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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
CTRA
326
DELISTED
Coterra Energy
CTRA
$1.71M 0.05%
78,504
+61,207
+354% +$1.05M
CLX icon
327
PUT
Clorox
CLX
$11.7B
$1.71M 0.05%
10,300
+8,200
+390% +$1.41M
VEEV icon
328
CALL
Veeva Systems
VEEV
$32.7B
$1.7M 0.05%
5,900
+4,900
+490% +$1.56M
ISRG icon
329
PUT
Intuitive Surgical
ISRG
$126B
$1.69M 0.05%
5,100
+600
+13% +$201K
TSN icon
330
PUT
Tyson Foods
TSN
$21.4B
$1.69M 0.05%
21,400
+14,700
+219% +$1.11M
PEP icon
331
PepsiCo
PEP
$191B
$1.69M 0.05%
11,209
+7,577
+209% +$1.17M
EPD icon
332
CALL
Enterprise Products Partners
EPD
$82.5B
$1.68M 0.05%
77,400
+43,300
+127% +$984K
MCK icon
333
CALL
McKesson
MCK
$101B
$1.68M 0.05%
+8,400
New +$1.68M
PARA
334
CALL
DELISTED
Paramount Global Class B
PARA
$1.67M 0.05%
42,200
-51,400
-55% -$2.09M
TWTR
335
PUT
DELISTED
Twitter, Inc.
TWTR
$1.66M 0.05%
27,500
-28,300
-51% -$1.86M
FCX icon
336
PUT
Freeport-McMoran
FCX
$91.2B
$1.65M 0.05%
50,800
+24,200
+91% +$852K
SQQQ icon
337
ProShares UltraPro Short QQQ
SQQQ
$2.08B
$1.65M 0.05%
1,531
+944
+161% +$955K
AA icon
338
PUT
Alcoa
AA
$11.9B
$1.65M 0.05%
+33,700
New +$1.42M
PM icon
339
Philip Morris
PM
$299B
$1.65M 0.05%
17,398
+15,339
+745% +$1.54M
PWR icon
340
Quanta Services
PWR
$98.7B
$1.65M 0.05%
+14,486
New +$1.45M
SO icon
341
CALL
Southern Company
SO
$109B
$1.65M 0.05%
26,600
+7,600
+40% +$489K
USMV icon
342
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.65M 0.05%
22,376
+6,159
+38% +$469K
CI icon
343
PUT
Cigna
CI
$76.1B
$1.64M 0.05%
8,200
+5,600
+215% +$1.22M
DELL icon
344
CALL
Dell
DELL
$262B
$1.63M 0.05%
+30,976
New +$1.54M
EWT icon
345
iShares MSCI Taiwan ETF
EWT
$9.6B
$1.62M 0.05%
26,158
+20,607
+371% +$1.31M
CVS icon
346
CALL
CVS Health
CVS
$134B
$1.62M 0.05%
19,100
-7,200
-27% -$603K
RCL icon
347
PUT
Royal Caribbean
RCL
$86.1B
$1.62M 0.05%
18,200
+4,100
+29% +$332K
COST icon
348
PUT
Costco
COST
$423B
$1.62M 0.05%
3,600
-3,400
-49% -$1.49M
NOW icon
349
PUT
ServiceNow
NOW
$114B
$1.62M 0.05%
13,000
-4,500
-26% -$545K
PLUG icon
350
PUT
Plug Power
PLUG
$2.92B
$1.62M 0.05%
63,300
+27,400
+76% +$734K
12 13
14
15 16

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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.