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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
FDX icon
226
CALL
FedEx
FDX
$73.1B
$2.7M 0.08%
12,300
+11,200
+1,018% +$3.04M
LMT icon
227
PUT
Lockheed Martin
LMT
$134B
$2.69M 0.08%
7,800
+6,100
+359% +$2.21M
TZA icon
228
Direxion Daily Small Cap Bear 3x ETF
TZA
$249M
$2.69M 0.08%
8,726
+5,861
+205% +$1.81M
CMG icon
229
Chipotle Mexican Grill
CMG
$47.8B
$2.68M 0.08%
+73,850
New +$2.69M
ASML icon
230
CALL
ASML
ASML
$634B
$2.68M 0.08%
3,600
+3,000
+500% +$2.36M
WMT icon
231
CALL
Walmart Inc
WMT
$888B
$2.68M 0.08%
57,600
-208,800
-78% -$10.1M
RCL icon
232
CALL
Royal Caribbean
RCL
$85.3B
$2.67M 0.08%
30,000
+5,300
+21% +$429K
TEAM icon
233
CALL
Atlassian
TEAM
$25.6B
$2.66M 0.08%
6,800
+5,500
+423% +$1.84M
XPO icon
234
CALL
XPO
XPO
$23.7B
$2.63M 0.08%
55,539
+15,349
+38% +$769K
PYPL icon
235
PUT
PayPal
PYPL
$48.9B
$2.6M 0.08%
10,000
-7,000
-41% -$1.99M
TSM icon
236
CALL
TSMC
TSM
$2.11T
$2.59M 0.08%
23,200
+9,800
+73% +$1.15M
ZM icon
237
CALL
Zoom
ZM
$28.2B
$2.59M 0.08%
9,900
+5,000
+102% +$1.69M
JNK icon
238
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$2.56M 0.08%
+23,414
New +$2.57M
TDOC icon
239
PUT
Teladoc Health
TDOC
$1.23B
$2.55M 0.07%
20,100
+4,800
+31% +$699K
KO icon
240
PUT
Coca-Cola
KO
$377B
$2.54M 0.07%
48,400
-39,400
-45% -$2.2M
IAU icon
241
iShares Gold Trust
IAU
$62.9B
$2.53M 0.07%
75,828
+54,153
+250% +$1.84M
IJH icon
242
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.52M 0.07%
47,980
+10,000
+26% +$538K
MAR icon
243
PUT
Marriott International
MAR
$98.9B
$2.52M 0.07%
17,000
+8,200
+93% +$1.14M
ISRG icon
244
CALL
Intuitive Surgical
ISRG
$127B
$2.48M 0.07%
7,500
+6,000
+400% +$2.01M
XOP icon
245
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
$2.48M 0.07%
25,695
+317
+1% +$27K
AVGO icon
246
CALL
Broadcom
AVGO
$1.85T
$2.47M 0.07%
51,000
-24,000
-32% -$1.17M
IWV icon
247
iShares Russell 3000 ETF
IWV
$19.6B
$2.47M 0.07%
9,692
-816
-8% -$214K
FSLR icon
248
PUT
First Solar
FSLR
$22.9B
$2.43M 0.07%
25,500
-8,800
-26% -$817K
URI icon
249
CALL
United Rentals
URI
$67.3B
$2.42M 0.07%
6,900
+4,700
+214% +$1.58M
SYY icon
250
CALL
Sysco
SYY
$40.9B
$2.42M 0.07%
30,800
+21,000
+214% +$1.6M
8 9
10
11 12

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BCM
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OAM
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NOCM
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QIM
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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.