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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
SHOP icon
26
PUT
Shopify
SHOP
$152B
$13.3M 0.39%
98,000
+26,000
+36% +$3.9M
XYZ
27
CALL
Block Inc
XYZ
$48.4B
$13.2M 0.39%
55,200
+31,200
+130% +$8.01M
BA icon
28
PUT
Boeing
BA
$171B
$13.1M 0.38%
59,700
+15,000
+34% +$3.35M
DIS icon
29
PUT
Walt Disney
DIS
$167B
$12.4M 0.36%
73,200
-7,000
-9% -$1.25M
QQQ icon
30
Invesco QQQ Trust
QQQ
$453B
$12.2M 0.36%
+34,130
New +$12.6M
BA icon
31
CALL
Boeing
BA
$171B
$12M 0.35%
54,700
+7,500
+16% +$1.67M
XLV icon
32
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$11.6M 0.34%
90,900
+58,500
+181% +$7.73M
SHOP icon
33
CALL
Shopify
SHOP
$152B
$11.4M 0.33%
84,000
+23,000
+38% +$3.45M
MCD icon
34
CALL
McDonald's
MCD
$192B
$10.8M 0.32%
44,700
+12,800
+40% +$3.06M
AAPL icon
35
PUT
Apple
AAPL
$4.54T
$10.6M 0.31%
74,900
-90,800
-55% -$13.4M
DIS icon
36
CALL
Walt Disney
DIS
$167B
$10.6M 0.31%
62,600
+6,300
+11% +$1.12M
JPM icon
37
CALL
JPMorgan Chase
JPM
$935B
$10.5M 0.31%
64,200
+3,000
+5% +$470K
IYR icon
38
CALL
iShares US Real Estate ETF
IYR
$4.66B
$10.2M 0.3%
99,500
+60,300
+154% +$6.42M
NVDA icon
39
CALL
NVIDIA
NVDA
$4.86T
$10M 0.29%
485,000
-1,667,000
-77% -$34.6M
LOW icon
40
CALL
Lowe's Companies
LOW
$117B
$9.9M 0.29%
48,800
+33,400
+217% +$6.66M
META icon
41
PUT
Meta Platforms (Facebook)
META
$1.42T
$9.64M 0.28%
28,400
+3,000
+12% +$1.08M
MA icon
42
CALL
Mastercard
MA
$506B
$9.6M 0.28%
27,600
-7,900
-22% -$2.87M
XLI icon
43
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$9.41M 0.28%
96,200
+26,300
+38% +$2.7M
INTC icon
44
CALL
Intel
INTC
$455B
$9.35M 0.27%
175,500
+59,900
+52% +$3.25M
V icon
45
CALL
Visa
V
$684B
$9.24M 0.27%
41,500
+14,700
+55% +$3.45M
QCOM icon
46
CALL
Qualcomm
QCOM
$155B
$9.2M 0.27%
71,300
+52,600
+281% +$7.46M
XLU icon
47
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$9.15M 0.27%
286,460
+223,262
+353% +$7.46M
PG icon
48
CALL
Procter & Gamble
PG
$336B
$9.03M 0.26%
64,600
+30,400
+89% +$4.31M
SBUX icon
49
CALL
Starbucks
SBUX
$120B
$9M 0.26%
81,600
+57,200
+234% +$6.7M
CME icon
50
CME Group
CME
$96.3B
$8.79M 0.26%
45,464
+411
+0.9% +$83.3K
1
2
3 4 5

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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.