TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
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
+$485M
(-24%)
Cap. Flow
-$186M
Cap. Flow
% of AUM
-38.37%
Top 10 Holdings %
Top 10 Hldgs %
23.27%
Holding
1,736
New
392
Increased
163
Reduced
247
Closed
712
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 | |
|---|---|---|---|---|---|---|
51
Salesforce
CRM
$245B
| $1.6M | 0.01% |
+10,118
| New | +$1.6M |
|
52
Annaly Capital Management
NLY
$13.8B
| $1.6M | 0.01% |
159,991
+42,640
| +36% | +$426K |
|
53
Novartis
NVS
$248B
| $1.6M | 0.01% |
16,591
+223
| +1% | +$21.4K |
|
54
General Motors
GM
$55B
| $1.59M | 0.01% |
42,769
+34,026
| +389% | +$1.26M |
|
55
Utilities Select Sector SPDR Fund
XLU
$20.8B
| $1.59M | 0.01% |
27,241
-7,549
| -22% | -$439K |
|
56
iShares US Regional Banks ETF
IAT
$647M
| $1.55M | 0.01% |
35,650
-8,794
| -20% | -$382K |
|
57
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.2B
| $1.53M | 0.01% |
17,648
-1,132
| -6% | -$98.3K |
|
|
HES
58
DELISTED
Hess
HES
| $1.53M | 0.01% |
25,411
-15,626
| -38% | -$941K |
|
59
iShares Core US Aggregate Bond ETF
AGG
$130B
| $1.53M | 0.01% |
+14,019
| New | +$1.53M |
|
60
SPDR S&P Dividend ETF
SDY
$20.4B
| $1.5M | 0.01% |
15,097
+11,172
| +285% | +$1.11M |
|
61
SPDR S&P Bank ETF
KBE
$1.6B
| $1.49M | 0.01% |
+35,655
| New | +$1.49M |
|
62
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.86B
| $1.47M | 0.01% |
47,921
-2,324
| -5% | -$71.4K |
|
63
SPDR S&P Homebuilders ETF
XHB
$1.91B
| $1.46M | 0.01% |
37,864
+29,192
| +337% | +$1.13M |
|
|
APC
64
DELISTED
Anadarko Petroleum
APC
| $1.45M | 0.01% |
31,951
+26,520
| +488% | +$1.21M |
|
65
The Communication Services Select Sector SPDR Fund
XLC
$25.4B
| $1.41M | 0.01% |
30,167
-34,491
| -53% | -$1.61M |
|
66
Cummins
CMI
$54B
| $1.4M | 0.01% |
8,889
+3,063
| +53% | +$483K |
|
67
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
| $1.39M | 0.01% |
16,110
-25,496
| -61% | -$2.2M |
|
68
Teva Pharmaceuticals
TEVA
$21.5B
| $1.39M | 0.01% |
88,754
+72,071
| +432% | +$1.13M |
|
69
Entergy
ETR
$38.9B
| $1.38M | 0.01% |
14,441
+9,095
| +170% | +$870K |
|
70
Wells Fargo
WFC
$258B
| $1.38M | 0.01% |
28,479
+11,396
| +67% | +$551K |
|
71
Conagra Brands
CAG
$9.19B
| $1.37M | 0.01% |
49,381
+36,162
| +274% | +$1M |
|
72
Alerian MLP ETF
AMLP
$10.6B
| $1.36M | 0.01% |
135,692
+112,384
| +482% | +$1.13M |
|
73
PVH
PVH
$4.1B
| $1.35M | 0.01% |
+11,043
| New | +$1.35M |
|
74
iShares 3-7 Year Treasury Bond ETF
IEI
$16.8B
| $1.32M | 0.01% |
+10,709
| New | +$1.32M |
|
75
iShares US Home Construction ETF
ITB
$3.18B
| $1.3M | 0.01% |
36,919
+21,688
| +142% | +$764K |
|