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 | |
|---|---|---|---|---|---|---|
76
Comcast
CMCSA
$125B
| $2.06M | 0.06% |
+51,394
| New | +$2.06M |
|
77
iShares US Healthcare Providers ETF
IHF
$795M
| $1.98M | 0.05% |
62,975
-28,330
| -31% | -$888K |
|
78
Exxon Mobil
XOM
$477B
| $1.95M | 0.05% |
23,313
+9,515
| +69% | +$796K |
|
79
Chevron
CVX
$318B
| $1.94M | 0.05% |
15,527
+8,671
| +126% | +$1.09M |
|
80
Schlumberger
SLB
$52.2B
| $1.93M | 0.05% |
+28,593
| New | +$1.93M |
|
81
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.22B
| $1.89M | 0.05% |
+63,951
| New | +$1.89M |
|
82
Boeing
BA
$176B
| $1.85M | 0.05% |
6,269
+2,627
| +72% | +$775K |
|
83
SPDR Bloomberg High Yield Bond ETF
JNK
$8.07B
| $1.84M | 0.05% |
16,703
-83,135
| -83% | -$9.16M |
|
84
Union Pacific
UNP
$132B
| $1.83M | 0.05% |
13,648
+7,350
| +117% | +$986K |
|
85
Netflix
NFLX
$521B
| $1.82M | 0.05% |
9,491
+4,255
| +81% | +$817K |
|
86
Baidu
BIDU
$33.1B
| $1.74M | 0.05% |
7,430
+5,669
| +322% | +$1.33M |
|
87
iShare MSCI Eurozone ETF
EZU
$7.78B
| $1.72M | 0.05% |
+39,708
| New | +$1.72M |
|
88
iShares MSCI Brazil ETF
EWZ
$5.35B
| $1.72M | 0.05% |
+42,555
| New | +$1.72M |
|
89
United Parcel Service
UPS
$72.3B
| $1.69M | 0.05% |
14,143
+11,949
| +545% | +$1.42M |
|
90
iShares Core S&P Mid-Cap ETF
IJH
$99.4B
| $1.62M | 0.04% |
+42,770
| New | +$1.62M |
|
91
Walt Disney
DIS
$211B
| $1.59M | 0.04% |
+14,744
| New | +$1.59M |
|
92
Ford
F
$46.2B
| $1.56M | 0.04% |
124,936
+77,238
| +162% | +$964K |
|
93
iShares 7-10 Year Treasury Bond ETF
IEF
$35.6B
| $1.55M | 0.04% |
+14,667
| New | +$1.55M |
|
94
Seagate
STX
$37.5B
| $1.53M | 0.04% |
+36,587
| New | +$1.53M |
|
95
Apple
AAPL
$3.54T
| $1.51M | 0.04% |
+35,792
| New | +$1.51M |
|
96
PepsiCo
PEP
$203B
| $1.45M | 0.04% |
+12,050
| New | +$1.45M |
|
97
Marriott International Class A Common Stock
MAR
$72B
| $1.44M | 0.04% |
+10,626
| New | +$1.44M |
|
98
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
| $1.42M | 0.04% |
+16,934
| New | +$1.42M |
|
99
ProShares Short S&P500
SH
$1.25B
| $1.42M | 0.04% |
+11,723
| New | +$1.42M |
|
100
Costco
COST
$421B
| $1.37M | 0.04% |
+7,341
| New | +$1.37M |
|