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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
TSLA icon
1
PUT
Tesla
TSLA
$1.21T
$795M 23.32%
3,076,800
-51,300
-2% -$12.1M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$92.9M 2.72%
216,500
-108,400
-33% -$47.8M
AMZN icon
3
PUT
Amazon
AMZN
$2.48T
$60.8M 1.78%
370,000
+34,000
+10% +$5.86M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$445B
$51.4M 1.51%
143,500
-45,800
-24% -$16.9M
AMZN icon
5
CALL
Amazon
AMZN
$2.48T
$50.3M 1.47%
306,000
-54,000
-15% -$9.31M
QQQ icon
6
CALL
Invesco QQQ Trust
QQQ
$445B
$49.9M 1.46%
139,300
-94,200
-40% -$34.7M
SPY icon
7
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$48.6M 1.42%
113,200
-141,900
-56% -$62.6M
IWM icon
8
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$35.8M 1.05%
163,700
-133,800
-45% -$29.7M
IWM icon
9
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$27.5M 0.8%
125,500
-39,900
-24% -$8.85M
MSFT icon
10
CALL
Microsoft
MSFT
$2.92T
$26.6M 0.78%
94,400
-22,300
-19% -$6.49M
DIA icon
11
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$24.8M 0.73%
73,300
+35,900
+96% +$12.5M
GOOGL icon
12
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$24.6M 0.72%
184,000
-16,000
-8% -$2.18M
GOOGL icon
13
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$24.3M 0.71%
182,000
+74,000
+69% +$10.1M
GOOG icon
14
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$21.6M 0.63%
162,000
-16,000
-9% -$2.21M
TSLA icon
15
CALL
Tesla
TSLA
$1.21T
$21.1M 0.62%
81,600
-5,400
-6% -$1.27M
META icon
16
CALL
Meta Platforms (Facebook)
META
$1.51T
$18.4M 0.54%
54,200
-10,100
-16% -$3.64M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$18.4M 0.54%
138,000
-32,000
-19% -$4.41M
XLK icon
18
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$17.6M 0.52%
236,000
+155,200
+192% +$12M
SPY icon
19
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$16.7M 0.49%
38,995
+17,035
+78% +$7.51M
AAPL icon
20
CALL
Apple
AAPL
$4.99T
$16.3M 0.48%
115,200
-82,000
-42% -$12.1M
MCD icon
21
PUT
McDonald's
MCD
$193B
$15.8M 0.46%
65,500
+35,400
+118% +$8.45M
NFLX icon
22
CALL
Netflix
NFLX
$302B
$15.7M 0.46%
258,000
-107,000
-29% -$5.89M
XLU icon
23
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$15M 0.44%
468,200
+189,200
+68% +$6.32M
XLU icon
24
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$14.9M 0.44%
466,400
+253,600
+119% +$8.48M
MSFT icon
25
PUT
Microsoft
MSFT
$2.92T
$14.8M 0.43%
52,500
-44,600
-46% -$13M
1
2 3 4 5

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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.