TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+2.79%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$524M
AUM Growth
+$14.1M
(+2.8%)
Cap. Flow
+$4.77M
Cap. Flow
% of AUM
0.91%
Top 10 Holdings %
Top 10 Hldgs %
28.85%
Holding
1,366
New
484
Increased
151
Reduced
176
Closed
537
Top Buys
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$19.5M |
| 3 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19.3M |
| 4 |
Utilities Select Sector SPDR Fund
XLU
|
$17M |
| 5 |
Bank of America
BAC
|
$9.49M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$20.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$16.5M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.3M |
| 5 |
SPDR S&P Biotech ETF
XBI
|
$10.2M |
Sector Composition
| 1 | Financials | 17.2% |
| 2 | Healthcare | 7.03% |
| 3 | Consumer Discretionary | 4.93% |
| 4 | Industrials | 4.25% |
| 5 | Technology | 3.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Direxion Daily S&P Oil & Gas Exp & Prod Bull 2X Shares
GUSH
$246M
| $452K | 0.09% |
217
+138
| +175% | +$287K |
|
227
Tapestry
TPR
$21.7B
| $452K | 0.09% |
9,544
-6,126
| -39% | -$290K |
|
|
TSRO
228
DELISTED
TESARO, Inc.
TSRO
| $452K | 0.09% |
+3,233
| New | +$452K |
|
229
Chemours
CC
$2.34B
| $451K | 0.09% |
+11,887
| New | +$451K |
|
230
La-Z-Boy
LZB
$1.49B
| $451K | 0.09% |
13,887
+5,560
| +67% | +$181K |
|
|
Y
231
DELISTED
Alleghany Corporation
Y
| $450K | 0.09% |
756
+338
| +81% | +$201K |
|
|
STI
232
DELISTED
SunTrust Banks, Inc.
STI
| $448K | 0.09% |
7,893
+4,224
| +115% | +$240K |
|
233
Bread Financial
BFH
$3.09B
| $446K | 0.08% |
2,178
+949
| +77% | +$194K |
|
234
VanEck Junior Gold Miners ETF
GDXJ
$7B
| $445K | 0.08% |
+13,332
| New | +$445K |
|
235
ON Semiconductor
ON
$20.1B
| $441K | 0.08% |
31,438
+19,079
| +154% | +$268K |
|
236
Weibo
WB
$2.87B
| $440K | 0.08% |
+6,614
| New | +$440K |
|
|
RTN
237
DELISTED
Raytheon Company
RTN
| $439K | 0.08% |
2,719
-2,005
| -42% | -$324K |
|
238
T-Mobile US
TMUS
$284B
| $433K | 0.08% |
+7,139
| New | +$433K |
|
239
Newmont
NEM
$83.7B
| $431K | 0.08% |
13,294
-7,746
| -37% | -$251K |
|
240
Principal Financial Group
PFG
$17.8B
| $431K | 0.08% |
+6,729
| New | +$431K |
|
|
RDUS
241
DELISTED
Radius Health, Inc.
RDUS
| $429K | 0.08% |
+9,484
| New | +$429K |
|
242
Markel Group
MKL
$24.2B
| $425K | 0.08% |
+436
| New | +$425K |
|
243
ServiceNow
NOW
$190B
| $424K | 0.08% |
4,000
+1,460
| +57% | +$155K |
|
244
Old National Bancorp
ONB
$8.94B
| $422K | 0.08% |
24,465
+3,866
| +19% | +$66.7K |
|
245
Halliburton
HAL
$18.8B
| $418K | 0.08% |
+9,789
| New | +$418K |
|
246
iShares US Treasury Bond ETF
GOVT
$28B
| $415K | 0.08% |
+16,421
| New | +$415K |
|
247
Gaming and Leisure Properties
GLPI
$13.7B
| $413K | 0.08% |
+10,971
| New | +$413K |
|
248
Invesco CurrencyShares Euro Currency Trust
FXE
$530M
| $410K | 0.08% |
+3,715
| New | +$410K |
|
249
CoStar Group
CSGP
$37.9B
| $409K | 0.08% |
15,510
-4,840
| -24% | -$128K |
|
250
Silicon Motion
SIMO
$2.8B
| $409K | 0.08% |
+8,488
| New | +$409K |
|