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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
CMG icon
151
PUT
Chipotle Mexican Grill
CMG
$47.2B
$4M 0.12%
110,000
-30,000
-21% -$1.09M
KRE icon
152
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$4M 0.12%
59,000
+10,400
+21% +$669K
GILD icon
153
CALL
Gilead Sciences
GILD
$162B
$3.97M 0.12%
56,900
+21,100
+59% +$1.48M
MPC icon
154
CALL
Marathon Petroleum
MPC
$92.4B
$3.91M 0.11%
63,300
+46,700
+281% +$2.69M
TJX icon
155
CALL
TJX Companies
TJX
$174B
$3.88M 0.11%
58,800
+38,300
+187% +$2.67M
AEO icon
156
PUT
American Eagle Outfitters
AEO
$2.88B
$3.87M 0.11%
150,000
-400
-0.3% -$12.7K
C icon
157
CALL
Citigroup
C
$222B
$3.68M 0.11%
52,400
-101,300
-66% -$7.08M
NVAX icon
158
CALL
Novavax
NVAX
$1.2B
$3.67M 0.11%
17,700
+11,900
+205% +$2.62M
ABNB icon
159
Airbnb
ABNB
$89.9B
$3.66M 0.11%
21,821
+13,328
+157% +$2.04M
DIA icon
160
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$3.65M 0.11%
10,800
-61,700
-85% -$21.6M
DRI icon
161
PUT
Darden Restaurants
DRI
$23.3B
$3.65M 0.11%
24,100
+19,700
+448% +$2.9M
DDOG icon
162
CALL
Datadog
DDOG
$95.4B
$3.65M 0.11%
25,800
+19,600
+316% +$2.48M
ABBV icon
163
CALL
AbbVie
ABBV
$443B
$3.65M 0.11%
33,800
-1,700
-5% -$194K
NCLH icon
164
PUT
Norwegian Cruise Line
NCLH
$8.51B
$3.61M 0.11%
135,200
-4,300
-3% -$109K
SNOW icon
165
PUT
Snowflake
SNOW
$102B
$3.6M 0.11%
11,900
+2,900
+32% +$825K
NKE icon
166
CALL
Nike
NKE
$61.9B
$3.59M 0.11%
24,700
-19,500
-44% -$3.18M
AMAT icon
167
CALL
Applied Materials
AMAT
$403B
$3.51M 0.1%
27,300
+23,000
+535% +$3.12M
FDX icon
168
PUT
FedEx
FDX
$72.7B
$3.51M 0.1%
16,000
+13,800
+627% +$3.75M
NOW icon
169
CALL
ServiceNow
NOW
$115B
$3.48M 0.1%
28,000
+3,000
+12% +$363K
SJNK icon
170
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$3.44M 0.1%
125,787
-13,891
-10% -$381K
JNJ icon
171
Johnson & Johnson
JNJ
$618B
$3.44M 0.1%
+21,273
New +$3.63M
SHV icon
172
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$3.43M 0.1%
31,074
-12,647
-29% -$1.4M
MU icon
173
PUT
Micron Technology
MU
$930B
$3.42M 0.1%
48,200
-25,200
-34% -$1.89M
PINS icon
174
CALL
Pinterest
PINS
$13.4B
$3.41M 0.1%
67,000
+35,700
+114% +$2.19M
BNTX icon
175
PUT
BioNTech
BNTX
$22.9B
$3.41M 0.1%
12,500
+11,500
+1,150% +$3.66M
5 6
7
8 9

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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.