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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
OXY icon
651
CALL
Occidental Petroleum
OXY
$55.6B
$677K 0.02%
22,900
-61,600
-73% -$1.64M
CTXS
652
DELISTED
Citrix Systems Inc
CTXS
$677K 0.02%
+6,306
New +$681K
ONEQ icon
653
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.2B
$671K 0.02%
+11,936
New +$688K
FCEL icon
654
FuelCell Energy
FCEL
$1.89B
$667K 0.02%
+3,321
New +$660K
MAS icon
655
PUT
Masco
MAS
$14.2B
$667K 0.02%
+12,000
New +$712K
DBX icon
656
PUT
Dropbox
DBX
$7.49B
$666K 0.02%
+22,800
New +$708K
O icon
657
Realty Income
O
$60.1B
$666K 0.02%
+10,596
New +$715K
VGSH icon
658
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$662K 0.02%
10,782
-518
-5% -$31.8K
MET icon
659
PUT
MetLife
MET
$62.5B
$661K 0.02%
10,700
-4,600
-30% -$277K
DBX icon
660
Dropbox
DBX
$7.49B
$660K 0.02%
22,582
+12,701
+129% +$394K
AN icon
661
AutoNation
AN
$7.18B
$659K 0.02%
5,410
+3,213
+146% +$363K
TSM icon
662
PUT
TSMC
TSM
$2.09T
$659K 0.02%
5,900
-9,200
-61% -$1.08M
QID icon
663
ProShares UltraShort QQQ
QID
$285M
$652K 0.02%
6,537
-7,677
-54% -$731K
DOW icon
664
CALL
Dow Inc
DOW
$21.7B
$650K 0.02%
11,300
+5,100
+82% +$312K
NUE icon
665
PUT
Nucor
NUE
$58.5B
$650K 0.02%
+6,600
New +$702K
WDAY icon
666
PUT
Workday
WDAY
$39B
$650K 0.02%
2,600
-600
-19% -$149K
TWM icon
667
ProShares UltraShort Russell2000
TWM
$43.8M
$649K 0.02%
+9,264
New +$647K
AKAM icon
668
CALL
Akamai
AKAM
$16.5B
$648K 0.02%
6,200
+800
+15% +$91.4K
LQD icon
669
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$648K 0.02%
4,872
-2,862
-37% -$387K
CM icon
670
Canadian Imperial Bank of Commerce
CM
$108B
$647K 0.02%
+11,624
New +$669K
DUST icon
671
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
$647K 0.02%
267
+115
+76% +$235K
KR icon
672
PUT
Kroger
KR
$35.4B
$647K 0.02%
16,000
-9,600
-38% -$403K
PAYC icon
673
Paycom
PAYC
$7.53B
$647K 0.02%
+1,305
New +$582K
A icon
674
CALL
Agilent Technologies
A
$39.2B
$646K 0.02%
+4,100
New +$663K
ATVI
675
PUT
DELISTED
Activision Blizzard
ATVI
$642K 0.02%
8,300
-8,500
-51% -$710K
25 26
27
28 29

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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.