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 | |
|---|---|---|---|---|---|---|
|
1
iShares Russell 2000 ETF
IWM
$67B
| $113M | 3.02% | 737,982 +487,839 | +195% | +$74.4M |
|
|
2
iShares Russell 1000 ETF
IWB
$43.2B
| $61.3M | 1.64% | 412,424 +408,582 | +10,635% | +$60.7M |
|
|
3
iShares Russell 2000 Value ETF
IWN
$11.8B
| $45.5M | 1.22% | 361,802 +284,396 | +367% | +$35.8M |
|
|
4
SPDR S&P 500 ETF Trust
SPY
$658B
| $42.6M | 1.14% | 159,643 -298,116 | -65% | -$79.6M |
|
|
5
iShares Russell 2000 Growth ETF
IWO
$12.4B
| $37.3M | 1% | 199,544 +194,755 | +4,067% | +$36.4M |
|
|
6
Real Estate Select Sector SPDR Fund
XLRE
$7.68B
| $21.7M | 0.58% | 657,558 +497,363 | +310% | +$16.4M |
|
7
iShares Core S&P Small-Cap ETF
IJR
$85.2B
| $18.9M | 0.51% | 245,521 +62,230 | +34% | +$4.78M |
|
8
SPDR S&P Homebuilders ETF
XHB
$1.92B
| $16.8M | 0.45% | 379,947 +283,738 | +295% | +$12.6M |
|
9
iShares Russell 1000 Growth ETF
IWF
$116B
| $16.2M | 0.43% | 120,473 +80,886 | +204% | +$10.9M |
|
10
Invesco S&P 500 Low Volatility ETF
SPLV
$8B
| $15.5M | 0.42% | 324,394 +314,695 | +3,245% | +$15M |
|
11
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $15.4M | 0.41% | 292,236 +260,092 | +809% | +$13.7M |
|
12
Vanguard Mid-Cap ETF
VO
$87.5B
| $14.7M | 0.39% | 94,775 +90,237 | +1,988% | +$14M |
|
13
Financial Select Sector SPDR Fund
XLF
$54.1B
| $14.6M | 0.39% | 521,992 -142,694 | -21% | -$3.98M |
|
14
iShares Core S&P US Growth ETF
IUSG
$24.4B
| $14M | 0.37% | 259,951 +136,561 | +111% | +$7.34M |
|
15
Vanguard Information Technology ETF
VGT
$99.7B
| $13.9M | 0.37% | 84,080 +82,098 | +4,142% | +$13.5M |
|
16
Materials Select Sector SPDR Fund
XLB
$5.53B
| $12.9M | 0.35% | 213,539 +116,662 | +120% | +$7.06M |
|
17
iShares Semiconductor ETF
SOXX
$13.6B
| $12.5M | 0.34% | 73,688 -24,867 | -25% | -$4.22M |
|
18
SPDR S&P Dividend ETF
SDY
$20.6B
| $12.5M | 0.33% | 132,237 +108,345 | +453% | +$10.2M |
|
19
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.9B
| $12.3M | 0.33% | 331,968 +199,367 | +150% | +$7.41M |
|
20
Schwab US Broad Market ETF
SCHB
$36.2B
| $11.9M | 0.32% | 184,596 +73,458 | +66% | +$4.74M |
|
21
iShares US Transportation ETF
IYT
$613M
| $11.8M | 0.32% | 61,438 +38,613 | +169% | +$7.4M |
|
22
iShares Russell Mid-Cap Growth ETF
IWP
$20.5B
| $11.3M | 0.3% | 93,430 -22,710 | -20% | -$2.74M |
|
23
iShares Select Dividend ETF
DVY
$20.8B
| $11M | 0.29% | 111,649 -30,184 | -21% | -$2.97M |
|
24
Vanguard Small-Cap Value ETF
VBR
$31.4B
| $10.3M | 0.27% | 77,192 +43,183 | +127% | +$5.73M |
|
25
SPDR S&P Metals & Mining ETF
XME
$2.31B
| $9.89M | 0.27% | 271,887 -164,066 | -38% | -$5.97M |
|