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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
WBA
826
PUT
DELISTED
Walgreens Boots Alliance
WBA
$423K 0.01%
9,000
-2,000
-18% -$96.5K
ET icon
827
Energy Transfer Partners
ET
$69.5B
$421K 0.01%
43,963
+14,189
+48% +$136K
MOS icon
828
PUT
The Mosaic Company
MOS
$7.19B
$421K 0.01%
11,800
+4,800
+69% +$154K
URI icon
829
PUT
United Rentals
URI
$65.7B
$421K 0.01%
+1,200
New +$403K
BABA icon
830
Alibaba
BABA
$276B
$420K 0.01%
+2,839
New +$517K
WELL icon
831
CALL
Welltower
WELL
$174B
$420K 0.01%
5,100
+2,200
+76% +$189K
CSIQ icon
832
PUT
Canadian Solar
CSIQ
$932M
$419K 0.01%
12,100
+6,000
+98% +$228K
LNC icon
833
CALL
Lincoln National
LNC
$7.92B
$419K 0.01%
6,100
-100
-2% -$6.53K
ROST icon
834
Ross Stores
ROST
$80.8B
$419K 0.01%
+3,850
New +$461K
KBE icon
835
State Street SPDR S&P Bank ETF
KBE
$1.64B
$416K 0.01%
7,864
+1,136
+17% +$57.7K
PLNT icon
836
PUT
Planet Fitness
PLNT
$4.45B
$416K 0.01%
+5,300
New +$403K
TECK icon
837
PUT
Teck Resources
TECK
$28.2B
$416K 0.01%
+16,700
New +$383K
VMBS icon
838
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$416K 0.01%
+7,811
New +$417K
BEN icon
839
Franklin Resources
BEN
$16.8B
$414K 0.01%
+13,924
New +$434K
BNDX icon
840
Vanguard Total International Bond ETF
BNDX
$82B
$412K 0.01%
7,238
-10,086
-58% -$581K
FISV
841
PUT
Fiserv Inc
FISV
$29.7B
$412K 0.01%
3,800
-1,500
-28% -$168K
IYW icon
842
iShares US Technology ETF
IYW
$22.6B
$410K 0.01%
+4,053
New +$423K
YINN icon
843
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
$409K 0.01%
1,997
+1,416
+244% +$362K
BE icon
844
CALL
Bloom Energy
BE
$48.2B
$408K 0.01%
21,800
+4,700
+27% +$99.4K
ERIC icon
845
Ericsson
ERIC
$32.1B
$408K 0.01%
36,421
+25,162
+223% +$297K
FTNT icon
846
Fortinet
FTNT
$112B
$408K 0.01%
+6,980
New +$404K
MT icon
847
PUT
ArcelorMittal
MT
$49.5B
$407K 0.01%
+13,500
New +$441K
DHI icon
848
D.R. Horton
DHI
$41.2B
$406K 0.01%
4,835
+2,333
+93% +$215K
HES
849
PUT
DELISTED
Hess
HES
$406K 0.01%
5,200
-3,300
-39% -$243K
IEI icon
850
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$406K 0.01%
3,118
-312
-9% -$40.9K
32 33
34
35 36

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OAM
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NOCM
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QIM
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SLT
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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.