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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
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
Cap. Flow
+$7.42M
Cap. Flow %
1.41%
Top 10 Hldgs %
28.79%
Holding
1,368
New
486
Increased
150
Reduced
175
Closed
537

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$27.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$19.5M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$19.3M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$17.2M
5
BAC icon
Bank of America
BAC
+$9.12M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$20.5M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$15.8M
3
IVE icon
iShares S&P 500 Value ETF
IVE
+$11.5M
4
IYR icon
iShares US Real Estate ETF
IYR
+$11.2M
5
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$10.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 50.9%
2 Financials 17.17%
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
DWX icon
926
State Street SPDR S&P International Dividend ETF
DWX
$524M
– –
-7,320
Closed -$279K
EBAY icon
927
eBay
EBAY
$48.1B
– –
-22,638
Closed -$760K
EFAV icon
928
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.45B
– –
-8,060
Closed -$532K
EFX icon
929
Equifax
EFX
$19.6B
– –
-2,180
Closed -$298K
EGO icon
930
Eldorado Gold
EGO
$10.5B
– –
-21,893
Closed -$373K
EGY icon
931
Vaalco Energy
EGY
$686M
– –
-14,368
Closed -$13K
EIM
932
Eaton Vance Municipal Bond Fund
EIM
$464M
– –
-10,195
Closed -$128K
EL icon
933
Estee Lauder
EL
$34.8B
– –
-2,611
Closed -$221K
ELD icon
934
WisdomTree Emerging Markets Local Debt Fund
ELD
$141M
– –
-6,830
Closed -$257K
EMB icon
935
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.2B
– –
-2,580
Closed -$293K
EMN icon
936
Eastman Chemical
EMN
$7.53B
– –
-3,762
Closed -$304K
ENOV icon
937
Enovis
ENOV
$1.03B
– –
-3,965
Closed -$268K
EPI icon
938
WisdomTree India Earnings Fund ETF
EPI
$1.95B
– –
-11,611
Closed -$280K
EQIX icon
939
Equinix
EQIX
$99.4B
– –
-876
Closed -$351K
EQNR icon
940
Equinor
EQNR
$109B
– –
-15,132
Closed -$260K
VMRK
941
Vivmark Residential
VMRK
$50.8B
– –
-6,802
Closed -$423K
EQT icon
942
EQT Corp
EQT
$33.2B
– –
-8,090
Closed -$269K
ERC
943
Allspring Multi-Sector Income Fund
ERC
$249M
– –
-17,940
Closed -$239K
ES icon
944
Eversource Energy
ES
$25.3B
– –
-6,792
Closed -$399K
ESI icon
945
Element Solutions
ESI
$7.75B
– –
-10,977
Closed -$143K
ETJ
946
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$550M
– –
-15,770
Closed -$143K
ETN icon
947
Eaton
ETN
$152B
– –
-7,431
Closed -$551K
EVR icon
948
Evercore
EVR
$10.4B
– –
-3,364
Closed -$262K
EVRI
949
DELISTED
Everi Holdings
EVRI
– –
-48,662
Closed -$233K
EVT icon
950
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.09B
– –
-10,276
Closed -$217K
36 37
38
39 40

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PGCM
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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.