZone
AZO
$51.3B
– –
-200
Closed -$298K
BALL icon
1546
CALL
Ball Corp
BALL
$17.5B
– –
-3,900
Closed -$316K
BAX icon
1547
Baxter International
BAX
$12.8B
– –
-4,980
Closed -$401K
BB icon
1548
PUT
BlackBerry
BB
$4.58B
– –
-11,900
Closed -$145K
BBWI icon
1549
CALL
Bath & Body Works
BBWI
$3.97B
– –
-10,143
Closed -$591K
BCS icon
1550
Barclays
BCS
$87.8B
– –
-27,262
Closed -$263K
60 61
62
63 64

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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 Q3 2021 Portfolio in Review

As of Q3 2021, Two Sigma Securities held 2,107 positions worth $3.41B, up 2.6% from $3.33B the previous quarter. Its ten largest holdings account for 36% of the portfolio.

Two Sigma Securities's Q3 2021 filing shows 637 new, 524 increased, 327 reduced and 602 closed positions. Its largest new stake was Invesco QQQ Trust: 34,130 shares worth $12.2M. The largest sale was Alphabet (Google) Class A, an estimated $9.45M.

By sector, the portfolio is most concentrated in Technology at 1.6% of assets, up from 1.1% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Two Sigma Securities's largest Q3 2021 buy was Invesco QQQ Trust: 34,130 shares worth $12.2M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q3 2021, an estimated $7.51M increase.
  • Two Sigma Securities's biggest Q3 2021 reduction was Alphabet (Google) Class A, cutting an estimated $9.45M.
  • Two Sigma Securities fully exited Visa in Q3 2021, selling an estimated $4.04M.
  • Two Sigma Securities's ten largest holdings make up 36% of its $3.41B portfolio in Q3 2021.
  • Two Sigma Securities opened 637 new positions and closed 602 in Q3 2021.
  • Two Sigma Securities's portfolio value rose 2.6% quarter-over-quarter to $3.41B.

Based on Two Sigma Securities's 13F filing for Q3 2021, filed 15 Nov 2021.