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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
INFY icon
1726
CALL
Infosys
INFY
$50.8B
– –
-10,900
Closed -$231K
INFY icon
1727
Infosys
INFY
$50.8B
– –
-28,364
Closed -$601K
INTC icon
1728
PUT
Intel
INTC
$414B
– –
-110,400
Closed -$6.2M
IRBT
1729
PUT
DELISTED
iRobot
IRBT
– –
-2,800
Closed -$261K
ISTB icon
1730
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.1B
– –
-5,275
Closed -$271K
ITP icon
1731
IT Tech Packaging
ITP
$2.85M
– –
-2,551
Closed -$12K
ITUB icon
1732
Itaú Unibanco
ITUB
$90.2B
– –
-28,017
Closed -$123K
ITW icon
1733
PUT
Illinois Tool Works
ITW
$84B
– –
-900
Closed -$201K
IVOL icon
1734
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$270M
– –
-100,587
Closed -$2.78M
IVV icon
1735
CALL
iShares Core S&P 500 ETF
IVV
$861B
– –
-600
Closed -$258K
IVV icon
1736
PUT
iShares Core S&P 500 ETF
IVV
$861B
– –
-1,600
Closed -$688K
IWD icon
1737
iShares Russell 1000 Value ETF
IWD
$81.8B
– –
-12,495
Closed -$1.98M
IWN icon
1738
iShares Russell 2000 Value ETF
IWN
$14.4B
– –
-10,075
Closed -$1.67M
IWR icon
1739
iShares Russell Mid-Cap ETF
IWR
$56B
– –
-2,652
Closed -$210K
IYC icon
1740
iShares US Consumer Discretionary ETF
IYC
$1.16B
– –
-4,833
Closed -$375K
JACK icon
1741
PUT
Jack in the Box
JACK
$318M
– –
-2,500
Closed -$279K
JBHT icon
1742
JB Hunt Transport Services
JBHT
$25.4B
– –
-2,508
Closed -$409K
JFU
1743
9F Inc
JFU
$23.7M
– –
-549
Closed -$29K
JLL icon
1744
Jones Lang LaSalle
JLL
$16B
– –
-1,409
Closed -$275K
K
1745
CALL
DELISTED
Kellanova
K
– –
-9,372
Closed -$566K
KBE icon
1746
CALL
State Street SPDR S&P Bank ETF
KBE
$1.65B
– –
-8,200
Closed -$421K
KBH icon
1747
PUT
KB Home
KBH
$3.5B
– –
-12,300
Closed -$501K
KBWB icon
1748
Invesco KBW Bank ETF
KBWB
$6.77B
– –
-3,947
Closed -$254K
KDP icon
1749
CALL
Keurig Dr Pepper
KDP
$42.6B
– –
-5,900
Closed -$208K
KGC icon
1750
Kinross Gold
KGC
$27.2B
– –
-16,103
Closed -$102K
68 69
70
71 72

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.