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 | |
|---|---|---|---|---|---|---|
|
STRP
351
DELISTED
Straight Path Communications Inc.
STRP
| $348K | 0.01% |
+1,913
| New | +$348K |
|
352
iShares MSCI Pacific ex Japan ETF
EPP
$1.84B
| $346K | 0.01% |
+7,241
| New | +$346K |
|
353
ING
ING
$71B
| $345K | 0.01% |
+18,697
| New | +$345K |
|
354
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.24B
| $345K | 0.01% |
4,911
-3,023
| -38% | -$212K |
|
355
Devon Energy
DVN
$22.1B
| $344K | 0.01% |
8,315
-17,191
| -67% | -$711K |
|
356
KeyCorp
KEY
$20.8B
| $344K | 0.01% |
+17,042
| New | +$344K |
|
357
Direxion Daily S&P 500 Bear 3x Shares
SPXS
$443M
| $343K | 0.01% |
1,145
+109
| +11% | +$32.7K |
|
358
Esperion Therapeutics
ESPR
$540M
| $342K | 0.01% |
+5,191
| New | +$342K |
|
359
MidCap Financial Investment
MFIC
$1.22B
| $342K | 0.01% |
20,144
+9,047
| +82% | +$154K |
|
360
Regeneron Pharmaceuticals
REGN
$60.8B
| $340K | 0.01% |
905
-134
| -13% | -$50.3K |
|
361
Alaska Air
ALK
$7.28B
| $339K | 0.01% |
+4,608
| New | +$339K |
|
362
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.5B
| $337K | 0.01% |
2,900
+385
| +15% | +$44.7K |
|
363
Expedia Group
EXPE
$26.6B
| $336K | 0.01% |
2,804
+1,363
| +95% | +$163K |
|
364
Freeport-McMoran
FCX
$66.5B
| $334K | 0.01% |
17,640
-6,328
| -26% | -$120K |
|
|
XLNX
365
DELISTED
Xilinx Inc
XLNX
| $334K | 0.01% |
+4,959
| New | +$334K |
|
366
W.W. Grainger
GWW
$47.5B
| $332K | 0.01% |
+1,405
| New | +$332K |
|
367
VanEck High Yield Muni ETF
HYD
$3.33B
| $332K | 0.01% |
+5,327
| New | +$332K |
|
368
MetLife
MET
$52.9B
| $332K | 0.01% |
+6,570
| New | +$332K |
|
369
Hewlett Packard
HPE
$31B
| $331K | 0.01% |
23,062
-323
| -1% | -$4.64K |
|
370
Schwab US REIT ETF
SCHH
$8.38B
| $331K | 0.01% |
+15,908
| New | +$331K |
|
371
ProShares Ultra Technology
ROM
$770M
| $330K | 0.01% |
+30,040
| New | +$330K |
|
|
AGN
372
DELISTED
Allergan plc
AGN
| $329K | 0.01% |
2,014
-2,086
| -51% | -$341K |
|
|
AGN.PRA
373
DELISTED
Allergan plc.
AGN.PRA
| $329K | 0.01% |
+562
| New | +$329K |
|
374
APA Corp
APA
$8.14B
| $328K | 0.01% |
+7,768
| New | +$328K |
|
375
Nucor
NUE
$33.8B
| $326K | 0.01% |
+5,129
| New | +$326K |
|