Two Sigma Securities Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$98.5M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$34.7M |
| 3 |
Vanguard Consumer Discretionary ETF
VCR
|
+$22M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$18.9M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$16.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$27M |
| 2 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$23.5M |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$20.6M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$18.9M |
| 5 |
Bank of America
BAC
|
+$9.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 2.35% |
| 2 | Technology | 1.64% |
| 3 | Healthcare | 1.58% |
| 4 | Consumer Discretionary | 1.5% |
| 5 | Consumer Staples | 1.19% |
Similar funds
Two Sigma Securities's Q3 2017 Portfolio in Review
As of Q3 2017, Two Sigma Securities held 1,415 positions worth $1.09B, up 108% from $525M the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Two Sigma Securities deployed $538M of net new capital in Q3 2017, opening 578 new positions and adding to 168 existing holdings. Its largest new stake was Vanguard Consumer Discretionary ETF: 154,706 shares worth $22.2M.
By sector, the portfolio is most concentrated in Financials at 2.3% of assets, down from 17% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was State Street SPDR Dow Jones REIT ETF, an estimated $23.5M trimmed.
- Two Sigma Securities's largest Q3 2017 buy was Vanguard Consumer Discretionary ETF: 154,706 shares worth $22.2M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q3 2017, an estimated $98.5M increase.
- Two Sigma Securities's biggest Q3 2017 reduction was State Street SPDR Dow Jones REIT ETF, cutting an estimated $23.5M.
- Two Sigma Securities fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2017, selling an estimated $27M.
- Two Sigma Securities's ten largest holdings make up 26% of its $1.09B portfolio in Q3 2017.
- Two Sigma Securities opened 578 new positions and closed 514 in Q3 2017.
- Two Sigma Securities's portfolio value rose 108% quarter-over-quarter to $1.09B.
Based on Two Sigma Securities's 13F filing for Q3 2017, filed 14 Nov 2017.