TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+6.19%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$510M
AUM Growth
+$510M
(+71%)
Cap. Flow
+$196M
Cap. Flow
% of AUM
38.51%
Top 10 Holdings %
Top 10 Hldgs %
23.95%
Holding
1,280
New
585
Increased
144
Reduced
142
Closed
409
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$16.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$15.5M |
| 3 |
iShares Biotechnology ETF
IBB
|
$12.4M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.7M |
| 5 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
Top Sells
Sector Composition
| 1 | Financials | 8.88% |
| 2 | Industrials | 8.59% |
| 3 | Healthcare | 8.22% |
| 4 | Technology | 7.37% |
| 5 | Consumer Discretionary | 6.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
iShares Select U.S. REIT ETF
ICF
$1.93B
| $848K | 0.17% | +8,498 | New | +$848K |
|
102
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.5B
| $846K | 0.17% | 7,179 +4,523 | +170% | +$533K |
|
103
HCA Healthcare
HCA
$94.5B
| $844K | 0.17% | +9,481 | New | +$844K |
|
104
Southern Company
SO
$102B
| $842K | 0.17% | +16,913 | New | +$842K |
|
105
Alcoa
AA
$8.33B
| $841K | 0.16% | +24,441 | New | +$841K |
|
106
Nike
NKE
$114B
| $837K | 0.16% | 15,015 +9,620 | +178% | +$536K |
|
|
CELG
107
DELISTED
Celgene Corp
CELG
| $836K | 0.16% | 6,719 +3,225 | +92% | +$401K |
|
|
PRXL
108
DELISTED
Parexel International Corp
PRXL
| $833K | 0.16% | +13,192 | New | +$833K |
|
109
Freeport-McMoran
FCX
$63.7B
| $832K | 0.16% | 62,294 +44,344 | +247% | +$592K |
|
110
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
| $824K | 0.16% | 6,825 +3,887 | +132% | +$469K |
|
111
Comcast
CMCSA
$125B
| $815K | 0.16% | 21,684 +16,782 | +342% | +$631K |
|
112
iShares 7-10 Year Treasury Bond ETF
IEF
$35.7B
| $809K | 0.16% | 7,660 +1,942 | +34% | +$205K |
|
|
XXIA
113
DELISTED
Ixia
XXIA
| $804K | 0.16% | +40,896 | New | +$804K |
|
114
CSX Corp
CSX
$60.6B
| $796K | 0.16% | +17,107 | New | +$796K |
|
115
Transocean
RIG
$2.86B
| $794K | 0.16% | 63,813 +11,795 | +23% | +$147K |
|
116
Illinois Tool Works
ITW
$77.1B
| $789K | 0.15% | +5,955 | New | +$789K |
|
117
Parker-Hannifin
PH
$96.2B
| $785K | 0.15% | +4,895 | New | +$785K |
|
118
Kroger
KR
$44.9B
| $784K | 0.15% | 26,582 +14,858 | +127% | +$438K |
|
119
Lloyds Banking Group
LYG
$64.3B
| $782K | 0.15% | 229,881 +197,891 | +619% | +$673K |
|
120
Fulton Financial
FULT
$3.58B
| $777K | 0.15% | 43,555 +9,662 | +29% | +$172K |
|
121
Alphabet (Google) Class C
GOOG
$2.58T
| $773K | 0.15% | +932 | New | +$773K |
|
122
ING
ING
$70.3B
| $769K | 0.15% | +50,955 | New | +$769K |
|
123
Travelers Companies
TRV
$61.1B
| $767K | 0.15% | +6,366 | New | +$767K |
|
124
iShares Core MSCI Emerging Markets ETF
IEMG
$102B
| $763K | 0.15% | +15,963 | New | +$763K |
|
|
SVC
125
Service Properties Trust
SVC
$451M
| $761K | 0.15% | +24,124 | New | +$761K |
|