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 | |
|---|---|---|---|---|---|---|
|
FPO
376
DELISTED
First Potomac Realty Trust
FPO
| $287K | 0.05% |
+25,861
| New | +$287K |
|
|
GOOS
377
Canada Goose Holdings
GOOS
$1.43B
| $286K | 0.05% |
+14,494
| New | +$286K |
|
378
Schwab US Large-Cap Growth ETF
SCHG
$48.9B
| $286K | 0.05% |
36,192
-24,016
| -40% | -$190K |
|
379
Scorpio Tankers
STNG
$2.91B
| $282K | 0.05% |
7,100
+2,068
| +41% | +$82.1K |
|
380
Centene
CNC
$15.1B
| $281K | 0.05% |
+7,042
| New | +$281K |
|
381
HSBC
HSBC
$230B
| $280K | 0.05% |
6,607
-582
| -8% | -$24.7K |
|
382
Nokia
NOK
$24.6B
| $280K | 0.05% |
45,503
+17,894
| +65% | +$110K |
|
383
Puma Biotechnology
PBYI
$236M
| $280K | 0.05% |
+3,207
| New | +$280K |
|
|
DFT
384
DELISTED
DuPont Fabros Technology Inc.
DFT
| $280K | 0.05% |
+4,580
| New | +$280K |
|
|
BIG
385
DELISTED
Big Lots, Inc.
BIG
| $278K | 0.05% |
+5,752
| New | +$278K |
|
|
XL
386
DELISTED
XL Group Ltd.
XL
| $278K | 0.05% |
6,354
+224
| +4% | +$9.8K |
|
|
SAFM
387
DELISTED
Sanderson Farms Inc
SAFM
| $277K | 0.05% |
+2,398
| New | +$277K |
|
388
Autodesk
ADSK
$69.2B
| $276K | 0.05% |
+2,738
| New | +$276K |
|
389
Alnylam Pharmaceuticals
ALNY
$62.9B
| $275K | 0.05% |
+3,452
| New | +$275K |
|
390
ProShares UltraShort QQQ
QID
$270M
| $274K | 0.05% |
196
+28
| +17% | +$39.1K |
|
391
SPDR S&P Dividend ETF
SDY
$20.4B
| $274K | 0.05% |
+3,083
| New | +$274K |
|
|
CELG
392
DELISTED
Celgene Corp
CELG
| $274K | 0.05% |
2,110
-4,609
| -69% | -$599K |
|
393
Ares Capital
ARCC
$15.7B
| $273K | 0.05% |
+16,688
| New | +$273K |
|
394
New Jersey Resources
NJR
$4.68B
| $273K | 0.05% |
+6,868
| New | +$273K |
|
395
AvalonBay Communities
AVB
$27.7B
| $272K | 0.05% |
+1,413
| New | +$272K |
|
396
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.38B
| $271K | 0.05% |
19,782
-5,365
| -21% | -$73.5K |
|
397
International Bancshares
IBOC
$4.37B
| $270K | 0.05% |
+7,695
| New | +$270K |
|
398
Marriott International Class A Common Stock
MAR
$72.3B
| $270K | 0.05% |
+2,694
| New | +$270K |
|
399
ProShares UltraPro S&P 500
UPRO
$4.57B
| $270K | 0.05% |
15,588
-3,072
| -16% | -$53.2K |
|
400
America Movil
AMX
$59.9B
| $269K | 0.05% |
+16,921
| New | +$269K |
|