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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
LNC icon
526
PUT
Lincoln National
LNC
$8.8B
$935K 0.03%
13,600
+9,900
+268% +$647K
EWY icon
527
iShares MSCI South Korea ETF
EWY
$22.5B
$934K 0.03%
+11,585
New +$1.01M
MET icon
528
CALL
MetLife
MET
$62.5B
$926K 0.03%
15,000
-8,000
-35% -$482K
CHGG icon
529
CALL
Chegg
CHGG
$118M
$925K 0.03%
13,600
+10,500
+339% +$855K
DKS icon
530
CALL
Dick's Sporting Goods
DKS
$17.9B
$922K 0.03%
7,700
+4,700
+157% +$547K
ALB icon
531
CALL
Albemarle
ALB
$13.9B
$920K 0.03%
4,200
+1,000
+31% +$214K
HLT icon
532
Hilton Worldwide
HLT
$72.5B
$920K 0.03%
+6,967
New +$881K
MRK icon
533
Merck
MRK
$321B
$919K 0.03%
12,241
-24,442
-67% -$1.86M
LMND icon
534
CALL
Lemonade
LMND
$3.76B
$918K 0.03%
13,700
+7,900
+136% +$637K
SAM icon
535
PUT
Boston Beer
SAM
$1.93B
$918K 0.03%
1,800
+1,600
+800% +$1.09M
ZS icon
536
PUT
Zscaler
ZS
$24B
$918K 0.03%
3,500
-4,000
-53% -$1M
XLB icon
537
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$912K 0.03%
23,046
-3,296
-13% -$137K
EZU icon
538
iShare MSCI Eurozone ETF
EZU
$9.65B
$911K 0.03%
+18,926
New +$946K
ILMN icon
539
Illumina
ILMN
$31B
$909K 0.03%
2,303
+1,276
+124% +$587K
IWF icon
540
iShares Russell 1000 Growth ETF
IWF
$120B
$908K 0.03%
13,248
-28,268
-68% -$2M
REGN icon
541
CALL
Regeneron Pharmaceuticals
REGN
$77.4B
$908K 0.03%
1,500
+200
+15% +$124K
EOG icon
542
PUT
EOG Resources
EOG
$77.5B
$907K 0.03%
+11,300
New +$824K
DELL icon
543
PUT
Dell
DELL
$262B
$905K 0.03%
+17,165
New +$856K
SCHW
544
Charles Schwab
SCHW
$181B
$905K 0.03%
+12,422
New +$887K
AMT icon
545
CALL
American Tower
AMT
$81.3B
$902K 0.03%
+3,400
New +$969K
HCA icon
546
HCA Healthcare
HCA
$85.7B
$899K 0.03%
+3,704
New +$906K
HIG icon
547
Hartford Financial Services
HIG
$39.2B
$896K 0.03%
+12,754
New +$843K
SPCE icon
548
Virgin Galactic
SPCE
$329M
$896K 0.03%
1,770
+137
+8% +$81.3K
KBH icon
549
CALL
KB Home
KBH
$3.45B
$895K 0.03%
23,000
-19,100
-45% -$793K
PLAY icon
550
PUT
Dave & Buster's
PLAY
$377M
$893K 0.03%
+23,300
New +$843K
20 21
22
23 24

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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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RB
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OMG
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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.