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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
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KLAC icon
2826
KLA
KLAC
$239B
– –
-38,060
Closed -$423K
KRNY icon
2827
Kearny Financial
KRNY
$604M
– –
-15,631
Closed -$226K
KTF
2828
DWS Municipal Income Trust
KTF
$346M
– –
-19,687
Closed -$234K
LABU icon
2829
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$506M
– –
-732
Closed -$1.14M
LEE icon
2830
Lee Enterprises
LEE
$172M
– –
-2,146
Closed -$50K
LH icon
2831
Labcorp
LH
$25.4B
– –
-4,441
Closed -$652K
LII icon
2832
CALL
Lennox International
LII
$14.4B
– –
-1,000
Closed -$208K
LMBS icon
2833
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.35B
– –
-7,184
Closed -$371K
LMFA
2834
DELISTED
LM Funding America
LMFA
– –
-2
Closed -$23K
LNG icon
2835
Cheniere Energy
LNG
$55.2B
– –
-5,721
Closed -$315K
LNT icon
2836
Alliant Energy
LNT
$18.3B
– –
-5,057
Closed -$215K
MAR icon
2837
Marriott International
MAR
$98.3B
– –
-10,626
Closed -$1.49M
MBRX icon
2838
Moleculin Biotech
MBRX
$2.83M
– –
-5
Closed -$21K
MBUU icon
2839
Malibu Boats
MBUU
$541M
– –
-7,954
Closed -$236K
MCR
2840
DELISTED
MFS Charter Income Trust
MCR
– –
-21,116
Closed -$179K
CD
2841
Chaince Digital Holdings
CD
$222M
– –
-1,226
Closed -$28K
MFIC icon
2842
MidCap Financial Investment
MFIC
$787M
– –
-20,144
Closed -$342K
MGIC
2843
DELISTED
Magic Software Enterprises
MGIC
– –
-11,049
Closed -$93K
MKL icon
2844
Markel Group
MKL
$23.3B
– –
-420
Closed -$478K
MMLP icon
2845
Martin Midstream Partners
MMLP
$95.5M
– –
-11,961
Closed -$167K
MOMO
2846
Hello Group
MOMO
$885M
– –
-8,699
Closed -$277K
MORN icon
2847
Morningstar
MORN
$7.22B
– –
-2,611
Closed -$253K
MOS icon
2848
The Mosaic Company
MOS
$7.03B
– –
-8,615
Closed -$227K
MPC icon
2849
Marathon Petroleum
MPC
$92.4B
– –
-9,515
Closed -$655K
MTNB icon
2850
Matinas BioPharma
MTNB
$1.88M
– –
-303
Closed -$18K
112 113
114
115 116

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
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OMG
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MCM
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Two Sigma Securities's Q1 2018 Portfolio in Review

As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Two Sigma Securities deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
  • Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
  • Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
  • Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
  • Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
  • Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.

Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.