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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
BOX icon
1101
CALL
Box
BOX
$4.49B
$249K 0.01%
+10,500
New +$258K
MLCO icon
1102
Melco Resorts & Entertainment
MLCO
$2.21B
$249K 0.01%
+24,335
New +$320K
BBL
1103
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$249K 0.01%
+4,914
New +$295K
MPC icon
1104
Marathon Petroleum
MPC
$90.1B
$248K 0.01%
4,014
-2,043
-34% -$117K
NUE icon
1105
Nucor
NUE
$58.3B
$248K 0.01%
+2,521
New +$268K
ROP icon
1106
Roper Technologies
ROP
$40.4B
$248K 0.01%
+557
New +$267K
DEM icon
1107
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.8B
$247K 0.01%
+5,665
New +$254K
VNQ icon
1108
Vanguard Real Estate ETF
VNQ
$39.9B
$247K 0.01%
2,424
-3,760
-61% -$399K
DASH icon
1109
DoorDash
DASH
$84.3B
$246K 0.01%
+1,194
New +$228K
PFSI icon
1110
PennyMac Financial
PFSI
$4.47B
$246K 0.01%
+4,025
New +$256K
CIG icon
1111
CEMIG Preferred Shares
CIG
$6.06B
$245K 0.01%
+164,525
New +$231K
GDXJ icon
1112
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$245K 0.01%
6,400
+800
+14% +$34.3K
JQC icon
1113
Nuveen Credit Strategies Income Fund
JQC
$702M
$245K 0.01%
+37,378
New +$244K
TREX icon
1114
PUT
Trex
TREX
$4.4B
$245K 0.01%
+2,400
New +$251K
CROX icon
1115
PUT
Crocs
CROX
$6.63B
$244K 0.01%
+1,700
New +$233K
LCTX icon
1116
Lineage Cell Therapeutics
LCTX
$264M
$244K 0.01%
+96,762
New +$248K
TRIP icon
1117
CALL
TripAdvisor
TRIP
$1.7B
$244K 0.01%
7,200
+300
+4% +$10.8K
URI icon
1118
United Rentals
URI
$65.7B
$243K 0.01%
+692
New +$232K
BIG
1119
PUT
DELISTED
Big Lots, Inc.
BIG
$243K 0.01%
+5,600
New +$305K
CPRT icon
1120
Copart
CPRT
$28.5B
$242K 0.01%
6,972
-240
-3% -$8.57K
ETN icon
1121
Eaton
ETN
$141B
$242K 0.01%
+1,622
New +$259K
NRG icon
1122
NRG Energy
NRG
$26.2B
$242K 0.01%
5,938
-15,986
-73% -$680K
DT icon
1123
CALL
Dynatrace
DT
$12.7B
$241K 0.01%
3,400
-3,200
-48% -$210K
XLNX
1124
DELISTED
Xilinx Inc
XLNX
$241K 0.01%
+1,595
New +$234K
CMBS icon
1125
iShares CMBS ETF
CMBS
$473M
$240K 0.01%
+4,440
New +$242K
43 44
45
46 47

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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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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.