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 | |
|---|---|---|---|---|---|---|
|
AGN
176
DELISTED
Allergan plc
AGN
| $840K | 0.08% |
4,100
+3,121
| +319% | +$639K |
|
177
iShares US Equity Factor ETF
LRGF
$2.84B
| $828K | 0.08% |
+27,670
| New | +$828K |
|
178
Vanguard Energy ETF
VDE
$7.2B
| $807K | 0.07% |
+8,624
| New | +$807K |
|
179
Chevron
CVX
$310B
| $806K | 0.07% |
6,856
-3,578
| -34% | -$421K |
|
|
SPLK
180
DELISTED
Splunk Inc
SPLK
| $793K | 0.07% |
+11,942
| New | +$793K |
|
181
iShares US Home Construction ETF
ITB
$3.35B
| $779K | 0.07% |
+21,326
| New | +$779K |
|
182
First Trust Energy AlphaDEX Fund
FXN
$285M
| $769K | 0.07% |
53,597
+9,547
| +22% | +$137K |
|
183
ProShares UltraPro S&P 500
UPRO
$4.49B
| $763K | 0.07% |
39,294
+23,706
| +152% | +$460K |
|
184
Oracle
ORCL
$654B
| $762K | 0.07% |
15,754
-42,105
| -73% | -$2.04M |
|
185
Occidental Petroleum
OXY
$45.2B
| $758K | 0.07% |
+11,806
| New | +$758K |
|
186
iShares Select U.S. REIT ETF
ICF
$1.92B
| $757K | 0.07% |
15,050
-126,072
| -89% | -$6.34M |
|
187
Travelers Companies
TRV
$62B
| $756K | 0.07% |
6,168
-3,844
| -38% | -$471K |
|
188
Foot Locker
FL
$2.29B
| $738K | 0.07% |
+20,957
| New | +$738K |
|
189
Union Pacific
UNP
$131B
| $730K | 0.07% |
6,298
-1,050
| -14% | -$122K |
|
190
Honeywell
HON
$136B
| $727K | 0.07% |
5,348
+3,371
| +171% | +$458K |
|
191
SPDR Euro Stoxx 50 ETF
FEZ
$4.52B
| $724K | 0.07% |
17,562
-22,990
| -57% | -$948K |
|
192
CSX Corp
CSX
$60.6B
| $714K | 0.07% |
+39,459
| New | +$714K |
|
193
iShares MSCI EAFE ETF
EFA
$66.2B
| $714K | 0.07% |
10,420
-6,029
| -37% | -$413K |
|
194
Alibaba
BABA
$323B
| $712K | 0.07% |
4,125
-2,568
| -38% | -$443K |
|
195
Public Service Enterprise Group
PEG
$40.5B
| $709K | 0.06% |
15,319
+3,559
| +30% | +$165K |
|
196
ProShares UltraPro QQQ
TQQQ
$26.7B
| $706K | 0.06% |
74,112
+42,036
| +131% | +$400K |
|
197
ProShares UltraShort S&P500
SDS
$442M
| $704K | 0.06% |
3,019
+730
| +32% | +$170K |
|
198
Vanguard Materials ETF
VAW
$2.89B
| $703K | 0.06% |
+5,467
| New | +$703K |
|
199
Salesforce
CRM
$239B
| $702K | 0.06% |
+7,518
| New | +$702K |
|
200
Kimberly-Clark
KMB
$43.1B
| $699K | 0.06% |
+5,941
| New | +$699K |
|