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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
SNAP icon
401
Snap
SNAP
$7.89B
$1.35M 0.04%
+18,264
New +$1.32M
XOM icon
402
ExxonMobil
XOM
$651B
$1.34M 0.04%
22,774
-20,757
-48% -$1.18M
DRI icon
403
CALL
Darden Restaurants
DRI
$23.7B
$1.33M 0.04%
8,800
-3,800
-30% -$559K
LNG icon
404
CALL
Cheniere Energy
LNG
$54.1B
$1.33M 0.04%
+13,600
New +$1.19M
SSO icon
405
ProShares Ultra S&P500
SSO
$7.76B
$1.31M 0.04%
+43,784
New +$1.38M
BBY icon
406
PUT
Best Buy
BBY
$18.5B
$1.31M 0.04%
12,400
+10,000
+417% +$1.12M
NET icon
407
PUT
Cloudflare
NET
$101B
$1.31M 0.04%
11,600
+7,400
+176% +$884K
WYNN icon
408
Wynn Resorts
WYNN
$10.5B
$1.29M 0.04%
+15,255
New +$1.51M
PFSI icon
409
PUT
PennyMac Financial
PFSI
$3.94B
$1.29M 0.04%
+21,100
New +$1.34M
OKE icon
410
CALL
Oneok
OKE
$56.1B
$1.29M 0.04%
22,200
+2,600
+13% +$140K
YUM icon
411
CALL
Yum! Brands
YUM
$43.3B
$1.28M 0.04%
+10,500
New +$1.33M
JPST icon
412
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$1.28M 0.04%
+25,290
New +$1.28M
MGM icon
413
MGM Resorts International
MGM
$11.7B
$1.27M 0.04%
29,551
+17,702
+149% +$721K
MO icon
414
Altria Group
MO
$113B
$1.27M 0.04%
+27,969
New +$1.35M
GNRC icon
415
CALL
Generac Holdings
GNRC
$11.3B
$1.27M 0.04%
3,100
-300
-9% -$129K
GNRC icon
416
PUT
Generac Holdings
GNRC
$11.3B
$1.27M 0.04%
3,100
+1,400
+82% +$600K
RH icon
417
PUT
RH
RH
$3.15B
$1.27M 0.04%
1,900
-1,800
-49% -$1.24M
KLAC icon
418
KLA
KLAC
$236B
$1.26M 0.04%
37,770
+30,810
+443% +$1.03M
ENPH icon
419
CALL
Enphase Energy
ENPH
$4.94B
$1.26M 0.04%
8,400
+100
+1% +$17.2K
RUN icon
420
CALL
Sunrun
RUN
$2.27B
$1.25M 0.04%
28,400
-6,300
-18% -$301K
VCSH icon
421
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$1.25M 0.04%
15,171
+8,111
+115% +$670K
ADBE icon
422
Adobe
ADBE
$98.5B
$1.25M 0.04%
+2,169
New +$1.37M
WDAY icon
423
CALL
Workday
WDAY
$39B
$1.25M 0.04%
5,000
+2,600
+108% +$644K
CVS icon
424
PUT
CVS Health
CVS
$134B
$1.24M 0.04%
14,600
-11,700
-44% -$980K
AZN icon
425
CALL
AstraZeneca
AZN
$266B
$1.24M 0.04%
10,300
+1,600
+18% +$186K
15 16
17
18 19

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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.