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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$3.73B
AUM Growth
+$2.64B
(+241%)
Cap. Flow
+$3.48M
Cap. Flow % of AUM
Cap. Flow %
0.09%
Top 10 Holdings %
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,290
Increased
220
Reduced
173
Closed
480
Avg Time Held
Equity + Options
0.1
years
Top 10 Avg Time Held
Equity + Options
0.1
years
Top 20 Avg Time Held
Equity + Options
0.1
years
Avg Time Held Equity only
0.2
years
Top 10 Avg Time Held Equity only
0.1
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$73.3M |
| 2 |
iShares Russell 1000 ETF
IWB
|
+$59.2M |
| 3 |
iShares Russell 2000 Growth ETF
IWO
|
+$35.6M |
| 4 |
iShares Russell 2000 Value ETF
IWN
|
+$35.5M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$16.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$77.5M |
| 2 |
Vanguard Consumer Discretionary ETF
VCR
|
+$22.2M |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$17.5M |
| 4 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$15.9M |
| 5 |
Invesco Pharmaceuticals ETF
PJP
|
+$13.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 93.35% |
| 2 | Financials | 1.2% |
| 3 | Communication Services | 0.89% |
| 4 | Consumer Discretionary | 0.83% |
| 5 | Technology | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $607M | 16.26% |
2,273,600
+2,272,600
| +227,260% | +$591M |
2017 Q2
2 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $303M | 8.12% |
1,135,200
+1,134,400
| +141,800% | +$295M |
2017 Q2
2 quarters
|
|
|
3
iShares Russell 2000 ETF
IWM
$74.2B
| $113M | 3.02% |
737,982
+487,839
| +195% | +$73.3M |
2015 Q4
8 quarters
|
|
|
4
PUT
iShares Russell 2000 ETF
IWM
$74.2B
| $106M | 2.84% |
694,300
+692,300
| +34,615% | +$104M |
2017 Q3
1 quarter
|
|
5
PUT
Invesco QQQ Trust
QQQ
$443B
| $77.1M | 2.07% |
+495,100
| New | +$75.6M |
2017 Q4
0 quarters
|
|
|
6
iShares Russell 1000 ETF
IWB
$46.8B
| $61.3M | 1.64% |
412,424
+408,582
| +10,635% | +$59.2M |
2016 Q4
4 quarters
|
|
|
7
CALL
iShares Russell 2000 ETF
IWM
$74.2B
| $52.3M | 1.4% |
+343,000
| New | +$51.5M |
2017 Q4
0 quarters
|
|
|
8
iShares Russell 2000 Value ETF
IWN
$13.7B
| $45.5M | 1.22% |
361,802
+284,396
| +367% | +$35.5M |
2017 Q3
1 quarter
|
|
|
9
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $42.6M | 1.14% |
159,643
-298,116
| -65% | -$77.5M |
2016 Q4
4 quarters
|
|
|
10
iShares Russell 2000 Growth ETF
IWO
$13.6B
| $37.3M | 1% |
199,544
+194,755
| +4,067% | +$35.6M |
2017 Q3
1 quarter
|
|
11
PUT
Apple
AAPL
$4.98T
| $32.5M | 0.87% |
+768,400
| New | +$32.1M |
2017 Q4
0 quarters
|
|
12
PUT
Alphabet (Google) Class C
GOOG
$3.49T
| $32.4M | 0.87% |
+620,000
| New | +$31.6M |
2017 Q4
0 quarters
|
|
|
13
CALL
Invesco QQQ Trust
QQQ
$443B
| $27.6M | 0.74% |
+177,300
| New | +$27.1M |
2017 Q4
0 quarters
|
|
14
CALL
Meta Platforms (Facebook)
META
$1.56T
| $23.8M | 0.64% |
+134,700
| New | +$23.8M |
2017 Q4
0 quarters
|
|
|
15
CALL
Apple
AAPL
$4.98T
| $23.7M | 0.64% |
+561,200
| New | +$23.5M |
2017 Q4
0 quarters
|
|
|
16
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.31B
| $21.7M | 0.58% |
657,558
+497,363
| +310% | +$16.4M |
2017 Q3
1 quarter
|
|
17
CALL
JPMorgan Chase
JPM
$888B
| $20.6M | 0.55% |
+192,800
| New | +$19.5M |
2017 Q4
0 quarters
|
|
18
PUT
Alphabet (Google) Class A
GOOGL
$3.5T
| $19.8M | 0.53% |
376,000
+370,000
| +6,167% | +$19.1M |
2017 Q3
1 quarter
|
|
19
CALL
iShares US Real Estate ETF
IYR
$4.04B
| $19.4M | 0.52% |
+239,400
| New | +$19.4M |
2017 Q4
0 quarters
|
|
20
iShares Core S&P Small-Cap ETF
IJR
$103B
| $18.9M | 0.51% |
245,521
+62,230
| +34% | +$4.69M |
2017 Q2
2 quarters
|
|
21
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.6B
| $18.8M | 0.51% |
+76,200
| New | +$18M |
2017 Q4
0 quarters
|
|
|
22
PUT
Meta Platforms (Facebook)
META
$1.56T
| $18.5M | 0.5% |
+105,100
| New | +$18.6M |
2017 Q4
0 quarters
|
|
23
PUT
Goldman Sachs
GS
$250B
| $18.5M | 0.49% |
+72,500
| New | +$17.8M |
2017 Q4
0 quarters
|
|
|
24
CALL
Alphabet (Google) Class C
GOOG
$3.49T
| $18.1M | 0.49% |
+346,000
| New | +$17.6M |
2017 Q4
0 quarters
|
|
25
CALL
NVIDIA
NVDA
$4.51T
| $17.5M | 0.47% |
+3,608,000
| New | +$17.9M |
2017 Q4
0 quarters
|
|
Similar funds
Two Sigma Securities's Q4 2017 Portfolio in Review
As of Q4 2017, Two Sigma Securities held 2,194 positions worth $3.73B, up 241% from $1.09B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Two Sigma Securities's Q4 2017 filing shows 1,290 new, 220 increased, 173 reduced and 480 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 86% a quarter earlier, followed by Financials and Communication Services.
- Two Sigma Securities's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.6M.
- Two Sigma Securities added most to iShares Russell 2000 ETF in Q4 2017, an estimated $73.3M increase.
- Two Sigma Securities's biggest Q4 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $77.5M.
- Two Sigma Securities fully exited Vanguard Consumer Discretionary ETF in Q4 2017, selling an estimated $22.2M.
- Two Sigma Securities's ten largest holdings make up 39% of its $3.73B portfolio in Q4 2017.
- Two Sigma Securities opened 1,290 new positions and closed 480 in Q4 2017.
- Two Sigma Securities's portfolio value rose 241% quarter-over-quarter to $3.73B.
Based on Two Sigma Securities's 13F filing for Q4 2017, filed 14 Feb 2018.