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 | |
|---|---|---|---|---|---|---|
|
TWTR
126
DELISTED
Twitter, Inc.
TWTR
| $957K | 0.03% |
+39,864
| New | +$957K |
|
127
iShares MSCI Emerging Markets ETF
EEM
$19B
| $951K | 0.03% |
20,179
-110,008
| -84% | -$5.18M |
|
128
T Rowe Price
TROW
$23.2B
| $936K | 0.03% |
+8,922
| New | +$936K |
|
|
129
Technology Select Sector SPDR Fund
XLK
$83.6B
| $935K | 0.03% |
14,619
-252,888
| -95% | -$16.2M |
|
130
Clorox
CLX
$15B
| $926K | 0.02% |
+6,227
| New | +$926K |
|
131
T-Mobile US
TMUS
$284B
| $921K | 0.02% |
+14,504
| New | +$921K |
|
132
Direxion Daily Small Cap Bear 3x Shares
TZA
$302M
| $911K | 0.02% |
1,855
+285
| +18% | +$140K |
|
133
Alcoa
AA
$8.05B
| $882K | 0.02% |
+16,371
| New | +$882K |
|
134
HP
HPQ
$26.8B
| $879K | 0.02% |
41,846
+10,979
| +36% | +$231K |
|
135
Invesco DB US Dollar Index Bullish Fund
UUP
$175M
| $879K | 0.02% |
36,591
+21,284
| +139% | +$511K |
|
|
HES
136
DELISTED
Hess
HES
| $877K | 0.02% |
+18,469
| New | +$877K |
|
137
BP
BP
$88.8B
| $873K | 0.02% |
22,679
+10,249
| +82% | +$395K |
|
138
WisdomTree Japan Hedged Equity Fund
DXJ
$3.72B
| $863K | 0.02% |
14,545
-11,867
| -45% | -$704K |
|
|
CELG
139
DELISTED
Celgene Corp
CELG
| $856K | 0.02% |
8,201
+4,948
| +152% | +$516K |
|
140
VeriSign
VRSN
$25.6B
| $855K | 0.02% |
+7,468
| New | +$855K |
|
|
WBA
141
DELISTED
Walgreens Boots Alliance
WBA
| $849K | 0.02% |
+11,693
| New | +$849K |
|
|
DNKN
142
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $841K | 0.02% |
+13,043
| New | +$841K |
|
143
Alphabet (Google) Class C
GOOG
$2.79T
| $841K | 0.02% |
16,080
+2,300
| +17% | +$120K |
|
144
ProShares UltraShort QQQ
QID
$279M
| $835K | 0.02% |
779
+506
| +185% | +$542K |
|
145
Home Depot
HD
$406B
| $833K | 0.02% |
4,397
+1,657
| +60% | +$314K |
|
|
GG
146
DELISTED
Goldcorp Inc
GG
| $825K | 0.02% |
+64,642
| New | +$825K |
|
147
Coca-Cola
KO
$297B
| $824K | 0.02% |
+17,970
| New | +$824K |
|
148
Electronic Arts
EA
$42B
| $819K | 0.02% |
+7,793
| New | +$819K |
|
149
Caterpillar
CAT
$194B
| $818K | 0.02% |
5,188
-3,648
| -41% | -$575K |
|
150
Procter & Gamble
PG
$370B
| $802K | 0.02% |
8,731
+4,673
| +115% | +$429K |
|