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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
SPGI icon
1926
CALL
S&P Global
SPGI
$125B
– –
-1,000
Closed -$410K
SPGI icon
1927
PUT
S&P Global
SPGI
$125B
– –
-700
Closed -$287K
SPHQ icon
1928
Invesco S&P 500 Quality ETF
SPHQ
$19.3B
– –
-6,122
Closed -$298K
SPIP icon
1929
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
– –
-37,624
Closed -$1.17M
SPLB icon
1930
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.2B
– –
-6,432
Closed -$204K
SPMB icon
1931
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
– –
-25,085
Closed -$649K
SPSB icon
1932
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
– –
-59,898
Closed -$1.88M
SRE icon
1933
CALL
Sempra
SRE
$59.2B
– –
-7,600
Closed -$503K
SRE icon
1934
Sempra
SRE
$59.2B
– –
-10,990
Closed -$728K
SRE icon
1935
PUT
Sempra
SRE
$59.2B
– –
-6,800
Closed -$450K
STAA icon
1936
STAAR Surgical
STAA
$1.13B
– –
-1,915
Closed -$292K
SSYS icon
1937
CALL
Stratasys
SSYS
$690M
– –
-8,600
Closed -$222K
STIP icon
1938
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
– –
-10,802
Closed -$1.15M
STT icon
1939
CALL
State Street
STT
$50.2B
– –
-3,000
Closed -$247K
STX icon
1940
Seagate
STX
$169B
– –
-5,873
Closed -$516K
STX icon
1941
PUT
Seagate
STX
$169B
– –
-3,900
Closed -$343K
STZ icon
1942
Constellation Brands
STZ
$22.5B
– –
-1,092
Closed -$238K
SWAN icon
1943
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$157M
– –
-7,053
Closed -$242K
SWBI icon
1944
CALL
Smith & Wesson
SWBI
$657M
– –
-21,300
Closed -$739K
SWKS icon
1945
Skyworks Solutions
SWKS
$9.73B
– –
-1,551
Closed -$284K
SYK icon
1946
CALL
Stryker
SYK
$133B
– –
-1,900
Closed -$493K
SYK icon
1947
PUT
Stryker
SYK
$133B
– –
-1,800
Closed -$468K
SYY icon
1948
Sysco
SYY
$40.8B
– –
-4,329
Closed -$330K
TBF icon
1949
ProShares Short 20+ Year Treasury ETF
TBF
$85.7M
– –
-31,830
Closed -$537K
TBLL icon
1950
Invesco Short Term Treasury ETF
TBLL
$2.61B
– –
-2,266
Closed -$239K
76 77
78
79 80

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OAM
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NOCM
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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.