TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.53%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$485M
AUM Growth
-$151M
(-24%)
Cap. Flow
-$186M
Cap. Flow
% of AUM
-38.39%
Top 10 Holdings %
Top 10 Hldgs %
23.27%
Holding
1,736
New
387
Increased
162
Reduced
246
Closed
707
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$36M |
| 2 |
Health Care Select Sector SPDR Fund
XLV
|
$8.61M |
| 3 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
$6.25M |
| 5 |
Direxion Daily Small Cap Bull 3x Shares
TNA
|
$5.74M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$23.9M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
$7.69M |
| 4 |
iShares S&P 100 ETF
OEF
|
$7.24M |
| 5 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$5.61M |
Sector Composition
| 1 | Financials | 9.04% |
| 2 | Consumer Discretionary | 5.51% |
| 3 | Technology | 4.22% |
| 4 | Communication Services | 3.96% |
| 5 | Healthcare | 3.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
401
LyondellBasell Industries
LYB
$17.7B
| $277K | ﹤0.01% |
3,297
-2,056
| -38% | -$173K |
|
402
Invesco BuyBack Achievers ETF
PKW
$1.46B
| $277K | ﹤0.01% |
4,650
-3,071
| -40% | -$183K |
|
|
BLUE
403
DELISTED
bluebird bio
BLUE
| $276K | ﹤0.01% |
135
-129
| -49% | -$264K |
|
404
Invesco KBW Bank ETF
KBWB
$4.87B
| $276K | ﹤0.01% |
+5,730
| New | +$276K |
|
405
Macy's
M
$4.64B
| $276K | ﹤0.01% |
11,475
-150
| -1% | -$3.61K |
|
406
United Therapeutics
UTHR
$18.1B
| $276K | ﹤0.01% |
+2,349
| New | +$276K |
|
|
NS
407
DELISTED
NuStar Energy L.P.
NS
| $274K | ﹤0.01% |
+10,178
| New | +$274K |
|
|
STI
408
DELISTED
SunTrust Banks, Inc.
STI
| $273K | ﹤0.01% |
+4,602
| New | +$273K |
|
409
Hershey
HSY
$37.6B
| $272K | ﹤0.01% |
2,372
-406
| -15% | -$46.6K |
|
410
ArcelorMittal
MT
$26B
| $272K | ﹤0.01% |
13,323
-3,840
| -22% | -$78.4K |
|
411
Direxion Daily FTSE China Bull 3X Shares
YINN
$1.2B
| $272K | ﹤0.01% |
+561
| New | +$272K |
|
412
Las Vegas Sands
LVS
$36.9B
| $271K | ﹤0.01% |
4,440
-10,274
| -70% | -$627K |
|
|
AGGP
413
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
| $271K | ﹤0.01% |
14,133
-6,948
| -33% | -$133K |
|
414
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.74B
| $270K | ﹤0.01% |
33,162
-8,221
| -20% | -$66.9K |
|
415
ProShares Short Russell2000
RWM
$123M
| $270K | ﹤0.01% |
+6,634
| New | +$270K |
|
416
Direxion Daily Semiconductor Bear 3X Shares
SOXS
$1.43B
| $270K | ﹤0.01% |
+3
| New | +$270K |
|
417
ProShares UltraPro Short Russell2000
SRTY
$79.3M
| $269K | ﹤0.01% |
+422
| New | +$269K |
|
418
Burlington
BURL
$18.4B
| $265K | ﹤0.01% |
+1,694
| New | +$265K |
|
419
Copart
CPRT
$47B
| $265K | ﹤0.01% |
+17,488
| New | +$265K |
|
420
Eagle Materials
EXP
$7.86B
| $265K | ﹤0.01% |
3,145
-4,008
| -56% | -$338K |
|
421
Microchip Technology
MCHP
$35.6B
| $265K | ﹤0.01% |
+6,386
| New | +$265K |
|
422
Workday
WDAY
$61.7B
| $265K | ﹤0.01% |
1,376
-3,958
| -74% | -$762K |
|
423
Brunswick
BC
$4.35B
| $264K | ﹤0.01% |
5,251
-1,172
| -18% | -$58.9K |
|
424
ProShares Short 20+ Year Treasury ETF
TBF
$70.1M
| $264K | ﹤0.01% |
12,266
-1,679
| -12% | -$36.1K |
|
|
LPT
425
DELISTED
Liberty Property Trust
LPT
| $263K | ﹤0.01% |
+5,433
| New | +$263K |
|