Two Sigma Securities Portfolio holdings
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 | Financials | 1.16% |
| 2 | Communication Services | 0.88% |
| 3 | Consumer Discretionary | 0.79% |
| 4 | Technology | 0.74% |
| 5 | Energy | 0.66% |
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 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.