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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
+6.19%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$510M
AUM Growth
+$211M
(+71%)
Cap. Flow
+$198M
Cap. Flow % of AUM
Cap. Flow %
38.85%
Top 10 Holdings %
Top 10 Hldgs %
23.95%
Holding
1,280
New
580
Increased
145
Reduced
139
Closed
400
Avg Time Held
0.2
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$16.4M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$15.7M |
| 3 |
iShares Biotechnology ETF
IBB
|
+$12.1M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$11.6M |
| 5 |
iShares S&P 500 Value ETF
IVE
|
+$11.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$9.24M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$7.49M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$4.21M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$3.46M |
| 5 |
Canadian Pacific Kansas City
CP
|
+$2.44M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 43.6% |
| 2 | Financials | 9.07% |
| 3 | Industrials | 8.8% |
| 4 | Healthcare | 8.59% |
| 5 | Technology | 7.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$794B
| $33.9M | 6.64% |
143,727
+70,782
| +97% | +$16.4M |
2016 Q4
1 quarter
|
|
|
2
State Street Financial Select Sector SPDR ETF
XLF
$55.3B
| $16.1M | 3.15% |
677,152
+654,790
| +2,928% | +$15.7M |
2016 Q3
2 quarters
|
|
|
3
iShares Biotechnology ETF
IBB
$11.3B
| $12.4M | 2.43% |
+126,795
| New | +$12.1M |
2017 Q1
0 quarters
|
|
|
4
iShares US Real Estate ETF
IYR
$4.01B
| $12M | 2.35% |
152,966
+148,858
| +3,624% | +$11.6M |
2016 Q3
2 quarters
|
|
|
5
iShares S&P 500 Value ETF
IVE
$51.2B
| $11.5M | 2.26% |
+110,905
| New | +$11.5M |
2017 Q1
0 quarters
|
|
6
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $10.2M | 2% |
+147,327
| New | +$9.9M |
2017 Q1
0 quarters
|
|
7
State Street Energy Select Sector SPDR ETF
XLE
$40.8B
| $7.87M | 1.54% |
225,098
+30,124
| +15% | +$1.09M |
2016 Q4
1 quarter
|
|
8
State Street SPDR Dow Jones REIT ETF
RWR
$1.89B
| $6.53M | 1.28% |
70,748
+65,274
| +1,192% | +$6.07M |
2016 Q4
1 quarter
|
|
9
Johnson & Johnson
JNJ
$673B
| $5.88M | 1.15% |
47,231
+41,613
| +741% | +$4.97M |
2016 Q3
2 quarters
|
|
10
CME Group
CME
$111B
| $5.83M | 1.14% |
49,101
+2,508
| +5% | +$302K |
2014 Q4
9 quarters
|
|
11
Apple
AAPL
$5.06T
| $5.56M | 1.09% |
154,924
+129,624
| +512% | +$4.27M |
2016 Q3
2 quarters
|
|
12
iShares US Pharmaceuticals ETF
IHE
$1.67B
| $5.48M | 1.07% |
+108,912
| New | +$5.39M |
2017 Q1
0 quarters
|
|
13
State Street SPDR S&P Pharmaceuticals ETF
XPH
$503M
| $5.24M | 1.03% |
125,333
+118,208
| +1,659% | +$4.82M |
2016 Q4
1 quarter
|
|
14
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $4.54M | 0.89% |
+176,874
| New | +$4.42M |
2017 Q1
0 quarters
|
|
15
McDonald's
MCD
$199B
| $4.23M | 0.83% |
32,628
+30,066
| +1,174% | +$3.77M |
2016 Q2
3 quarters
|
|
16
Citigroup
C
$203B
| $3.56M | 0.7% |
59,466
+41,417
| +229% | +$2.45M |
2016 Q2
3 quarters
|
|
17
State Street SPDR S&P Retail ETF
XRT
$650M
| $3.44M | 0.68% |
+81,555
| New | +$3.51M |
2017 Q1
0 quarters
|
|
18
3M
MMM
$97.6B
| $3.32M | 0.65% |
+20,724
| New | +$3.18M |
2017 Q1
0 quarters
|
|
19
Home Depot
HD
$350B
| $3.25M | 0.64% |
22,141
+19,155
| +641% | +$2.72M |
2016 Q2
3 quarters
|
|
20
Boeing
BA
$138B
| $3.08M | 0.6% |
+17,395
| New | +$2.96M |
2017 Q1
0 quarters
|
|
21
UnitedHealth
UNH
$362B
| $2.94M | 0.58% |
17,915
+12,884
| +256% | +$2.11M |
2016 Q3
2 quarters
|
|
22
Vanguard Morningstar Mid-Cap ETF
VO
$107B
| $2.69M | 0.53% |
+77,400
| New | +$2.66M |
2017 Q1
0 quarters
|
|
23
Broadcom
AVGO
$1.58T
| $2.67M | 0.52% |
+121,900
| New | +$2.51M |
2017 Q1
0 quarters
|
|
24
Amazon
AMZN
$2.92T
| $2.53M | 0.5% |
+57,000
| New | +$2.38M |
2017 Q1
0 quarters
|
|
25
iShares US Aerospace & Defense ETF
ITA
$12.3B
| $2.52M | 0.49% |
+101,826
| New | +$2.5M |
2017 Q1
0 quarters
|
|
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Two Sigma Securities's Q1 2017 Portfolio in Review
As of Q1 2017, Two Sigma Securities held 1,280 positions worth $510M, up 71% from $299M the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Two Sigma Securities deployed $198M of net new capital in Q1 2017, opening 580 new positions and adding to 145 existing holdings. Its largest new stake was iShares Biotechnology ETF: 126,795 shares worth $12.4M.
By sector, the portfolio is most concentrated in Miscellaneous at 44% of assets, up from 43% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Bank of America, an estimated $9.24M trimmed.
- Two Sigma Securities's largest Q1 2017 buy was iShares Biotechnology ETF: 126,795 shares worth $12.4M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $16.4M increase.
- Two Sigma Securities's biggest Q1 2017 reduction was Bank of America, cutting an estimated $9.24M.
- Two Sigma Securities fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q1 2017, selling an estimated $4.21M.
- Two Sigma Securities's ten largest holdings make up 24% of its $510M portfolio in Q1 2017.
- Two Sigma Securities opened 580 new positions and closed 400 in Q1 2017.
- Two Sigma Securities's portfolio value rose 71% quarter-over-quarter to $510M.
Based on Two Sigma Securities's 13F filing for Q1 2017, filed 15 May 2017.