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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
+4.47%
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
$1.09B
AUM Growth
+$570M
(+108%)
Cap. Flow
+$518M
Cap. Flow % of AUM
Cap. Flow %
47.29%
Top 10 Holdings %
Top 10 Hldgs %
26.36%
Holding
1,415
New
577
Increased
168
Reduced
129
Closed
513
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
0.1
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
0.1
years
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 | Miscellaneous | 86.19% |
| 2 | Financials | 2.44% |
| 3 | Technology | 1.69% |
| 4 | Healthcare | 1.67% |
| 5 | Consumer Discretionary | 1.52% |
| 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
$799B
| $115M | 10.5% |
457,759
+399,574
| +687% | +$98.5M |
2016 Q4
3 quarters
|
|
|
2
iShares Russell 2000 ETF
IWM
$75.8B
| $37.1M | 3.39% |
250,143
+246,292
| +6,396% | +$34.7M |
2015 Q4
7 quarters
|
|
|
3
Vanguard Consumer Discretionary ETF
VCR
$5.94B
| $22.2M | 2.03% |
+154,706
| New | +$22M |
2017 Q3
0 quarters
|
|
|
4
State Street Health Care Select Sector SPDR ETF
XLV
$48.7B
| $19.4M | 1.77% |
237,484
+234,886
| +9,041% | +$18.9M |
2017 Q2
1 quarter
|
|
5
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
| $17.5M | 1.59% |
346,798
+289,266
| +503% | +$14.4M |
2017 Q1
2 quarters
|
|
|
6
State Street Financial Select Sector SPDR ETF
XLF
$52.7B
| $17.2M | 1.57% |
664,686
+654,829
| +6,643% | +$16.3M |
2016 Q3
4 quarters
|
|
7
State Street Technology Select Sector SPDR ETF
XLK
$119B
| $15.8M | 1.44% |
535,014
+162,246
| +44% | +$4.67M |
2016 Q2
5 quarters
|
|
8
iShares Semiconductor ETF
SOXX
$43.4B
| $15.6M | 1.43% |
295,665
+240,027
| +431% | +$11.9M |
2017 Q2
1 quarter
|
|
9
Invesco Pharmaceuticals ETF
PJP
$580M
| $14.8M | 1.35% |
+226,921
| New | +$14.3M |
2017 Q3
0 quarters
|
|
10
State Street SPDR S&P Metals & Mining ETF
XME
$3.69B
| $14M | 1.28% |
+435,953
| New | +$13.7M |
2017 Q3
0 quarters
|
|
11
iShares Core S&P Small-Cap ETF
IJR
$105B
| $13.6M | 1.24% |
183,291
+179,726
| +5,041% | +$12.6M |
2017 Q2
1 quarter
|
|
12
iShares Select Dividend ETF
DVY
$23.7B
| $13.3M | 1.21% |
141,833
+125,254
| +755% | +$11.6M |
2017 Q1
2 quarters
|
|
13
iShares US Real Estate ETF
IYR
$3.97B
| $13.2M | 1.2% |
164,800
+153,119
| +1,311% | +$12.3M |
2016 Q3
4 quarters
|
|
14
iShares Russell Mid-Cap Growth ETF
IWP
$18.5B
| $13.1M | 1.2% |
+232,280
| New | +$12.7M |
2017 Q3
0 quarters
|
|
15
Invesco BuyBack Achievers ETF
PKW
$1.74B
| $12.3M | 1.12% |
220,557
+216,357
| +5,151% | +$11.7M |
2017 Q2
1 quarter
|
|
16
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
| $11.8M | 1.08% |
+139,345
| New | +$11.7M |
2017 Q3
0 quarters
|
|
17
iShares US Financials ETF
IYF
$3.84B
| $11.5M | 1.05% |
+204,500
| New | +$11.1M |
2017 Q3
0 quarters
|
|
18
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.66B
| $11.2M | 1.02% |
+99,838
| New | +$11.1M |
2017 Q3
0 quarters
|
|
19
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.69B
| $11.1M | 1.02% |
+145,572
| New | +$10.8M |
2017 Q3
0 quarters
|
|
20
iShares North American Natural Resources ETF
IGE
$839M
| $10.6M | 0.97% |
+316,272
| New | +$10.2M |
2017 Q3
0 quarters
|
|
21
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.4B
| $10.6M | 0.97% |
+210,464
| New | +$10.4M |
2017 Q3
0 quarters
|
|
22
iShares US Pharmaceuticals ETF
IHE
$1.61B
| $10.4M | 0.95% |
198,846
+187,821
| +1,704% | +$9.6M |
2017 Q1
2 quarters
|
|
23
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $10.1M | 0.92% |
+45,141
| New | +$9.9M |
2017 Q3
0 quarters
|
|
24
Schwab US Dividend Equity ETF
SCHD
$121B
| $9.7M | 0.88% |
620,550
+599,796
| +2,890% | +$9.17M |
2017 Q2
1 quarter
|
|
25
iShares US Consumer Staples ETF
IYK
$1.35B
| $9.6M | 0.88% |
+239,745
| New | +$9.7M |
2017 Q3
0 quarters
|
|
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 $518M of net new capital in Q3 2017, opening 577 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 Miscellaneous at 86% of assets, up from 51% a quarter earlier, followed by Financials and Technology.
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 577 new positions and closed 513 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.