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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
NLY icon
501
Annaly Capital Management
NLY
$17.3B
$1M 0.03%
29,797
-7,702
-21% -$265K
RSP icon
502
Invesco S&P 500 Equal Weight ETF
RSP
$97.2B
$1M 0.03%
6,695
+4,509
+206% +$690K
TJX icon
503
PUT
TJX Companies
TJX
$176B
$1M 0.03%
15,200
+5,300
+54% +$370K
VGT icon
504
Vanguard Information Technology ETF
VGT
$139B
$1M 0.03%
+19,984
New +$1.04M
IEFA icon
505
iShares Core MSCI EAFE ETF
IEFA
$192B
$1M 0.03%
+13,475
New +$1.03M
ALC icon
506
CALL
Alcon
ALC
$33.9B
$998K 0.03%
12,400
+6,400
+107% +$493K
SYY icon
507
PUT
Sysco
SYY
$40.6B
$997K 0.03%
12,700
+1,800
+17% +$137K
XRT icon
508
CALL
State Street SPDR S&P Retail ETF
XRT
$453M
$994K 0.03%
11,000
+5,900
+116% +$560K
SIRI icon
509
SiriusXM
SIRI
$10.4B
$992K 0.03%
16,269
+9,201
+130% +$578K
IWB icon
510
iShares Russell 1000 ETF
IWB
$47.9B
$991K 0.03%
4,101
-7,958
-66% -$1.98M
SCHF icon
511
Schwab International Equity ETF
SCHF
$67B
$989K 0.03%
+51,106
New +$1.02M
PLAY icon
512
CALL
Dave & Buster's
PLAY
$377M
$985K 0.03%
25,700
+20,400
+385% +$738K
ARKK icon
513
ARK Innovation ETF
ARKK
$5.77B
$981K 0.03%
8,874
+6,896
+349% +$830K
AMGN icon
514
CALL
Amgen
AMGN
$209B
$978K 0.03%
4,600
-200
-4% -$46K
UNH icon
515
CALL
UnitedHealth
UNH
$383B
$977K 0.03%
2,500
-12,000
-83% -$4.97M
IAA
516
DELISTED
IAA, Inc. Common Stock
IAA
$977K 0.03%
+17,900
New +$992K
HON icon
517
PUT
Honeywell
HON
$76.7B
$976K 0.03%
4,881
+3,183
+187% +$679K
X
518
DELISTED
US Steel
X
$963K 0.03%
43,833
+24,698
+129% +$618K
ADP icon
519
Automatic Data Processing
ADP
$105B
$961K 0.03%
+4,807
New +$990K
MTN icon
520
Vail Resorts
MTN
$5.45B
$957K 0.03%
+2,865
New +$884K
BILL icon
521
BILL Holdings
BILL
$4.52B
$956K 0.03%
+3,580
New +$826K
IGV icon
522
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
$948K 0.03%
11,875
+2,615
+28% +$213K
DDOG icon
523
PUT
Datadog
DDOG
$95.6B
$947K 0.03%
6,700
+2,900
+76% +$366K
ZS icon
524
Zscaler
ZS
$24B
$946K 0.03%
+3,608
New +$906K
A icon
525
PUT
Agilent Technologies
A
$39.2B
$945K 0.03%
+6,000
New +$971K
19 20
21
22 23

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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.