TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
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
+$1.12B
(+4.1%)
Cap. Flow
+$11.8M
Cap. Flow
% of AUM
1.06%
Top 10 Holdings %
Top 10 Hldgs %
34.79%
Holding
1,642
New
643
Increased
181
Reduced
176
Closed
490
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 | |
|---|---|---|---|---|---|---|
26
iShares US Technology ETF
IYW
$22.8B
| $9.66M | 0.26% |
59,315
-741
| -1% | -$121K |
|
27
Consumers Staples Select Sector SPDR Fund
XLP
$15.7B
| $9.57M | 0.26% |
+168,225
| New | +$9.57M |
|
28
iShares S&P Mid-Cap 400 Growth ETF
IJK
$9B
| $9.22M | 0.25% |
42,731
-9,885
| -19% | -$2.13M |
|
29
SPDR S&P Biotech ETF
XBI
$5.27B
| $8.96M | 0.24% |
105,562
+66,085
| +167% | +$5.61M |
|
30
iShares Russell Mid-Cap ETF
IWR
$43.9B
| $8.84M | 0.24% |
+42,461
| New | +$8.84M |
|
31
Health Care Select Sector SPDR Fund
XLV
$33.6B
| $8.68M | 0.23% |
105,021
-132,463
| -56% | -$11M |
|
32
iShares Russell 1000 Value ETF
IWD
$62.9B
| $8.66M | 0.23% |
69,656
+59,698
| +599% | +$7.42M |
|
33
iShares Russell Mid-Cap Value ETF
IWS
$13.9B
| $7.85M | 0.21% |
88,104
-51,241
| -37% | -$4.57M |
|
34
CME Group
CME
$96.7B
| $7.33M | 0.2% |
50,157
+4,677
| +10% | +$683K |
|
35
Vanguard Real Estate ETF
VNQ
$34.1B
| $7.3M | 0.2% |
+88,027
| New | +$7.3M |
|
36
SPDR S&P Regional Banking ETF
KRE
$3.94B
| $7.17M | 0.19% |
121,775
+86,901
| +249% | +$5.11M |
|
37
iShares S&P 500 Growth ETF
IVW
$62.9B
| $6.95M | 0.19% |
+45,489
| New | +$6.95M |
|
38
SPDR S&P Bank ETF
KBE
$1.6B
| $6.88M | 0.18% |
+145,403
| New | +$6.88M |
|
39
iShares US Financial Services ETF
IYG
$1.91B
| $6.86M | 0.18% |
52,561
+33,873
| +181% | +$4.42M |
|
40
iShares US Real Estate ETF
IYR
$3.7B
| $6.71M | 0.18% |
82,861
-81,939
| -50% | -$6.64M |
|
41
iShares S&P Small-Cap 600 Growth ETF
IJT
$6.18B
| $6.51M | 0.17% |
38,251
-7,567
| -17% | -$1.29M |
|
42
Amazon
AMZN
$2.4T
| $6.3M | 0.17% |
5,384
+4,979
| +1,229% | +$5.82M |
|
43
Vanguard High Dividend Yield ETF
VYM
$63.3B
| $5.76M | 0.15% |
+67,205
| New | +$5.76M |
|
44
iShares S&P 500 Value ETF
IVE
$40.8B
| $5.04M | 0.14% |
+44,155
| New | +$5.04M |
|
45
Invesco KBW Bank ETF
KBWB
$4.85B
| $4.93M | 0.13% |
89,522
+5,868
| +7% | +$323K |
|
46
Vanguard Energy ETF
VDE
$7.29B
| $4.91M | 0.13% |
49,620
+40,996
| +475% | +$4.06M |
|
47
SPDR S&P Retail ETF
XRT
$427M
| $4.63M | 0.12% |
102,387
+31,402
| +44% | +$1.42M |
|
48
iShares US Basic Materials ETF
IYM
$562M
| $4.53M | 0.12% |
44,332
+8,232
| +23% | +$841K |
|
49
Alphabet (Google) Class A
GOOGL
$2.77T
| $4.22M | 0.11% |
4,010
+2,552
| +175% | +$2.69M |
|
50
iShares Expanded Tech-Software Sector ETF
IGV
$9.72B
| $4.08M | 0.11% |
26,403
-19,123
| -42% | -$2.96M |
|