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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
MDLZ icon
801
PUT
Mondelez International
MDLZ
$82.9B
$460K 0.01%
+7,900
New +$491K
EXPE icon
802
PUT
Expedia Group
EXPE
$36.5B
$459K 0.01%
2,800
-700
-20% -$108K
MMM icon
803
PUT
3M
MMM
$91.8B
$456K 0.01%
3,110
+1,196
+62% +$194K
SVXY icon
804
ProShares Short VIX Short-Term Futures ETF
SVXY
$217M
$453K 0.01%
16,662
-23,576
-59% -$656K
KDP icon
805
Keurig Dr Pepper
KDP
$42.8B
$451K 0.01%
+13,213
New +$462K
IXC icon
806
iShares Global Energy ETF
IXC
$2.75B
$449K 0.01%
+16,735
New +$420K
UAA icon
807
PUT
Under Armour
UAA
$3.01B
$448K 0.01%
+22,200
New +$491K
LVS icon
808
Las Vegas Sands
LVS
$31.4B
$447K 0.01%
12,226
+4,332
+55% +$186K
AEP icon
809
PUT
American Electric Power
AEP
$70.4B
$446K 0.01%
+5,500
New +$480K
FIVE icon
810
CALL
Five Below
FIVE
$11.6B
$442K 0.01%
2,500
+600
+32% +$119K
BBBY
811
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$439K 0.01%
25,400
+9,900
+64% +$267K
CLF icon
812
PUT
Cleveland-Cliffs
CLF
$6.49B
$438K 0.01%
22,100
-16,500
-43% -$376K
JACK icon
813
CALL
Jack in the Box
JACK
$314M
$438K 0.01%
+4,500
New +$469K
UVXY icon
814
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$259M
$438K 0.01%
+71
New +$451K
AA icon
815
Alcoa
AA
$11.3B
$437K 0.01%
8,923
+1,881
+27% +$79.5K
BUD icon
816
AB InBev
BUD
$164B
$435K 0.01%
7,719
+4,343
+129% +$273K
ROST icon
817
CALL
Ross Stores
ROST
$80.8B
$435K 0.01%
4,000
+2,000
+100% +$240K
ETN icon
818
CALL
Eaton
ETN
$141B
$433K 0.01%
2,900
-100
-3% -$16K
FCNCA icon
819
First Citizens BancShares
FCNCA
$24.7B
$433K 0.01%
+514
New +$427K
INTU icon
820
CALL
Intuit
INTU
$91.1B
$432K 0.01%
800
+100
+14% +$53.9K
DXD icon
821
ProShares UltraShort Dow 30
DXD
$43.6M
$431K 0.01%
9,016
+3,405
+61% +$155K
FBT icon
822
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.84B
$429K 0.01%
+2,584
New +$441K
EFV icon
823
iShares MSCI EAFE Value ETF
EFV
$28.3B
$424K 0.01%
8,330
-5,505
-40% -$285K
ITB icon
824
CALL
iShares US Home Construction ETF
ITB
$2.32B
$424K 0.01%
+6,400
New +$451K
ITB icon
825
PUT
iShares US Home Construction ETF
ITB
$2.32B
$424K 0.01%
+6,400
New +$451K
31 32
33
34 35

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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.