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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
BYND icon
301
PUT
Beyond Meat
BYND
$286M
$1.9M 0.06%
18,000
-22,300
-55% -$2.73M
NKE icon
302
Nike
NKE
$62.7B
$1.9M 0.06%
+13,046
New +$2.13M
SOXX icon
303
PUT
iShares Semiconductor ETF
SOXX
$41.7B
$1.87M 0.05%
12,600
+8,400
+200% +$1.28M
ADSK icon
304
CALL
Autodesk
ADSK
$49.6B
$1.85M 0.05%
6,500
+5,400
+491% +$1.65M
BBD icon
305
Banco Bradesco
BBD
$37.9B
$1.85M 0.05%
532,569
+513,543
+2,699% +$2.05M
KSS icon
306
PUT
Kohl's
KSS
$2.21B
$1.85M 0.05%
+39,200
New +$2.1M
XLP icon
307
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1.83M 0.05%
26,600
-37,300
-58% -$2.66M
BYND icon
308
CALL
Beyond Meat
BYND
$286M
$1.82M 0.05%
17,300
-1,000
-5% -$122K
W icon
309
PUT
Wayfair
W
$11.9B
$1.81M 0.05%
7,100
+3,500
+97% +$987K
MGM icon
310
CALL
MGM Resorts International
MGM
$11.7B
$1.79M 0.05%
41,500
+22,600
+120% +$921K
W icon
311
CALL
Wayfair
W
$11.9B
$1.79M 0.05%
7,000
+1,300
+23% +$367K
X
312
PUT
DELISTED
US Steel
X
$1.78M 0.05%
81,000
+57,500
+245% +$1.44M
CVNA icon
313
PUT
Carvana
CVNA
$67.6B
$1.78M 0.05%
29,500
+2,500
+9% +$166K
ADI icon
314
PUT
Analog Devices
ADI
$179B
$1.77M 0.05%
+10,600
New +$1.78M
LLY icon
315
PUT
Eli Lilly
LLY
$1.03T
$1.76M 0.05%
7,600
-5,400
-42% -$1.33M
SH icon
316
ProShares Short S&P500
SH
$913M
$1.76M 0.05%
28,820
-21,455
-43% -$1.28M
GS icon
317
Goldman Sachs
GS
$302B
$1.75M 0.05%
4,630
+4,029
+670% +$1.57M
TDOC icon
318
CALL
Teladoc Health
TDOC
$1.2B
$1.75M 0.05%
13,800
+3,600
+35% +$524K
MS icon
319
PUT
Morgan Stanley
MS
$330B
$1.74M 0.05%
17,900
-4,600
-20% -$456K
MPC icon
320
PUT
Marathon Petroleum
MPC
$91.7B
$1.74M 0.05%
28,100
-3,100
-10% -$178K
PANW icon
321
CALL
Palo Alto Networks
PANW
$265B
$1.72M 0.05%
21,600
+13,800
+177% +$970K
VZ icon
322
Verizon
VZ
$193B
$1.72M 0.05%
31,816
+20,815
+189% +$1.15M
NUE icon
323
CALL
Nucor
NUE
$58.5B
$1.71M 0.05%
17,400
+15,100
+657% +$1.61M
SNAP icon
324
CALL
Snap
SNAP
$7.89B
$1.71M 0.05%
23,200
-40,400
-64% -$2.92M
META icon
325
Meta Platforms (Facebook)
META
$1.37T
$1.71M 0.05%
5,036
+3,158
+168% +$1.14M
11 12
13
14 15

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OAM
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NOCM
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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.