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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
DAL icon
76
CALL
Delta Air Lines
DAL
$57.5B
$6.96M 0.2%
163,400
+137,800
+538% +$5.63M
CSCO icon
77
PUT
Cisco
CSCO
$457B
$6.95M 0.2%
127,600
+104,000
+441% +$5.84M
SMH icon
78
PUT
VanEck Semiconductor ETF
SMH
$65.2B
$6.84M 0.2%
53,400
+50,800
+1,954% +$6.69M
OIH icon
79
PUT
VanEck Oil Services ETF
OIH
$2.06B
$6.8M 0.2%
34,500
+28,000
+431% +$5.33M
GS icon
80
PUT
Goldman Sachs
GS
$300B
$6.65M 0.2%
17,600
-3,900
-18% -$1.52M
ABNB icon
81
PUT
Airbnb
ABNB
$89.9B
$6.51M 0.19%
38,800
+37,000
+2,056% +$5.65M
LRCX icon
82
CALL
Lam Research
LRCX
$367B
$6.49M 0.19%
114,000
+84,000
+280% +$5.11M
GS icon
83
CALL
Goldman Sachs
GS
$300B
$6.31M 0.19%
16,700
-14,900
-47% -$5.82M
CRM icon
84
PUT
Salesforce
CRM
$151B
$6.21M 0.18%
22,900
-6,500
-22% -$1.65M
SE icon
85
CALL
Sea Limited
SE
$65.4B
$6.18M 0.18%
19,400
+7,000
+56% +$2.15M
KRE icon
86
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$6.18M 0.18%
91,200
+21,700
+31% +$1.4M
CCL icon
87
PUT
Carnival Corporation Ltd
CCL
$38.1B
$6.1M 0.18%
244,000
+11,700
+5% +$272K
NVDA icon
88
PUT
NVIDIA
NVDA
$4.86T
$6.07M 0.18%
293,000
-1,151,000
-80% -$23.9M
LOW icon
89
PUT
Lowe's Companies
LOW
$117B
$6.07M 0.18%
29,900
+26,200
+708% +$5.22M
AXP icon
90
CALL
American Express
AXP
$227B
$6.01M 0.18%
35,900
+11,600
+48% +$1.94M
XLE icon
91
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$5.98M 0.18%
229,600
+133,200
+138% +$3.3M
XLE icon
92
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$5.97M 0.18%
229,400
-27,600
-11% -$684K
PEP icon
93
PUT
PepsiCo
PEP
$190B
$5.79M 0.17%
38,500
+15,000
+64% +$2.32M
MRNA icon
94
PUT
Moderna
MRNA
$21.8B
$5.77M 0.17%
15,000
+2,400
+19% +$885K
MRK icon
95
PUT
Merck
MRK
$322B
$5.77M 0.17%
76,800
+49,000
+176% +$3.73M
XBI icon
96
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$5.75M 0.17%
45,700
+13,900
+44% +$1.79M
VZ icon
97
CALL
Verizon
VZ
$195B
$5.59M 0.16%
103,500
+4,200
+4% +$232K
AVGO icon
98
PUT
Broadcom
AVGO
$1.85T
$5.58M 0.16%
115,000
+91,000
+379% +$4.43M
JNJ icon
99
PUT
Johnson & Johnson
JNJ
$618B
$5.56M 0.16%
34,400
+4,700
+16% +$802K
CMCSA icon
100
CALL
Comcast
CMCSA
$85B
$5.49M 0.16%
98,100
+84,400
+616% +$4.92M
2 3
4
5 6

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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.