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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
ALB icon
476
PUT
Albemarle
ALB
$13.9B
$1.05M 0.03%
+4,800
New +$1.03M
FANG icon
477
PUT
Diamondback Energy
FANG
$56.2B
$1.05M 0.03%
11,100
+7,900
+247% +$635K
DASH icon
478
CALL
DoorDash
DASH
$86.1B
$1.05M 0.03%
+5,100
New +$976K
ULTA icon
479
CALL
Ulta Beauty
ULTA
$22.2B
$1.05M 0.03%
2,900
+700
+32% +$253K
ELV icon
480
CALL
Elevance Health
ELV
$81.6B
$1.04M 0.03%
2,800
+900
+47% +$342K
DG icon
481
CALL
Dollar General
DG
$28.1B
$1.04M 0.03%
4,900
+3,800
+345% +$858K
BRSL
482
Brightstar Lottery PLC
BRSL
$1.87B
$1.04M 0.03%
+39,465
New +$836K
LVS icon
483
PUT
Las Vegas Sands
LVS
$32.3B
$1.04M 0.03%
28,300
+21,500
+316% +$922K
DPZ icon
484
Domino's
DPZ
$11.7B
$1.03M 0.03%
2,167
+1,366
+171% +$692K
ITA icon
485
iShares US Aerospace & Defense ETF
ITA
$14.1B
$1.03M 0.03%
+9,920
New +$1.05M
MDY icon
486
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.03M 0.03%
+2,148
New +$1.06M
SPOT icon
487
Spotify
SPOT
$107B
$1.03M 0.03%
+4,585
New +$1.08M
CAT icon
488
Caterpillar
CAT
$373B
$1.03M 0.03%
5,349
+3,582
+203% +$746K
MCD icon
489
McDonald's
MCD
$191B
$1.03M 0.03%
4,254
+2,298
+117% +$549K
VOO icon
490
CALL
Vanguard S&P 500 ETF
VOO
$972B
$1.02M 0.03%
2,600
+1,700
+189% +$690K
PYPL icon
491
PayPal
PYPL
$49.3B
$1.02M 0.03%
3,930
-6,885
-64% -$1.95M
AAP icon
492
Advance Auto Parts
AAP
$3.39B
$1.02M 0.03%
+4,888
New +$1.02M
GDRX icon
493
CALL
GoodRx Holdings
GDRX
$1.07B
$1.02M 0.03%
24,900
+16,900
+211% +$613K
SAM icon
494
CALL
Boston Beer
SAM
$1.93B
$1.02M 0.03%
+2,000
New +$1.36M
NXPI icon
495
CALL
NXP Semiconductors
NXPI
$61.8B
$1.02M 0.03%
+5,200
New +$1.08M
GDXJ icon
496
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$1.02M 0.03%
+26,500
New +$1.14M
SPLK
497
PUT
DELISTED
Splunk Inc
SPLK
$1.01M 0.03%
7,000
+4,500
+180% +$655K
SAM icon
498
Boston Beer
SAM
$1.93B
$1.01M 0.03%
+1,984
New +$1.35M
BBY icon
499
CALL
Best Buy
BBY
$18.5B
$1M 0.03%
9,500
+6,400
+206% +$719K
BMY icon
500
Bristol-Myers Squibb
BMY
$132B
$1M 0.03%
16,976
+1,566
+10% +$103K
18 19
20
21 22

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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.