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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
FSLY icon
376
CALL
Fastly Inc
FSLY
$3.37B
$1.45M 0.04%
35,800
+5,600
+19% +$258K
MGM icon
377
PUT
MGM Resorts International
MGM
$11.7B
$1.45M 0.04%
33,500
+24,500
+272% +$998K
ULTA icon
378
PUT
Ulta Beauty
ULTA
$22.2B
$1.44M 0.04%
4,000
+3,100
+344% +$1.12M
COF icon
379
CALL
Capital One
COF
$129B
$1.44M 0.04%
8,900
-3,400
-28% -$555K
LUV icon
380
PUT
Southwest Airlines
LUV
$22.3B
$1.44M 0.04%
27,900
+13,800
+98% +$697K
TTD icon
381
CALL
Trade Desk
TTD
$8.59B
$1.43M 0.04%
20,400
-2,800
-12% -$216K
KSS icon
382
CALL
Kohl's
KSS
$2.21B
$1.43M 0.04%
30,300
+21,000
+226% +$1.12M
SCHO icon
383
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$1.43M 0.04%
55,750
-32,552
-37% -$834K
M icon
384
CALL
Macy's
M
$6.56B
$1.42M 0.04%
63,000
-5,200
-8% -$104K
YETI icon
385
CALL
Yeti Holdings
YETI
$3.76B
$1.41M 0.04%
16,500
+13,100
+385% +$1.27M
T icon
386
CALL
AT&T
T
$159B
$1.41M 0.04%
69,113
-259,504
-79% -$5.45M
SPXL icon
387
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$1.41M 0.04%
13,163
+10,492
+393% +$1.22M
DELL icon
388
Dell
DELL
$262B
$1.4M 0.04%
+26,620
New +$1.33M
INMD icon
389
CALL
InMode
INMD
$868M
$1.4M 0.04%
17,600
+10,800
+159% +$659K
USB icon
390
US Bancorp
USB
$98B
$1.4M 0.04%
23,532
+19,641
+505% +$1.12M
UAA icon
391
Under Armour
UAA
$2.91B
$1.39M 0.04%
+69,025
New +$1.53M
IGSB icon
392
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$1.38M 0.04%
25,330
+20,619
+438% +$1.13M
AVGO icon
393
Broadcom
AVGO
$1.85T
$1.38M 0.04%
+28,510
New +$1.39M
MO icon
394
PUT
Altria Group
MO
$113B
$1.38M 0.04%
30,200
-29,600
-49% -$1.43M
ESTC icon
395
CALL
Elastic
ESTC
$6.68B
$1.37M 0.04%
+9,200
New +$1.41M
PBR icon
396
Petrobras
PBR
$123B
$1.36M 0.04%
131,671
+103,918
+374% +$1.11M
VEA icon
397
Vanguard FTSE Developed Markets ETF
VEA
$230B
$1.36M 0.04%
26,933
-11,512
-30% -$599K
CZR icon
398
CALL
Caesars Entertainment
CZR
$6.03B
$1.36M 0.04%
12,100
+7,700
+175% +$752K
SPG icon
399
PUT
Simon Property Group
SPG
$74.7B
$1.35M 0.04%
10,400
+2,000
+24% +$260K
USO icon
400
United States Oil Fund
USO
$2.12B
$1.35M 0.04%
25,724
+11,890
+86% +$582K
14 15
16
17 18

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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.