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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
UBER icon
176
PUT
Uber
UBER
$143B
$3.4M 0.1%
76,000
+40,500
+114% +$1.77M
TSN icon
177
CALL
Tyson Foods
TSN
$20.4B
$3.39M 0.1%
43,000
+30,300
+239% +$2.29M
SHOP icon
178
Shopify
SHOP
$152B
$3.39M 0.1%
25,000
+10,130
+68% +$1.52M
PEP icon
179
CALL
PepsiCo
PEP
$190B
$3.38M 0.1%
22,500
+1,200
+6% +$186K
LMT icon
180
CALL
Lockheed Martin
LMT
$134B
$3.38M 0.1%
9,800
+4,100
+72% +$1.48M
HD icon
181
PUT
Home Depot
HD
$331B
$3.38M 0.1%
10,300
-800
-7% -$263K
WFC icon
182
CALL
Wells Fargo
WFC
$261B
$3.37M 0.1%
72,600
-21,100
-23% -$977K
BNTX icon
183
CALL
BioNTech
BNTX
$22.9B
$3.36M 0.1%
12,300
+9,400
+324% +$2.99M
PARA
184
PUT
DELISTED
Paramount Global Class B
PARA
$3.34M 0.1%
84,600
+8,800
+12% +$359K
CSCO icon
185
Cisco
CSCO
$457B
$3.33M 0.1%
61,113
+56,241
+1,154% +$3.16M
BKNG icon
186
CALL
Booking.com
BKNG
$149B
$3.32M 0.1%
35,000
+7,500
+27% +$673K
XLP icon
187
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$3.31M 0.1%
+48,050
New +$3.42M
ROKU icon
188
PUT
Roku
ROKU
$21.5B
$3.29M 0.1%
10,500
-4,200
-29% -$1.58M
CVX icon
189
PUT
Chevron
CVX
$392B
$3.27M 0.1%
32,200
+11,400
+55% +$1.14M
XOM icon
190
CALL
ExxonMobil
XOM
$644B
$3.25M 0.1%
55,200
+10,900
+25% +$621K
SPG icon
191
CALL
Simon Property Group
SPG
$74.4B
$3.24M 0.09%
24,900
+13,300
+115% +$1.73M
V icon
192
PUT
Visa
V
$684B
$3.23M 0.09%
14,500
-21,600
-60% -$5.07M
SPTL icon
193
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$3.23M 0.09%
78,158
+67,702
+647% +$2.87M
LOGI icon
194
PUT
Logitech
LOGI
$14.7B
$3.22M 0.09%
+36,500
New +$3.94M
CAT icon
195
PUT
Caterpillar
CAT
$375B
$3.21M 0.09%
16,700
+6,600
+65% +$1.37M
CLX icon
196
Clorox
CLX
$11.6B
$3.2M 0.09%
19,332
+16,462
+574% +$2.83M
AZN icon
197
PUT
AstraZeneca
AZN
$263B
$3.18M 0.09%
26,500
+23,050
+668% +$2.68M
AAPL icon
198
Apple
AAPL
$4.54T
$3.17M 0.09%
22,366
+10,323
+86% +$1.52M
PXD
199
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$3.15M 0.09%
18,900
+14,700
+350% +$2.22M
CSCO icon
200
CALL
Cisco
CSCO
$457B
$3.13M 0.09%
57,600
-33,700
-37% -$1.89M
6 7
8
9 10

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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.