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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
XLF icon
201
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$3.13M 0.09%
83,300
-168,900
-67% -$6.32M
GM icon
202
General Motors
GM
$80.4B
$3.11M 0.09%
59,012
+52,099
+754% +$2.77M
BKNG icon
203
PUT
Booking.com
BKNG
$149B
$3.09M 0.09%
32,500
-5,000
-13% -$449K
T icon
204
PUT
AT&T
T
$159B
$3.03M 0.09%
148,420
+54,416
+58% +$1.14M
GM icon
205
PUT
General Motors
GM
$80.4B
$3.03M 0.09%
57,400
+10,300
+22% +$547K
FSLR icon
206
CALL
First Solar
FSLR
$22.7B
$2.91M 0.09%
30,500
+11,600
+61% +$1.08M
ABT icon
207
CALL
Abbott
ABT
$183B
$2.91M 0.09%
24,600
+21,200
+624% +$2.6M
WDC icon
208
PUT
Western Digital
WDC
$188B
$2.9M 0.08%
67,870
+55,698
+458% +$2.65M
XLF icon
209
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.9M 0.08%
77,145
-200,380
-72% -$7.5M
VT icon
210
Vanguard Total World Stock ETF
VT
$77.1B
$2.88M 0.08%
+28,332
New +$2.97M
AAL icon
211
PUT
American Airlines Group
AAL
$10.1B
$2.88M 0.08%
140,300
+5,200
+4% +$105K
KR icon
212
CALL
Kroger
KR
$35.4B
$2.85M 0.08%
70,600
+35,100
+99% +$1.47M
SMH icon
213
VanEck Semiconductor ETF
SMH
$65.2B
$2.83M 0.08%
22,090
+9,566
+76% +$1.26M
PLTR icon
214
PUT
Palantir
PLTR
$295B
$2.83M 0.08%
117,600
+61,800
+111% +$1.51M
EBAY icon
215
CALL
eBay
EBAY
$50.6B
$2.81M 0.08%
40,400
+12,600
+45% +$903K
AAL icon
216
CALL
American Airlines Group
AAL
$10.1B
$2.79M 0.08%
135,800
+61,400
+83% +$1.24M
UAL icon
217
PUT
United Airlines
UAL
$39.4B
$2.78M 0.08%
58,500
+27,900
+91% +$1.31M
UNP icon
218
CALL
Union Pacific
UNP
$174B
$2.78M 0.08%
14,200
+9,200
+184% +$1.99M
IBM icon
219
PUT
IBM
IBM
$211B
$2.77M 0.08%
20,815
-942
-4% -$126K
IYR icon
220
iShares US Real Estate ETF
IYR
$4.66B
$2.76M 0.08%
26,976
+8,110
+43% +$863K
UBER icon
221
Uber
UBER
$143B
$2.76M 0.08%
61,626
+55,983
+992% +$2.45M
QCOM icon
222
PUT
Qualcomm
QCOM
$155B
$2.76M 0.08%
21,400
+1,900
+10% +$270K
MMM icon
223
CALL
3M
MMM
$90.9B
$2.75M 0.08%
+18,777
New +$3.04M
WMT icon
224
PUT
Walmart Inc
WMT
$885B
$2.73M 0.08%
58,800
-98,400
-63% -$4.74M
EXPE icon
225
CALL
Expedia Group
EXPE
$35.4B
$2.7M 0.08%
16,500
+14,900
+931% +$2.3M
7 8
9
10 11

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NOCM
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TIM
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QIM
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MCM
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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.