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 | |
|---|---|---|---|---|---|---|
101
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
| $1.33M | 0.04% |
+20,940
| New | +$1.33M |
|
102
JPMorgan Chase
JPM
$824B
| $1.33M | 0.04% |
+12,457
| New | +$1.33M |
|
103
Lowe's Companies
LOW
$146B
| $1.32M | 0.04% |
14,201
-17,801
| -56% | -$1.65M |
|
|
PARA
104
DELISTED
Paramount Global Class B
PARA
| $1.3M | 0.03% |
21,949
+11,614
| +112% | +$685K |
|
105
EOG Resources
EOG
$65.8B
| $1.28M | 0.03% |
+11,820
| New | +$1.28M |
|
106
iShares Short Treasury Bond ETF
SHV
$20.7B
| $1.26M | 0.03% |
11,422
-65,523
| -85% | -$7.22M |
|
|
107
Invesco Pharmaceuticals ETF
PJP
$265M
| $1.25M | 0.03% |
19,411
-207,510
| -91% | -$13.3M |
|
108
Alerian MLP ETF
AMLP
$10.6B
| $1.21M | 0.03% |
112,351
+72,760
| +184% | +$785K |
|
109
VanEck Semiconductor ETF
SMH
$26.6B
| $1.21M | 0.03% |
+12,373
| New | +$1.21M |
|
110
SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.44B
| $1.21M | 0.03% |
25,166
+20,332
| +421% | +$974K |
|
111
McKesson
MCK
$85.9B
| $1.16M | 0.03% |
+7,440
| New | +$1.16M |
|
112
US Bancorp
USB
$75.5B
| $1.15M | 0.03% |
+21,401
| New | +$1.15M |
|
|
ANDV
113
DELISTED
Andeavor
ANDV
| $1.15M | 0.03% |
+10,018
| New | +$1.15M |
|
114
Direxion Daily S&P Biotech Bull 3X Shares
LABU
$727M
| $1.14M | 0.03% |
+14,642
| New | +$1.14M |
|
115
IAC Inc
IAC
$2.91B
| $1.13M | 0.03% |
+9,245
| New | +$1.13M |
|
116
iShares MSCI USA Quality Factor ETF
QUAL
$54.1B
| $1.11M | 0.03% |
13,436
+1,016
| +8% | +$84.2K |
|
117
Teva Pharmaceuticals
TEVA
$21.5B
| $1.1M | 0.03% |
+57,984
| New | +$1.1M |
|
118
CVS Health
CVS
$93B
| $1.07M | 0.03% |
+14,722
| New | +$1.07M |
|
|
TWX
119
DELISTED
Time Warner Inc
TWX
| $1.04M | 0.03% |
+11,357
| New | +$1.04M |
|
120
Sempra
SRE
$53.7B
| $1.04M | 0.03% |
+9,678
| New | +$1.04M |
|
121
Visa
V
$681B
| $1.03M | 0.03% |
9,032
+575
| +7% | +$65.6K |
|
122
iShares China Large-Cap ETF
FXI
$6.65B
| $1.01M | 0.03% |
21,843
+2,087
| +11% | +$96.3K |
|
123
AvalonBay Communities
AVB
$27.2B
| $996K | 0.03% |
+5,582
| New | +$996K |
|
124
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.3B
| $985K | 0.03% |
12,422
-27,058
| -69% | -$2.15M |
|
125
Verizon
VZ
$184B
| $972K | 0.03% |
18,373
+8,127
| +79% | +$430K |
|