TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+1.91%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$97.3M
AUM Growth
-$20.9M
(-18%)
Cap. Flow
-$22.4M
Cap. Flow
% of AUM
-23.01%
Top 10 Holdings %
Top 10 Hldgs %
53.53%
Holding
397
New
144
Increased
27
Reduced
28
Closed
192
Top Buys
| 1 |
Industrial Select Sector SPDR Fund
XLI
|
$14.3M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$9.24M |
| 3 |
Financial Select Sector SPDR Fund
XLF
|
$5.06M |
| 4 |
Materials Select Sector SPDR Fund
XLB
|
$3.69M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
$3.16M |
Top Sells
| 1 |
Health Care Select Sector SPDR Fund
XLV
|
$16.1M |
| 2 |
DD
Du Pont De Nemours E I
DD
|
$1.86M |
| 3 |
Home Depot
HD
|
$1.51M |
| 4 |
MON
Monsanto Co
MON
|
$1.5M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
$1.48M |
Sector Composition
| 1 | Consumer Discretionary | 6.56% |
| 2 | Financials | 6.09% |
| 3 | Industrials | 3.22% |
| 4 | Communication Services | 1.88% |
| 5 | Technology | 1.21% |
