TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+4.37%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.07B
AUM Growth
+$548M
(+105%)
Cap. Flow
+$538M
Cap. Flow
% of AUM
50.14%
Top 10 Holdings %
Top 10 Hldgs %
26.91%
Holding
1,386
New
533
Increased
170
Reduced
128
Closed
514
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$100M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$36.5M |
| 3 |
Vanguard Consumer Discretionary ETF
VCR
|
$22.2M |
| 4 |
Health Care Select Sector SPDR Fund
XLV
|
$19.2M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
$16.9M |
Top Sells
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$23.4M |
| 3 |
Utilities Select Sector SPDR Fund
XLU
|
$20.4M |
| 4 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19M |
| 5 |
Bank of America
BAC
|
$9.71M |
Sector Composition
| 1 | Financials | 2.4% |
| 2 | Technology | 1.67% |
| 3 | Healthcare | 1.61% |
| 4 | Consumer Discretionary | 1.53% |
| 5 | Consumer Staples | 1.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
151
Caterpillar
CAT
$198B
| $1.1M | 0.1% |
8,836
+9
| +0.1% | +$1.12K |
|
152
JD.com
JD
$44.6B
| $1.1M | 0.1% |
28,662
-16,241
| -36% | -$620K |
|
153
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$54.8B
| $1.09M | 0.1% |
+12,392
| New | +$1.09M |
|
154
SPDR Dow Jones International Real Estate ETF
RWX
$304M
| $1.08M | 0.1% |
+28,040
| New | +$1.08M |
|
|
XLKS
155
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
| $1.05M | 0.1% |
+13,229
| New | +$1.05M |
|
156
Nike
NKE
$109B
| $1.04M | 0.1% |
+20,125
| New | +$1.04M |
|
157
SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$11B
| $1.02M | 0.09% |
+32,424
| New | +$1.02M |
|
158
Target
TGT
$42.3B
| $995K | 0.09% |
+16,865
| New | +$995K |
|
159
Eversource Energy
ES
$23.6B
| $978K | 0.09% |
+16,180
| New | +$978K |
|
160
SPDR S&P Semiconductor ETF
XSD
$1.43B
| $967K | 0.09% |
14,744
+210
| +1% | +$13.8K |
|
161
iShares MSCI USA Quality Factor ETF
QUAL
$54.3B
| $958K | 0.09% |
+12,420
| New | +$958K |
|
162
Netflix
NFLX
$529B
| $950K | 0.09% |
+5,236
| New | +$950K |
|
163
Conagra Brands
CAG
$9.23B
| $948K | 0.09% |
28,110
+903
| +3% | +$30.5K |
|
164
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$108M
| $944K | 0.09% |
+17,902
| New | +$944K |
|
165
Devon Energy
DVN
$22.1B
| $936K | 0.09% |
25,506
-15,252
| -37% | -$560K |
|
166
VanEck Gold Miners ETF
GDX
$19.9B
| $927K | 0.08% |
40,376
+7,527
| +23% | +$173K |
|
167
Boeing
BA
$174B
| $926K | 0.08% |
3,642
-7,009
| -66% | -$1.78M |
|
|
VMW
168
DELISTED
VMware, Inc
VMW
| $925K | 0.08% |
+8,471
| New | +$925K |
|
169
Vanguard Growth ETF
VUG
$186B
| $903K | 0.08% |
+6,806
| New | +$903K |
|
170
Visa
V
$666B
| $890K | 0.08% |
8,457
-2,611
| -24% | -$275K |
|
171
iShares China Large-Cap ETF
FXI
$6.65B
| $870K | 0.08% |
19,756
+9,677
| +96% | +$426K |
|
|
SINA
172
DELISTED
Sina Corp
SINA
| $861K | 0.08% |
7,513
+355
| +5% | +$40.7K |
|
173
iShares Russell 2000 Growth ETF
IWO
$12.5B
| $857K | 0.08% |
+4,789
| New | +$857K |
|
174
Direxion Daily Small Cap Bear 3x Shares
TZA
$287M
| $857K | 0.08% |
+1,570
| New | +$857K |
|
175
Weibo
WB
$2.87B
| $851K | 0.08% |
8,598
+1,984
| +30% | +$196K |
|