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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
NEE icon
1801
CALL
NextEra Energy
NEE
$186B
– –
-32,000
Closed -$2.35M
NEE icon
1802
PUT
NextEra Energy
NEE
$186B
– –
-13,500
Closed -$989K
NI icon
1803
NiSource
NI
$21.9B
– –
-9,957
Closed -$244K
NLY icon
1804
CALL
Annaly Capital Management
NLY
$17.4B
– –
-6,700
Closed -$238K
NLY icon
1805
PUT
Annaly Capital Management
NLY
$17.4B
– –
-8,800
Closed -$313K
NML
1806
Neuberger Energy Infrastructure and Income Fund Inc
NML
$569M
– –
-121,278
Closed -$606K
NNDM
1807
Nano Dimension
NNDM
$314M
– –
-10,288
Closed -$85K
NOC icon
1808
CALL
Northrop Grumman
NOC
$78B
– –
-1,000
Closed -$363K
NOC icon
1809
PUT
Northrop Grumman
NOC
$78B
– –
-1,200
Closed -$436K
NOK icon
1810
CALL
Nokia
NOK
$49.9B
– –
-13,600
Closed -$72K
NOK icon
1811
PUT
Nokia
NOK
$49.9B
– –
-100,200
Closed -$533K
NSC icon
1812
Norfolk Southern
NSC
$76.1B
– –
-1,144
Closed -$304K
NTAP icon
1813
PUT
NetApp
NTAP
$34.2B
– –
-4,800
Closed -$393K
NTLA icon
1814
Intellia Therapeutics
NTLA
$1.52B
– –
-2,444
Closed -$396K
NULV icon
1815
Nuveen ESG Large-Cap Value ETF
NULV
$2.19B
– –
-5,890
Closed -$222K
ADAM
1816
Adamas Trust
ADAM
$783M
– –
-21,024
Closed -$376K
OC icon
1817
Owens Corning
OC
$11.5B
– –
-3,603
Closed -$353K
OEF icon
1818
iShares S&P 100 ETF
OEF
$19.8B
– –
-1,473
Closed -$289K
OKE icon
1819
PUT
Oneok
OKE
$55.9B
– –
-4,900
Closed -$273K
OKTA icon
1820
Okta
OKTA
$23.7B
– –
-1,379
Closed -$342K
OLED icon
1821
CALL
Universal Display
OLED
$3.85B
– –
-2,300
Closed -$511K
ORCL icon
1822
PUT
Oracle
ORCL
$346B
– –
-3,400
Closed -$265K
ORLY icon
1823
CALL
O'Reilly Automotive
ORLY
$75.6B
– –
-13,500
Closed -$510K
OSK icon
1824
Oshkosh
OSK
$9.51B
– –
-1,855
Closed -$231K
PAA icon
1825
Plains All American Pipeline
PAA
$17.2B
– –
-11,023
Closed -$109K
71 72
73
74 75

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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.