We are live on ! Find out more
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
ASML icon
751
PUT
ASML
ASML
$596B
$522K 0.02%
700
+200
+40% +$157K
EOG icon
752
CALL
EOG Resources
EOG
$77.7B
$522K 0.02%
6,500
-4,100
-39% -$299K
MT icon
753
CALL
ArcelorMittal
MT
$49.5B
$522K 0.02%
+17,300
New +$565K
NCNO icon
754
nCino
NCNO
$2.06B
$522K 0.02%
+7,354
New +$490K
GTM
755
PUT
ZoomInfo Technologies
GTM
$1.03B
$520K 0.02%
+8,500
New +$508K
A icon
756
Agilent Technologies
A
$39.6B
$518K 0.02%
3,288
+1,674
+104% +$271K
BABA icon
757
PUT
Alibaba
BABA
$276B
$518K 0.02%
+3,500
New +$637K
EOG icon
758
EOG Resources
EOG
$77.7B
$518K 0.02%
6,455
+2,158
+50% +$157K
ADI icon
759
Analog Devices
ADI
$172B
$517K 0.02%
3,085
+422
+16% +$70.8K
KO icon
760
Coca-Cola
KO
$383B
$514K 0.02%
9,801
-1,000
-9% -$55.7K
EL icon
761
CALL
Estee Lauder
EL
$30.4B
$510K 0.02%
1,700
+800
+89% +$261K
EL icon
762
PUT
Estee Lauder
EL
$30.4B
$510K 0.02%
+1,700
New +$555K
NEM icon
763
PUT
Newmont
NEM
$96.2B
$510K 0.02%
9,400
-3,700
-28% -$218K
MU icon
764
Micron Technology
MU
$835B
$509K 0.01%
7,165
-21,417
-75% -$1.61M
ABT icon
765
Abbott
ABT
$187B
$508K 0.01%
4,303
-12,102
-74% -$1.49M
BAC icon
766
Bank of America
BAC
$429B
$506K 0.01%
+11,924
New +$480K
BBBY
767
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$506K 0.01%
29,300
+3,900
+15% +$105K
MDIV icon
768
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$503K 0.01%
+30,681
New +$511K
SWK icon
769
Stanley Black & Decker
SWK
$14.5B
$503K 0.01%
+2,871
New +$560K
ING icon
770
ING
ING
$92.9B
$502K 0.01%
34,670
-557
-2% -$7.44K
DRIP icon
771
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$105M
$501K 0.01%
832
+421
+102% +$364K
AA icon
772
CALL
Alcoa
AA
$11.3B
$499K 0.01%
+10,200
New +$431K
PLAN
773
CALL
DELISTED
Anaplan, Inc.
PLAN
$493K 0.01%
+8,100
New +$482K
KHC icon
774
Kraft Heinz
KHC
$32.8B
$492K 0.01%
13,358
-9,117
-41% -$343K
WHR icon
775
CALL
Whirlpool
WHR
$2.49B
$489K 0.01%
2,400
+900
+60% +$197K
29 30
31
32 33

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.