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 | |
|---|---|---|---|---|---|---|
251
IBM
IBM
$232B
| $486K | 0.01% |
3,311
+946
| +40% | +$139K |
|
252
JD.com
JD
$44.6B
| $485K | 0.01% |
11,713
-16,949
| -59% | -$702K |
|
253
Becton Dickinson
BDX
$55.1B
| $483K | 0.01% |
+2,311
| New | +$483K |
|
254
Weibo
WB
$2.87B
| $482K | 0.01% |
4,656
-3,942
| -46% | -$408K |
|
|
RAD
255
DELISTED
Rite Aid Corporation
RAD
| $482K | 0.01% |
12,243
-5,113
| -29% | -$201K |
|
256
iShares Intermediate Government/Credit Bond ETF
GVI
$3.55B
| $480K | 0.01% |
+4,377
| New | +$480K |
|
257
JB Hunt Transport Services
JBHT
$13.9B
| $478K | 0.01% |
+4,155
| New | +$478K |
|
258
Markel Group
MKL
$24.2B
| $478K | 0.01% |
+420
| New | +$478K |
|
|
XIV
259
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
| $478K | 0.01% |
3,558
-3,608
| -50% | -$485K |
|
260
NOV
NOV
$4.95B
| $477K | 0.01% |
13,246
+5,385
| +69% | +$194K |
|
|
COL
261
DELISTED
Rockwell Collins
COL
| $477K | 0.01% |
3,517
-12,765
| -78% | -$1.73M |
|
262
iShares MSCI ACWI ex US ETF
ACWX
$6.66B
| $474K | 0.01% |
+9,492
| New | +$474K |
|
263
iShares S&P 100 ETF
OEF
$22.1B
| $472K | 0.01% |
3,978
-62,142
| -94% | -$7.37M |
|
264
British American Tobacco
BTI
$122B
| $471K | 0.01% |
+7,029
| New | +$471K |
|
265
CoStar Group
CSGP
$37.9B
| $471K | 0.01% |
15,870
-8,570
| -35% | -$254K |
|
|
VIAB
266
DELISTED
Viacom Inc. Class B
VIAB
| $471K | 0.01% |
+15,303
| New | +$471K |
|
267
Waste Management
WM
$88.6B
| $470K | 0.01% |
+5,441
| New | +$470K |
|
268
Vanguard Total Bond Market
BND
$135B
| $469K | 0.01% |
5,751
-22,265
| -79% | -$1.82M |
|
269
Graco
GGG
$14.2B
| $469K | 0.01% |
10,372
+3,754
| +57% | +$170K |
|
|
PXD
270
DELISTED
Pioneer Natural Resource Co.
PXD
| $469K | 0.01% |
+2,714
| New | +$469K |
|
271
iShares MSCI Mexico ETF
EWW
$1.84B
| $467K | 0.01% |
9,469
+5,726
| +153% | +$282K |
|
272
Trip.com Group
TCOM
$47.6B
| $461K | 0.01% |
+10,464
| New | +$461K |
|
273
Fluor
FLR
$6.72B
| $457K | 0.01% |
+8,851
| New | +$457K |
|
274
Starbucks
SBUX
$97.1B
| $455K | 0.01% |
+7,926
| New | +$455K |
|
275
ProShares UltraPro Short QQQ
SQQQ
$2.32B
| $455K | 0.01% |
+42
| New | +$455K |
|