We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
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
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$2.53B
Cap. Flow %
67.74%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$73.3M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$59.2M
3
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$35.6M
4
IWN icon
iShares Russell 2000 Value ETF
IWN
+$35.5M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$16.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$77.5M
2
VCR icon
Vanguard Consumer Discretionary ETF
VCR
+$22.2M
3
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$17.5M
4
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$15.9M
5
PJP icon
Invesco Pharmaceuticals ETF
PJP
+$13.3M

Sector Composition

Rank Sector Weight
1 Financials 1.16%
2 Communication Services 0.88%
3 Consumer Discretionary 0.79%
4 Technology 0.74%
5 Energy 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$607M 16.26%
2,273,600
+2,272,600
+227,260% +$591M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$303M 8.12%
1,135,200
+1,134,400
+141,800% +$295M
IWM icon
3
iShares Russell 2000 ETF
IWM
$80.4B
$113M 3.02%
737,982
+487,839
+195% +$73.3M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$106M 2.84%
694,300
+692,300
+34,615% +$104M
QQQ icon
5
PUT
Invesco QQQ Trust
QQQ
$445B
$77.1M 2.07%
+495,100
New +$75.6M
IWB icon
6
iShares Russell 1000 ETF
IWB
$47.9B
$61.3M 1.64%
412,424
+408,582
+10,635% +$59.2M
IWM icon
7
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$52.3M 1.4%
+343,000
New +$51.5M
IWN icon
8
iShares Russell 2000 Value ETF
IWN
$14.5B
$45.5M 1.22%
361,802
+284,396
+367% +$35.5M
SPY icon
9
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$42.6M 1.14%
159,643
-298,116
-65% -$77.5M
IWO icon
10
iShares Russell 2000 Growth ETF
IWO
$14.4B
$37.3M 1%
199,544
+194,755
+4,067% +$35.6M
AAPL icon
11
PUT
Apple
AAPL
$4.99T
$32.5M 0.87%
+768,400
New +$32.1M
GOOG icon
12
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$32.4M 0.87%
+620,000
New +$31.6M
QQQ icon
13
CALL
Invesco QQQ Trust
QQQ
$445B
$27.6M 0.74%
+177,300
New +$27.1M
META icon
14
CALL
Meta Platforms (Facebook)
META
$1.51T
$23.8M 0.64%
+134,700
New +$23.8M
AAPL icon
15
CALL
Apple
AAPL
$4.99T
$23.7M 0.64%
+561,200
New +$23.5M
XLRE icon
16
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
$21.7M 0.58%
657,558
+497,363
+310% +$16.4M
JPM icon
17
CALL
JPMorgan Chase
JPM
$950B
$20.6M 0.55%
+192,800
New +$19.5M
GOOGL icon
18
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$19.8M 0.53%
376,000
+370,000
+6,167% +$19.1M
IYR icon
19
CALL
iShares US Real Estate ETF
IYR
$4.76B
$19.4M 0.52%
+239,400
New +$19.4M
IJR icon
20
iShares Core S&P Small-Cap ETF
IJR
$110B
$18.9M 0.51%
245,521
+62,230
+34% +$4.69M
DIA icon
21
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$18.9M 0.51%
+76,200
New +$18M
META icon
22
PUT
Meta Platforms (Facebook)
META
$1.51T
$18.5M 0.5%
+105,100
New +$18.6M
GS icon
23
PUT
Goldman Sachs
GS
$305B
$18.5M 0.49%
+72,500
New +$17.8M
GOOG icon
24
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$18.1M 0.49%
+346,000
New +$17.6M
NVDA icon
25
CALL
NVIDIA
NVDA
$4.77T
$17.5M 0.47%
+3,608,000
New +$17.9M
1
2 3 4 5

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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 deployed $2.53B of net new capital in Q4 2017, opening 1,292 new positions and adding to 220 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, down from 2.3% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M trimmed.

  • Two Sigma Securities's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.
  • 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 1,292 new positions and closed 481 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.