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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
XLF icon
51
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$8.78M 0.26%
233,800
-44,800
-16% -$1.68M
AMD icon
52
CALL
Advanced Micro Devices
AMD
$776B
$8.7M 0.25%
84,500
-134,600
-61% -$13.8M
ADBE icon
53
CALL
Adobe
ADBE
$99.5B
$8.69M 0.25%
15,100
+7,600
+101% +$4.78M
CRM icon
54
CALL
Salesforce
CRM
$151B
$8.65M 0.25%
31,900
+16,600
+108% +$4.22M
KO icon
55
CALL
Coca-Cola
KO
$377B
$8.31M 0.24%
158,400
+55,100
+53% +$3.07M
XLK icon
56
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$8.27M 0.24%
110,800
+59,800
+117% +$4.61M
XLY icon
57
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$8.15M 0.24%
90,800
+57,000
+169% +$5.18M
CRWD icon
58
CALL
CrowdStrike
CRWD
$194B
$7.89M 0.23%
128,400
+66,800
+108% +$4.31M
IYR icon
59
PUT
iShares US Real Estate ETF
IYR
$4.66B
$7.8M 0.23%
76,200
+40,000
+110% +$4.26M
DIA icon
60
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$7.68M 0.23%
22,713
+20,485
+919% +$7.16M
XLI icon
61
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$7.68M 0.23%
78,500
+13,100
+20% +$1.35M
IBM icon
62
CALL
IBM
IBM
$211B
$7.57M 0.22%
57,007
+32,844
+136% +$4.39M
XBI icon
63
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$7.52M 0.22%
59,800
+21,300
+55% +$2.74M
BAC icon
64
CALL
Bank of America
BAC
$435B
$7.49M 0.22%
176,400
+14,300
+9% +$576K
TMO icon
65
CALL
Thermo Fisher Scientific
TMO
$213B
$7.48M 0.22%
13,100
+12,000
+1,091% +$6.59M
NFLX icon
66
PUT
Netflix
NFLX
$299B
$7.32M 0.21%
120,000
-140,000
-54% -$7.7M
AMD icon
67
PUT
Advanced Micro Devices
AMD
$776B
$7.3M 0.21%
70,900
-121,100
-63% -$12.4M
XLV icon
68
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$7.27M 0.21%
57,100
+16,400
+40% +$2.17M
RTX icon
69
CALL
RTX Corp
RTX
$290B
$7.25M 0.21%
84,400
+47,700
+130% +$4.08M
BURL icon
70
PUT
Burlington
BURL
$23.2B
$7.23M 0.21%
25,500
-200
-0.8% -$63.9K
JPM icon
71
PUT
JPMorgan Chase
JPM
$935B
$7.14M 0.21%
43,600
-5,500
-11% -$862K
MA icon
72
PUT
Mastercard
MA
$506B
$7.06M 0.21%
20,300
-2,900
-13% -$1.05M
XYZ
73
PUT
Block Inc
XYZ
$48.4B
$7.05M 0.21%
29,400
+4,700
+19% +$1.21M
MRNA icon
74
CALL
Moderna
MRNA
$21.8B
$7.04M 0.21%
18,300
+9,700
+113% +$3.58M
SMH icon
75
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$6.97M 0.2%
54,400
+41,600
+325% +$5.48M
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.