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 | |
|---|---|---|---|---|---|---|
276
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$291M
| $454K | 0.01% |
+13,434
| New | +$454K |
|
277
Zoetis
ZTS
$67.9B
| $451K | 0.01% |
+6,261
| New | +$451K |
|
|
MMP
278
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $450K | 0.01% |
6,337
+3,245
| +105% | +$230K |
|
279
Paychex
PAYX
$48.7B
| $448K | 0.01% |
+6,581
| New | +$448K |
|
280
NetApp
NTAP
$23.7B
| $439K | 0.01% |
+7,938
| New | +$439K |
|
281
Eaton
ETN
$136B
| $437K | 0.01% |
+5,531
| New | +$437K |
|
282
Prospect Capital
PSEC
$1.34B
| $435K | 0.01% |
64,517
+38,855
| +151% | +$262K |
|
283
SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.23B
| $434K | 0.01% |
+8,871
| New | +$434K |
|
284
SPDR S&P MidCap 400 ETF Trust
MDY
$24B
| $432K | 0.01% |
1,252
+596
| +91% | +$206K |
|
285
Vanguard Russell 3000 ETF
VTHR
$3.54B
| $429K | 0.01% |
+3,499
| New | +$429K |
|
286
B2Gold
BTG
$5.52B
| $425K | 0.01% |
+137,049
| New | +$425K |
|
287
Baxter International
BAX
$12.5B
| $423K | 0.01% |
6,548
+2,816
| +75% | +$182K |
|
288
DigitalBridge
DBRG
$2.04B
| $422K | 0.01% |
+9,250
| New | +$422K |
|
289
ProShares Ultra QQQ
QLD
$9.07B
| $422K | 0.01% |
23,032
+8,880
| +63% | +$163K |
|
290
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$696M
| $421K | 0.01% |
+14,807
| New | +$421K |
|
291
Telefonica
TEF
$30.1B
| $420K | 0.01% |
+53,714
| New | +$420K |
|
292
KB Home
KBH
$4.63B
| $419K | 0.01% |
+13,099
| New | +$419K |
|
293
AbbVie
ABBV
$375B
| $417K | 0.01% |
+4,316
| New | +$417K |
|
294
VanEck Oil Services ETF
OIH
$880M
| $417K | 0.01% |
800
+109
| +16% | +$56.8K |
|
295
Royal Bank of Canada
RY
$204B
| $416K | 0.01% |
+5,097
| New | +$416K |
|
296
Johnson Controls International
JCI
$69.5B
| $415K | 0.01% |
+10,879
| New | +$415K |
|
|
CPN
297
DELISTED
Calpine Corporation
CPN
| $414K | 0.01% |
+27,330
| New | +$414K |
|
|
VER
298
DELISTED
VEREIT, Inc.
VER
| $413K | 0.01% |
10,613
+1,708
| +19% | +$66.5K |
|
299
Duke Energy
DUK
$93.8B
| $409K | 0.01% |
+4,862
| New | +$409K |
|
300
Direxion Daily Financial Bull 3x Shares
FAS
$2.59B
| $408K | 0.01% |
+5,965
| New | +$408K |
|