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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
+2.81%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$525M
AUM Growth
+$15.2M
(+3%)
Cap. Flow
+$7.42M
Cap. Flow % of AUM
Cap. Flow %
1.41%
Top 10 Holdings %
Top 10 Hldgs %
28.79%
Holding
1,368
New
486
Increased
150
Reduced
175
Closed
537
Avg Time Held
Equity + Options
0.2
years
Top 10 Avg Time Held
Equity + Options
0.1
years
Top 20 Avg Time Held
Equity + Options
0.2
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
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$27.4M |
| 2 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$19.5M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$19.3M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$17.2M |
| 5 |
Bank of America
BAC
|
+$9.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$20.5M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$15.8M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
+$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$11.2M |
| 5 |
State Street SPDR S&P Biotech ETF
XBI
|
+$10.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 50.9% |
| 2 | Financials | 17.16% |
| 3 | Healthcare | 7.67% |
| 4 | Consumer Discretionary | 4.96% |
| 5 | Industrials | 4.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
| $27M | 5.15% |
+492,303
| New | +$27.4M |
2017 Q2
0 quarters
|
|
|
2
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
| $26.1M | 4.97% |
280,568
+209,820
| +297% | +$19.5M |
2016 Q4
2 quarters
|
|
|
3
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $21.6M | 4.12% |
832,722
+655,848
| +371% | +$17.2M |
2017 Q1
1 quarter
|
|
|
4
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.4B
| $19.3M | 3.67% |
+430,486
| New | +$19.3M |
2017 Q2
0 quarters
|
|
|
5
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $14.1M | 2.68% |
58,185
-85,542
| -60% | -$20.5M |
2016 Q4
2 quarters
|
|
|
6
Bank of America
BAC
$346B
| $10.6M | 2.02% |
437,520
+391,223
| +845% | +$9.12M |
2016 Q1
5 quarters
|
|
7
State Street Technology Select Sector SPDR ETF
XLK
$119B
| $10.2M | 1.94% |
372,768
+294,434
| +376% | +$8.1M |
2016 Q2
4 quarters
|
|
8
Wells Fargo
WFC
$250B
| $7.99M | 1.52% |
144,181
+122,687
| +571% | +$6.57M |
2016 Q1
5 quarters
|
|
9
iShares 0-1 Year Treasury Bond ETF
SHV
$21.5B
| $7.21M | 1.37% |
65,360
+62,413
| +2,118% | +$6.88M |
2017 Q1
1 quarter
|
|
10
iShares Select U.S. REIT ETF
ICF
$1.98B
| $7.14M | 1.36% |
141,122
+124,126
| +730% | +$6.27M |
2017 Q1
1 quarter
|
|
11
Berkshire Hathaway Class B
BRK.B
$1.16T
| $6.64M | 1.26% |
+39,174
| New | +$6.52M |
2017 Q2
0 quarters
|
|
12
CME Group
CME
$109B
| $6.29M | 1.2% |
50,246
+1,145
| +2% | +$137K |
2014 Q4
10 quarters
|
|
13
iShare MSCI Eurozone ETF
EZU
$9.14B
| $5.92M | 1.13% |
+146,797
| New | +$5.87M |
2017 Q2
0 quarters
|
|
14
JPMorgan Chase
JPM
$895B
| $5.62M | 1.07% |
61,433
+46,577
| +314% | +$4.02M |
2016 Q3
3 quarters
|
|
15
iShares Biotechnology ETF
IBB
$11.3B
| $5.57M | 1.06% |
53,865
-72,930
| -58% | -$7.18M |
2017 Q1
1 quarter
|
|
16
Vanguard FTSE Developed Markets ETF
VEA
$228B
| $5M | 0.95% |
120,920
+57,999
| +92% | +$2.36M |
2016 Q3
3 quarters
|
|
17
iShares Gold Trust
IAU
$57.5B
| $4.48M | 0.85% |
+187,518
| New | +$4.54M |
2017 Q2
0 quarters
|
|
18
Johnson & Johnson
JNJ
$658B
| $3.88M | 0.74% |
29,301
-17,930
| -38% | -$2.29M |
2016 Q3
3 quarters
|
|
19
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.66B
| $3.83M | 0.73% |
+30,020
| New | +$4.1M |
2017 Q2
0 quarters
|
|
20
Vanguard Short-Term Bond ETF
BSV
$45.8B
| $3.2M | 0.61% |
40,080
+32,860
| +455% | +$2.62M |
2016 Q3
3 quarters
|
|
21
Vanguard Total Bond Market
BND
$165B
| $2.99M | 0.57% |
36,589
+33,913
| +1,267% | +$2.77M |
2016 Q1
5 quarters
|
|
22
Vanguard FTSE All-World ex-US ETF
VEU
$66.2B
| $2.95M | 0.56% |
+58,898
| New | +$2.91M |
2017 Q2
0 quarters
|
|
23
Oracle
ORCL
$396B
| $2.9M | 0.55% |
57,859
+47,675
| +468% | +$2.17M |
2016 Q3
3 quarters
|
|
24
Citigroup
C
$203B
| $2.86M | 0.54% |
42,709
-16,757
| -28% | -$1.03M |
2016 Q2
4 quarters
|
|
25
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
| $2.82M | 0.54% |
57,532
+49,865
| +650% | +$2.43M |
2017 Q1
1 quarter
|
|
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Two Sigma Securities's Q2 2017 Portfolio in Review
As of Q2 2017, Two Sigma Securities held 1,368 positions worth $525M, up 3% from $510M the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Two Sigma Securities's Q2 2017 filing shows 486 new, 150 increased, 175 reduced and 537 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 492,303 shares worth $27M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $20.5M.
By sector, the portfolio is most concentrated in Miscellaneous at 51% of assets, up from 44% a quarter earlier, followed by Financials and Healthcare.
- Two Sigma Securities's largest Q2 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 492,303 shares worth $27M.
- Two Sigma Securities added most to State Street SPDR Dow Jones REIT ETF in Q2 2017, an estimated $19.5M increase.
- Two Sigma Securities's biggest Q2 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $20.5M.
- Two Sigma Securities fully exited iShares S&P 500 Value ETF in Q2 2017, selling an estimated $11.5M.
- Two Sigma Securities's ten largest holdings make up 29% of its $525M portfolio in Q2 2017.
- Two Sigma Securities opened 486 new positions and closed 537 in Q2 2017.
- Two Sigma Securities's portfolio value rose 3% quarter-over-quarter to $525M.
Based on Two Sigma Securities's 13F filing for Q2 2017, filed 14 Aug 2017.