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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
INCY icon
626
PUT
Incyte
INCY
$24.9B
$729K 0.02%
+10,600
New +$806K
AMAT icon
627
PUT
Applied Materials
AMAT
$398B
$721K 0.02%
5,600
-8,800
-61% -$1.19M
VTEB icon
628
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.2B
$721K 0.02%
+13,160
New +$728K
DECK icon
629
CALL
Deckers Outdoor
DECK
$13.6B
$720K 0.02%
+12,000
New +$822K
AMBA icon
630
Ambarella
AMBA
$3.25B
$719K 0.02%
+4,616
New +$531K
VOO icon
631
Vanguard S&P 500 ETF
VOO
$972B
$717K 0.02%
1,819
+601
+49% +$244K
MTD icon
632
Mettler-Toledo International
MTD
$27.9B
$712K 0.02%
+517
New +$778K
MDB icon
633
PUT
MongoDB
MDB
$26.2B
$707K 0.02%
1,500
+700
+88% +$282K
PLNT icon
634
CALL
Planet Fitness
PLNT
$4.43B
$707K 0.02%
9,000
+4,600
+105% +$350K
JBLU icon
635
CALL
JetBlue
JBLU
$2.29B
$706K 0.02%
+46,200
New +$709K
NXPI icon
636
PUT
NXP Semiconductors
NXPI
$61.8B
$705K 0.02%
3,600
+2,100
+140% +$436K
PRU icon
637
PUT
Prudential Financial
PRU
$42.6B
$705K 0.02%
6,700
+700
+12% +$72.1K
XME icon
638
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$700K 0.02%
+16,765
New +$725K
PWR icon
639
CALL
Quanta Services
PWR
$98.7B
$694K 0.02%
+6,100
New +$612K
PRKS icon
640
United Parks & Resorts
PRKS
$2.15B
$693K 0.02%
+12,529
New +$631K
FCX icon
641
Freeport-McMoran
FCX
$91.2B
$690K 0.02%
21,209
-6,856
-24% -$241K
GD icon
642
General Dynamics
GD
$103B
$687K 0.02%
+3,507
New +$686K
WPC icon
643
PUT
W.P. Carey
WPC
$16.9B
$687K 0.02%
9,597
+4,186
+77% +$319K
AGQ icon
644
ProShares Ultra Silver
AGQ
$1.2B
$686K 0.02%
21,454
+7,817
+57% +$307K
UNP icon
645
PUT
Union Pacific
UNP
$172B
$686K 0.02%
3,500
+1,700
+94% +$367K
PNC icon
646
PUT
PNC Financial Services
PNC
$99.2B
$685K 0.02%
3,500
+400
+13% +$75.6K
SPYM
647
State Street SPDR Portfolio S&P 500 ETF
SPYM
$160B
$683K 0.02%
13,545
+3,222
+31% +$167K
GAP
648
The Gap Inc
GAP
$7.34B
$681K 0.02%
30,004
+20,556
+218% +$568K
ADP icon
649
PUT
Automatic Data Processing
ADP
$105B
$680K 0.02%
3,400
+1,200
+55% +$247K
VTIP icon
650
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$678K 0.02%
12,891
+457
+4% +$24K
24 25
26
27 28

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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.