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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
MRK icon
126
CALL
Merck
MRK
$322B
$4.51M 0.13%
60,000
+35,700
+147% +$2.72M
TGT icon
127
CALL
Target
TGT
$65.6B
$4.51M 0.13%
19,700
+11,500
+140% +$2.88M
NKE icon
128
PUT
Nike
NKE
$61.9B
$4.5M 0.13%
31,000
+14,200
+85% +$2.32M
RTX icon
129
PUT
RTX Corp
RTX
$290B
$4.5M 0.13%
52,300
+39,200
+299% +$3.35M
SE icon
130
PUT
Sea Limited
SE
$65.4B
$4.46M 0.13%
14,000
+1,200
+9% +$368K
XOP icon
131
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$4.41M 0.13%
45,600
+36,500
+401% +$3.11M
CRWD icon
132
PUT
CrowdStrike
CRWD
$194B
$4.38M 0.13%
71,200
+3,600
+5% +$232K
CMG icon
133
CALL
Chipotle Mexican Grill
CMG
$47.2B
$4.36M 0.13%
120,000
-15,000
-11% -$546K
GDX icon
134
VanEck Gold Miners ETF
GDX
$22.7B
$4.33M 0.13%
146,873
+81,405
+124% +$2.65M
ABBV icon
135
PUT
AbbVie
ABBV
$443B
$4.33M 0.13%
40,100
+5,100
+15% +$583K
FCX icon
136
CALL
Freeport-McMoran
FCX
$90B
$4.3M 0.13%
132,300
+91,500
+224% +$3.22M
VWO icon
137
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$4.29M 0.13%
85,795
+26,116
+44% +$1.35M
TMO icon
138
PUT
Thermo Fisher Scientific
TMO
$213B
$4.29M 0.13%
+7,500
New +$4.12M
UAL icon
139
CALL
United Airlines
UAL
$39.4B
$4.27M 0.13%
89,800
+66,300
+282% +$3.12M
LOGI icon
140
Logitech
LOGI
$14.7B
$4.27M 0.13%
+48,400
New +$5.23M
MU icon
141
CALL
Micron Technology
MU
$930B
$4.2M 0.12%
59,100
-36,600
-38% -$2.75M
OIH icon
142
CALL
VanEck Oil Services ETF
OIH
$2.06B
$4.16M 0.12%
21,100
+11,000
+109% +$2.09M
GOOG icon
143
Alphabet (Google) Class C
GOOG
$4.36T
$4.16M 0.12%
31,180
-2,640
-8% -$364K
TWTR
144
CALL
DELISTED
Twitter, Inc.
TWTR
$4.13M 0.12%
68,300
+21,500
+46% +$1.41M
LRCX icon
145
PUT
Lam Research
LRCX
$367B
$4.1M 0.12%
72,000
+51,000
+243% +$3.1M
IEMG icon
146
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$4.05M 0.12%
65,520
+29,690
+83% +$1.89M
FXI icon
147
iShares China Large-Cap ETF
FXI
$4.37B
$4.04M 0.12%
103,825
+98,959
+2,034% +$4.09M
DE icon
148
CALL
Deere & Co
DE
$160B
$4.02M 0.12%
12,000
+4,200
+54% +$1.51M
TWLO icon
149
CALL
Twilio
TWLO
$30B
$4.02M 0.12%
12,600
+4,400
+54% +$1.6M
VNQ icon
150
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
$4M 0.12%
39,300
+35,100
+836% +$3.72M
4 5
6
7 8

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NOCM
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QIM
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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.