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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
Increased
578
Reduced
1,270
Closed
741

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$10.3M
2
ACN icon
Accenture
ACN
+$7.2M
3
PH icon
Parker-Hannifin
PH
+$3.75M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$3.75M
5
CI icon
Cigna
CI
+$3.73M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$65.5M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$55.6M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$17.2M
4
JPM icon
JPMorgan Chase
JPM
+$16.1M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13.9M

Sector Composition

Rank Sector Weight
1 Financials 0.49%
2 Technology 0.44%
3 Healthcare 0.39%
4 Consumer Discretionary 0.39%
5 Industrials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MTG icon
2176
MGIC Investment
MTG
$6.21B
$175K ﹤0.01%
+13,175
New +$163K
ETJ
2177
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$569M
$174K ﹤0.01%
+17,475
New +$172K
MIY icon
2178
BlackRock MuniYield Michigan Quality Fund
MIY
$351M
$174K ﹤0.01%
+14,054
New +$180K
ADAM
2179
Adamas Trust
ADAM
$856M
$174K ﹤0.01%
7,141
-9,151
-56% -$229K
MUC icon
2180
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$173K ﹤0.01%
+13,750
New +$179K
BKCC
2181
DELISTED
BlackRock Capital Investment Corporation
BKCC
$173K ﹤0.01%
+29,239
New +$178K
BTG icon
2182
B2Gold
BTG
$5.45B
$172K ﹤0.01%
+74,819
New +$177K
TEF
2183
DELISTED
Telefonica
TEF
$172K ﹤0.01%
27,030
-101,014
-79% -$691K
STKL
2184
DELISTED
SunOpta
STKL
$171K ﹤0.01%
+23,314
New +$186K
FAZ
2185
PUT
Direxion Daily Financial Bear 3x ETF
FAZ
$85.7M
$170K ﹤0.01%
+44
New +$171K
CHS
2186
DELISTED
Chicos FAS, Inc.
CHS
$170K ﹤0.01%
19,656
+4,299
+28% +$38.2K
DOC
2187
DELISTED
PHYSICIANS REALTY TRUST
DOC
$170K ﹤0.01%
+10,109
New +$168K
BTZ icon
2188
BlackRock Credit Allocation Income Trust
BTZ
$947M
$169K ﹤0.01%
13,821
+1,471
+12% +$18K
LXP icon
2189
LXP Industrial Trust
LXP
$3.57B
$169K ﹤0.01%
+4,071
New +$178K
DBRG icon
2190
DigitalBridge
DBRG
$2.95B
$168K ﹤0.01%
+6,907
New +$169K
JCO
2191
DELISTED
Nuveen Credit Opportunities 2022 Target Term Fund
JCO
$168K ﹤0.01%
+17,549
New +$167K
BKK
2192
DELISTED
Blackrock Municipal 2020 Term Trust
BKK
$167K ﹤0.01%
+11,294
New +$169K
AEG icon
2193
Aegon
AEG
$14B
$166K ﹤0.01%
30,067
-65,953
-69% -$343K
BDN
2194
Brandywine Realty Trust
BDN
$554M
$166K ﹤0.01%
+10,543
New +$174K
IRT icon
2195
Independence Realty Trust
IRT
$4B
$165K ﹤0.01%
+15,708
New +$160K
MUE
2196
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$165K ﹤0.01%
+13,689
New +$167K
VIPS icon
2197
Vipshop
VIPS
$7.4B
$165K ﹤0.01%
26,505
+12,654
+91% +$104K
VIV icon
2198
Telefônica Brasil
VIV
$19.3B
$164K ﹤0.01%
16,897
-14,073
-45% -$149K
FLG
2199
PUT
Flagstar Bank National Association
FLG
$5.9B
$162K ﹤0.01%
5,200
-19,500
-79% -$639K
NWG icon
2200
NatWest
NWG
$75.8B
$161K ﹤0.01%
22,958
-14,704
-39% -$104K
86 87
88
89 90

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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Two Sigma Securities's Q3 2018 Portfolio in Review

As of Q3 2018, Two Sigma Securities held 3,267 positions worth $15.4B, down 23% from $20.1B the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Two Sigma Securities withdrew a net $5.81B in Q3 2018, closing 741 positions and reducing 1,270 holdings. Its most notable exit was JPMorgan Chase, an estimated $16.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.49% of assets, down from 0.72% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $7.36M.

  • Two Sigma Securities's largest Q3 2018 buy was Accenture: 43,253 shares worth $7.36M.
  • Two Sigma Securities added most to iShares Russell 1000 Growth ETF in Q3 2018, an estimated $10.3M increase.
  • Two Sigma Securities's biggest Q3 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $65.5M.
  • Two Sigma Securities fully exited JPMorgan Chase in Q3 2018, selling an estimated $16.1M.
  • Two Sigma Securities's ten largest holdings make up 45% of its $15.4B portfolio in Q3 2018.
  • Two Sigma Securities opened 655 new positions and closed 741 in Q3 2018.
  • Two Sigma Securities's portfolio value fell 23% quarter-over-quarter to $15.4B.

Based on Two Sigma Securities's 13F filing for Q3 2018, filed 14 Nov 2018.