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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
DBC icon
1626
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-16,676
Closed -$321K
DD icon
1627
CALL
DuPont de Nemours
DD
$18.8B
– –
-28,043
Closed -$2.73M
DDD icon
1628
PUT
3D Systems Corp
DDD
$417M
– –
-5,400
Closed -$216K
DEO icon
1629
PUT
Diageo
DEO
$49.4B
– –
-16,200
Closed -$3.1M
DGX icon
1630
Quest Diagnostics
DGX
$26B
– –
-1,524
Closed -$201K
DHI icon
1631
CALL
D.R. Horton
DHI
$41.7B
– –
-9,800
Closed -$886K
DHF
1632
BNY Mellon High Yield Strategies Fund
DHF
$172M
– –
-37,314
Closed -$136K
DHR icon
1633
Danaher
DHR
$138B
– –
-3,896
Closed -$1.06M
DHT icon
1634
DHT Holdings
DHT
$3.02B
– –
-32,251
Closed -$209K
DHY
1635
Credit Suisse High Yield Credit Fund
DHY
$240M
– –
-17,410
Closed -$44K
DLR icon
1636
Digital Realty Trust
DLR
$70B
– –
-1,819
Closed -$274K
DLR icon
1637
PUT
Digital Realty Trust
DLR
$70B
– –
-3,000
Closed -$451K
DMAC icon
1638
DiaMedica Therapeutics
DMAC
$351M
– –
-30,511
Closed -$136K
DNP icon
1639
DNP Select Income Fund
DNP
$4.13B
– –
-12,858
Closed -$134K
DOCU
1640
DocuSign
DOCU
$11.2B
– –
-5,024
Closed -$1.45M
DPZ icon
1641
CALL
Domino's
DPZ
$12B
– –
-500
Closed -$233K
DVN icon
1642
CALL
Devon Energy
DVN
$51.1B
– –
-8,600
Closed -$251K
DVN icon
1643
PUT
Devon Energy
DVN
$51.1B
– –
-15,700
Closed -$458K
DXJ icon
1644
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
– –
-5,160
Closed -$315K
EA icon
1645
Electronic Arts
EA
$52.4B
– –
-1,645
Closed -$231K
EBAY icon
1646
PUT
eBay
EBAY
$51.5B
– –
-10,600
Closed -$744K
ECL icon
1647
CALL
Ecolab
ECL
$79.2B
– –
-2,100
Closed -$433K
ECL icon
1648
PUT
Ecolab
ECL
$79.2B
– –
-1,200
Closed -$247K
EEFT icon
1649
Euronet Worldwide
EEFT
$3.16B
– –
-3,417
Closed -$462K
EEM icon
1650
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-6,626
Closed -$365K
64 65
66
67 68

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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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RB
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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.