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
XLP icon
101
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$5.42M 0.16%
78,700
+52,000
+195% +$3.71M
VZ icon
102
PUT
Verizon
VZ
$195B
$5.42M 0.16%
100,300
+32,500
+48% +$1.8M
COST icon
103
CALL
Costco
COST
$422B
$5.35M 0.16%
11,900
+2,900
+32% +$1.27M
SNOW icon
104
CALL
Snowflake
SNOW
$102B
$5.32M 0.16%
17,600
+2,900
+20% +$825K
CAT icon
105
CALL
Caterpillar
CAT
$375B
$5.32M 0.16%
27,700
-17,000
-38% -$3.54M
MAR icon
106
CALL
Marriott International
MAR
$98.3B
$5.24M 0.15%
35,400
+26,500
+298% +$3.7M
DOCU
107
CALL
DocuSign
DOCU
$10.5B
$5.23M 0.15%
20,300
+10,800
+114% +$3.11M
XOM icon
108
PUT
ExxonMobil
XOM
$644B
$5.21M 0.15%
88,500
+42,600
+93% +$2.43M
TXN icon
109
CALL
Texas Instruments
TXN
$252B
$5.17M 0.15%
26,900
+22,000
+449% +$4.19M
ROKU icon
110
CALL
Roku
ROKU
$21.5B
$5.14M 0.15%
16,400
+2,200
+15% +$829K
PG icon
111
PUT
Procter & Gamble
PG
$336B
$5.13M 0.15%
36,700
+5,400
+17% +$765K
HD icon
112
CALL
Home Depot
HD
$331B
$5.09M 0.15%
15,500
-6,500
-30% -$2.13M
C icon
113
PUT
Citigroup
C
$222B
$5.04M 0.15%
71,800
-73,900
-51% -$5.17M
EWJ icon
114
iShares MSCI Japan ETF
EWJ
$21.9B
$5.01M 0.15%
71,350
+56,608
+384% +$3.92M
TGT icon
115
PUT
Target
TGT
$65.6B
$4.99M 0.15%
21,800
+12,000
+122% +$3.01M
ADBE icon
116
PUT
Adobe
ADBE
$99.5B
$4.95M 0.15%
8,600
+900
+12% +$566K
SWKS icon
117
CALL
Skyworks Solutions
SWKS
$9.37B
$4.93M 0.14%
29,900
+21,100
+240% +$3.86M
TWLO icon
118
PUT
Twilio
TWLO
$30B
$4.85M 0.14%
15,200
+9,800
+181% +$3.57M
PYPL icon
119
CALL
PayPal
PYPL
$48.9B
$4.74M 0.14%
18,200
-2,000
-10% -$567K
XLE icon
120
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$4.72M 0.14%
181,282
+163,614
+926% +$4.05M
XLY icon
121
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$4.72M 0.14%
52,600
+27,400
+109% +$2.49M
F icon
122
CALL
Ford
F
$58.5B
$4.71M 0.14%
333,000
+221,800
+199% +$3.02M
XOP icon
123
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$4.66M 0.14%
48,200
+32,100
+199% +$2.73M
PFE icon
124
CALL
Pfizer
PFE
$143B
$4.6M 0.13%
107,000
+16,100
+18% +$713K
SPLK
125
CALL
DELISTED
Splunk Inc
SPLK
$4.57M 0.13%
31,600
+30,200
+2,157% +$4.39M
3 4
5
6 7

Similar funds

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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.