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 | |
|---|---|---|---|---|---|---|
226
Edwards Lifesciences
EW
$47.5B
| $593K | 0.05% |
16,287
+8,694
| +115% | +$317K |
|
|
MOMO
227
Hello Group
MOMO
$1.37B
| $591K | 0.05% |
+18,844
| New | +$591K |
|
228
Applied Materials
AMAT
$130B
| $589K | 0.05% |
11,306
-37,008
| -77% | -$1.93M |
|
|
SCG
229
DELISTED
Scana
SCG
| $588K | 0.05% |
+12,134
| New | +$588K |
|
230
Vodafone
VOD
$28.5B
| $575K | 0.05% |
+20,187
| New | +$575K |
|
|
WP
231
DELISTED
Worldpay, Inc.
WP
| $573K | 0.05% |
+8,133
| New | +$573K |
|
232
Ford
F
$46.7B
| $571K | 0.05% |
47,698
+12,213
| +34% | +$146K |
|
233
iShares Micro-Cap ETF
IWC
$911M
| $555K | 0.05% |
+5,877
| New | +$555K |
|
234
Old National Bancorp
ONB
$8.94B
| $541K | 0.05% |
29,548
+5,083
| +21% | +$93.1K |
|
235
Invesco Senior Loan ETF
BKLN
$6.98B
| $540K | 0.05% |
23,303
-2,032
| -8% | -$47.1K |
|
236
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.49B
| $538K | 0.05% |
+14,065
| New | +$538K |
|
237
iShares Russell 1000 ETF
IWB
$43.4B
| $537K | 0.05% |
3,842
+1,256
| +49% | +$176K |
|
|
JCP
238
DELISTED
J.C. Penney Company, Inc.
JCP
| $537K | 0.05% |
140,917
+31,695
| +29% | +$121K |
|
239
Petrobras Class A
PBR.A
$72.8B
| $535K | 0.05% |
55,380
+44,649
| +416% | +$431K |
|
240
Ameren
AEE
$27.2B
| $532K | 0.05% |
+9,199
| New | +$532K |
|
241
NewMarket
NEU
$7.64B
| $531K | 0.05% |
+1,248
| New | +$531K |
|
242
Invesco S&P SmallCap Low Volatility ETF
XSLV
$265M
| $531K | 0.05% |
+11,565
| New | +$531K |
|
|
CS
243
DELISTED
Credit Suisse Group
CS
| $531K | 0.05% |
+33,576
| New | +$531K |
|
244
Leidos
LDOS
$23B
| $527K | 0.05% |
+8,900
| New | +$527K |
|
245
SFL Corp
SFL
$1.09B
| $525K | 0.05% |
+36,187
| New | +$525K |
|
246
ProShares UltraPro Dow 30
UDOW
$715M
| $517K | 0.05% |
+14,806
| New | +$517K |
|
|
BSMX
247
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $517K | 0.05% |
+51,211
| New | +$517K |
|
248
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.24B
| $515K | 0.05% |
7,934
-3,529
| -31% | -$229K |
|
249
Insmed
INSM
$30.7B
| $512K | 0.05% |
+16,412
| New | +$512K |
|
250
Invesco KBW Premium Yield Equity REIT ETF
KBWY
$254M
| $511K | 0.05% |
+13,631
| New | +$511K |
|