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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
WYNN icon
251
CALL
Wynn Resorts
WYNN
$10.3B
$2.41M 0.07%
+28,400
New +$2.8M
CVX icon
252
CALL
Chevron
CVX
$391B
$2.38M 0.07%
23,500
+400
+2% +$39.9K
IWM icon
253
iShares Russell 2000 ETF
IWM
$80B
$2.38M 0.07%
10,900
-14,497
-57% -$3.21M
VGK icon
254
Vanguard FTSE Europe ETF
VGK
$30.7B
$2.37M 0.07%
36,056
+12,049
+50% +$825K
PENN icon
255
CALL
PENN Entertainment
PENN
$2.77B
$2.35M 0.07%
32,500
+11,900
+58% +$875K
DOCU
256
PUT
DocuSign
DOCU
$10.5B
$2.32M 0.07%
9,000
-5,500
-38% -$1.58M
PFE icon
257
PUT
Pfizer
PFE
$143B
$2.27M 0.07%
52,800
-28,500
-35% -$1.26M
GM icon
258
CALL
General Motors
GM
$80.3B
$2.25M 0.07%
42,700
-11,200
-21% -$595K
T icon
259
AT&T
T
$159B
$2.25M 0.07%
110,150
+62,939
+133% +$1.32M
HAL icon
260
CALL
Halliburton
HAL
$27B
$2.24M 0.07%
103,700
+37,300
+56% +$764K
SBUX icon
261
PUT
Starbucks
SBUX
$121B
$2.24M 0.07%
20,300
-100
-0.5% -$11.7K
WYNN icon
262
PUT
Wynn Resorts
WYNN
$10.3B
$2.24M 0.07%
+26,400
New +$2.61M
OKTA icon
263
CALL
Okta
OKTA
$24.6B
$2.23M 0.07%
9,400
+5,100
+119% +$1.27M
VNQ icon
264
PUT
Vanguard Real Estate ETF
VNQ
$39.3B
$2.23M 0.07%
+21,900
New +$2.32M
PLTR icon
265
CALL
Palantir
PLTR
$294B
$2.2M 0.06%
91,500
+43,800
+92% +$1.07M
GE icon
266
CALL
GE Aerospace
GE
$374B
$2.19M 0.06%
34,188
+27,808
+436% +$1.79M
BAC icon
267
PUT
Bank of America
BAC
$436B
$2.19M 0.06%
51,500
-52,700
-51% -$2.12M
CHTR icon
268
CALL
Charter Communications
CHTR
$17.4B
$2.18M 0.06%
3,000
+2,700
+900% +$2.05M
EA icon
269
PUT
Electronic Arts
EA
$53B
$2.18M 0.06%
15,300
+8,600
+128% +$1.21M
GDX icon
270
PUT
VanEck Gold Miners ETF
GDX
$22.8B
$2.17M 0.06%
73,500
+65,200
+786% +$2.12M
DKS icon
271
PUT
Dick's Sporting Goods
DKS
$17.6B
$2.12M 0.06%
17,700
+2,800
+19% +$326K
FEZ icon
272
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$2.12M 0.06%
46,748
-22,359
-32% -$1.05M
LULU icon
273
CALL
lululemon athletica
LULU
$13.6B
$2.1M 0.06%
5,200
+2,400
+86% +$961K
MS icon
274
CALL
Morgan Stanley
MS
$331B
$2.1M 0.06%
21,600
-31,400
-59% -$3.11M
CVX icon
275
Chevron
CVX
$391B
$2.08M 0.06%
+20,475
New +$2.04M
9 10
11
12 13

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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.