TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.14B
AUM Growth
-$58.6M
(-4.9%)
Cap. Flow
-$84.6M
Cap. Flow
% of AUM
-7.4%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,738
New
418
Increased
276
Reduced
325
Closed
515
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
+$53.7M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$28.9M |
| 3 |
JPMorgan Chase
JPM
|
+$14.7M |
| 4 |
iShares Short Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.4M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.5M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$15.8M |
| 4 |
Microsoft
MSFT
|
+$14.5M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
+$11.5M |
Sector Composition
| 1 | Financials | 12.65% |
| 2 | Technology | 9.84% |
| 3 | Consumer Discretionary | 8.68% |
| 4 | Healthcare | 8.5% |
| 5 | Consumer Staples | 7.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
ASML
ASML
$320B
| $1.16M | 0.01% |
5,879
-391
| -6% | -$77.4K |
|
227
iShares MSCI EAFE ETF
EFA
$67.1B
| $1.16M | 0.01% |
17,283
-22,850
| -57% | -$1.53M |
|
228
PENN Entertainment
PENN
$2.86B
| $1.15M | 0.01% |
34,338
+17,820
| +108% | +$598K |
|
229
Helmerich & Payne
HP
$2.1B
| $1.15M | 0.01% |
18,038
+2,800
| +18% | +$179K |
|
230
Ralph Lauren
RL
$19.1B
| $1.15M | 0.01% |
9,143
-6,854
| -43% | -$861K |
|
231
iShares China Large-Cap ETF
FXI
$6.92B
| $1.15M | 0.01% |
+26,712
| New | +$1.15M |
|
232
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.87B
| $1.13M | 0.01% |
41,304
-39,027
| -49% | -$1.06M |
|
233
Southwest Airlines
LUV
$16.6B
| $1.12M | 0.01% |
22,008
-2,055
| -9% | -$105K |
|
234
iShares US Financials ETF
IYF
$4.08B
| $1.12M | 0.01% |
19,066
-18,242
| -49% | -$1.07M |
|
235
American Airlines Group
AAL
$8.52B
| $1.12M | 0.01% |
29,367
+9,901
| +51% | +$376K |
|
236
BHP
BHP
$137B
| $1.1M | 0.01% |
24,632
-22,747
| -48% | -$1.01M |
|
|
RDS.A
237
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.09M | 0.01% |
15,791
+7,475
| +90% | +$517K |
|
238
JD.com
JD
$47.7B
| $1.09M | 0.01% |
27,992
-4,155
| -13% | -$162K |
|
239
Celanese
CE
$4.99B
| $1.09M | 0.01% |
9,791
+4,088
| +72% | +$454K |
|
240
TJX Companies
TJX
$155B
| $1.09M | 0.01% |
22,814
+14,646
| +179% | +$697K |
|
241
iShares Preferred and Income Securities ETF
PFF
$14.7B
| $1.08M | 0.01% |
28,730
-4,415
| -13% | -$166K |
|
242
Freeport-McMoran
FCX
$64.2B
| $1.07M | 0.01% |
62,196
+49,395
| +386% | +$853K |
|
243
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.27B
| $1.07M | 0.01% |
40,365
+12,119
| +43% | +$321K |
|
244
Synchrony
SYF
$28B
| $1.05M | 0.01% |
31,573
-19,722
| -38% | -$658K |
|
245
Magna International
MGA
$13.1B
| $1.04M | 0.01% |
17,965
-3,561
| -17% | -$207K |
|
246
iShares Floating Rate Bond ETF
FLOT
$9.07B
| $1.04M | 0.01% |
20,455
+12,981
| +174% | +$662K |
|
247
The Mosaic Company
MOS
$10.7B
| $1.04M | 0.01% |
+37,006
| New | +$1.04M |
|
248
Equinix
EQIX
$77.2B
| $1.03M | 0.01% |
2,406
-1,307
| -35% | -$562K |
|
249
TechnipFMC
FTI
$16.4B
| $1.03M | 0.01% |
43,386
-8,843
| -17% | -$209K |
|
|
GOLD
250
DELISTED
Randgold Resources Ltd
GOLD
| $1.02M | 0.01% |
+13,237
| New | +$1.02M |
|