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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
PAA icon
1826
PUT
Plains All American Pipeline
PAA
$17.2B
– –
-31,600
Closed -$359K
PAAS icon
1827
PUT
Pan American Silver
PAAS
$18.2B
– –
-10,000
Closed -$286K
PAYC icon
1828
CALL
Paycom
PAYC
$7.54B
– –
-1,500
Closed -$545K
PAYC icon
1829
PUT
Paycom
PAYC
$7.54B
– –
-600
Closed -$218K
PAYX icon
1830
CALL
Paychex
PAYX
$42.3B
– –
-1,900
Closed -$204K
PBR icon
1831
CALL
Petrobras
PBR
$116B
– –
-28,400
Closed -$347K
PEG icon
1832
Public Service Enterprise Group
PEG
$39.3B
– –
-5,812
Closed -$347K
PERI icon
1833
CALL
Perion Network
PERI
$378M
– –
-10,300
Closed -$221K
PFE icon
1834
Pfizer
PFE
$144B
– –
-38,456
Closed -$1.7M
PG icon
1835
Procter & Gamble
PG
$347B
– –
-4,255
Closed -$603K
PGF icon
1836
Invesco Financial Preferred ETF
PGF
$676M
– –
-14,211
Closed -$274K
PGR icon
1837
PUT
Progressive
PGR
$128B
– –
-3,600
Closed -$354K
PGRE
1838
DELISTED
Paramount Group
PGRE
– –
-25,964
Closed -$261K
PGX icon
1839
Invesco Preferred ETF
PGX
$3.81B
– –
-13,051
Closed -$200K
PH icon
1840
CALL
Parker-Hannifin
PH
$125B
– –
-2,900
Closed -$891K
PHIO icon
1841
Phio Pharmaceuticals
PHIO
$11.7M
– –
-158
Closed -$39K
PHM icon
1842
CALL
Pultegroup
PHM
$25.7B
– –
-4,400
Closed -$240K
PID icon
1843
Invesco International Dividend Achievers ETF
PID
$932M
– –
-16,778
Closed -$296K
PII icon
1844
CALL
Polaris
PII
$4.07B
– –
-2,300
Closed -$315K
PII icon
1845
PUT
Polaris
PII
$4.07B
– –
-1,500
Closed -$205K
PKW icon
1846
Invesco BuyBack Achievers ETF
PKW
$1.73B
– –
-5,376
Closed -$485K
PLCE icon
1847
CALL
Children's Place
PLCE
$55.8M
– –
-2,600
Closed -$242K
PLD icon
1848
CALL
Prologis
PLD
$137B
– –
-2,500
Closed -$299K
PLD icon
1849
PUT
Prologis
PLD
$137B
– –
-1,800
Closed -$215K
PM icon
1850
CALL
Philip Morris
PM
$312B
– –
-3,900
Closed -$387K
72 73
74
75 76

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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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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.