TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+1.36%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.12B
AUM Growth
+$43.4M
(+4.1%)
Cap. Flow
+$11.9M
Cap. Flow
% of AUM
1.07%
Top 10 Holdings %
Top 10 Hldgs %
34.79%
Holding
1,642
New
636
Increased
180
Reduced
170
Closed
480
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
$74.4M |
| 2 |
iShares Russell 1000 ETF
IWB
|
$60.7M |
| 3 |
iShares Russell 2000 Growth ETF
IWO
|
$36.4M |
| 4 |
iShares Russell 2000 Value ETF
IWN
|
$35.8M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
$16.4M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$79.6M |
| 2 |
Vanguard Consumer Discretionary ETF
VCR
|
$22.2M |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
$17.5M |
| 4 |
Technology Select Sector SPDR Fund
XLK
|
$16.2M |
| 5 |
Invesco Pharmaceuticals ETF
PJP
|
$13.3M |
Sector Composition
| 1 | Financials | 3.87% |
| 2 | Communication Services | 2.96% |
| 3 | Consumer Discretionary | 2.66% |
| 4 | Technology | 2.48% |
| 5 | Energy | 2.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
BV
226
DELISTED
Bazaarvoice, Inc.
BV
| $536K | 0.01% |
98,339
+72,019
| +274% | +$393K |
|
227
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$15.7B
| $526K | 0.01% |
+10,782
| New | +$526K |
|
228
Alibaba
BABA
$323B
| $517K | 0.01% |
3,000
-1,125
| -27% | -$194K |
|
229
Citigroup
C
$176B
| $517K | 0.01% |
6,953
-1,594
| -19% | -$119K |
|
230
General Dynamics
GD
$86.8B
| $516K | 0.01% |
+2,536
| New | +$516K |
|
231
Goldman Sachs
GS
$223B
| $513K | 0.01% |
+2,013
| New | +$513K |
|
232
VEON
VEON
$3.8B
| $513K | 0.01% |
+5,339
| New | +$513K |
|
233
TechnipFMC
FTI
$16B
| $507K | 0.01% |
+21,770
| New | +$507K |
|
234
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $507K | 0.01% |
+5,815
| New | +$507K |
|
235
Check Point Software Technologies
CHKP
$20.7B
| $506K | 0.01% |
+4,884
| New | +$506K |
|
236
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.6B
| $506K | 0.01% |
5,129
+50
| +1% | +$4.93K |
|
237
Consolidated Edison
ED
$35.4B
| $505K | 0.01% |
+5,942
| New | +$505K |
|
238
Deere & Co
DE
$128B
| $504K | 0.01% |
+3,222
| New | +$504K |
|
239
Fulton Financial
FULT
$3.53B
| $503K | 0.01% |
28,113
-3,704
| -12% | -$66.3K |
|
240
McDonald's
MCD
$224B
| $502K | 0.01% |
2,917
-20,728
| -88% | -$3.57M |
|
241
Banco Bilbao Vizcaya Argentaria
BBVA
$105B
| $499K | 0.01% |
58,724
+9,658
| +20% | +$82.1K |
|
242
iShares Select U.S. REIT ETF
ICF
$1.92B
| $499K | 0.01% |
9,844
-5,206
| -35% | -$264K |
|
243
Tyler Technologies
TYL
$24.2B
| $499K | 0.01% |
+2,819
| New | +$499K |
|
244
Valero Energy
VLO
$48.7B
| $496K | 0.01% |
5,400
+421
| +8% | +$38.7K |
|
245
Omnicom Group
OMC
$15.4B
| $493K | 0.01% |
+6,775
| New | +$493K |
|
|
CLR
246
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $493K | 0.01% |
+9,300
| New | +$493K |
|
247
Everest Group
EG
$14.3B
| $491K | 0.01% |
+2,221
| New | +$491K |
|
248
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.7B
| $490K | 0.01% |
12,916
+2,373
| +23% | +$90K |
|
249
Cummins
CMI
$55.1B
| $489K | 0.01% |
2,769
+1,518
| +121% | +$268K |
|
250
Vanguard Total International Stock ETF
VXUS
$102B
| $488K | 0.01% |
8,590
-11,998
| -58% | -$682K |
|