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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
ITB icon
576
iShares US Home Construction ETF
ITB
$2.29B
$825K 0.02%
+12,459
New +$878K
LYFT icon
577
CALL
Lyft
LYFT
$5.9B
$825K 0.02%
15,400
+6,600
+75% +$350K
TECH icon
578
Bio-Techne
TECH
$11.2B
$823K 0.02%
6,792
+3,768
+125% +$459K
DHR icon
579
CALL
Danaher
DHR
$138B
$822K 0.02%
+3,046
New +$829K
NUGT icon
580
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
$822K 0.02%
19,263
+10,709
+125% +$567K
TD icon
581
CALL
Toronto Dominion Bank
TD
$198B
$820K 0.02%
+12,400
New +$827K
JETS icon
582
US Global Jets ETF
JETS
$786M
$819K 0.02%
+34,662
New +$799K
TMUS icon
583
PUT
T-Mobile US
TMUS
$186B
$818K 0.02%
6,400
+2,800
+78% +$390K
PXD
584
DELISTED
Pioneer Natural Resource Co.
PXD
$817K 0.02%
+4,906
New +$742K
MMP
585
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$816K 0.02%
17,900
+12,100
+209% +$575K
IYH icon
586
iShares US Healthcare ETF
IYH
$3.39B
$815K 0.02%
+14,760
New +$844K
HZNP
587
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$815K 0.02%
+7,444
New +$773K
B
588
PUT
Barrick Mining
B
$63.2B
$812K 0.02%
45,000
+22,700
+102% +$456K
CCJ icon
589
Cameco
CCJ
$38.4B
$811K 0.02%
37,310
+16,000
+75% +$303K
LYV icon
590
CALL
Live Nation Entertainment
LYV
$42.7B
$811K 0.02%
8,900
+400
+5% +$33.7K
SPLV icon
591
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$811K 0.02%
13,323
-9,725
-42% -$613K
DAL icon
592
PUT
Delta Air Lines
DAL
$58.3B
$810K 0.02%
19,000
-32,600
-63% -$1.33M
TNA icon
593
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
$810K 0.02%
+9,773
New +$850K
XRT icon
594
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
$804K 0.02%
8,900
+3,900
+78% +$370K
DD icon
595
DuPont de Nemours
DD
$18.7B
$801K 0.02%
+9,381
New +$869K
EWZ icon
596
iShares MSCI Brazil ETF
EWZ
$9.25B
$798K 0.02%
24,844
-25,740
-51% -$941K
SPLK
597
DELISTED
Splunk Inc
SPLK
$797K 0.02%
5,505
+3,679
+201% +$535K
GSK icon
598
GSK
GSK
$104B
$792K 0.02%
16,574
+11,213
+209% +$563K
VLO icon
599
PUT
Valero Energy
VLO
$92.6B
$790K 0.02%
+11,200
New +$745K
ALC icon
600
PUT
Alcon
ALC
$33.9B
$789K 0.02%
+9,800
New +$754K
22 23
24
25 26

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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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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.