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 | |
|---|---|---|---|---|---|---|
251
Ally Financial
ALLY
$13B
| $1.01M | 0.01% |
38,554
+22,976
| +147% | +$604K |
|
252
Garmin
GRMN
$45.8B
| $1.01M | 0.01% |
16,511
+10,830
| +191% | +$661K |
|
253
SPDR Dow Jones International Real Estate ETF
RWX
$308M
| $1.01M | 0.01% |
25,734
+13,791
| +115% | +$540K |
|
254
Invesco DB US Dollar Index Bullish Fund
UUP
$162M
| $1M | 0.01% |
40,129
+14,098
| +54% | +$352K |
|
255
Sherwin-Williams
SHW
$89.8B
| $1M | 0.01% |
7,359
-8,682
| -54% | -$1.18M |
|
256
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.72B
| $998K | 0.01% |
29,313
+17,432
| +147% | +$593K |
|
257
Dominion Energy
D
$51.2B
| $994K | ﹤0.01% |
14,583
+8,065
| +124% | +$550K |
|
258
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.12B
| $993K | ﹤0.01% |
+32,934
| New | +$993K |
|
259
International Paper
IP
$24.3B
| $988K | ﹤0.01% |
20,030
+6,389
| +47% | +$315K |
|
260
Annaly Capital Management
NLY
$14.1B
| $986K | ﹤0.01% |
23,963
+15,302
| +177% | +$630K |
|
261
Cognizant
CTSH
$33.8B
| $979K | ﹤0.01% |
12,394
+8,782
| +243% | +$694K |
|
|
CHK
262
DELISTED
Chesapeake Energy Corporation
CHK
| $971K | ﹤0.01% |
926
+146
| +19% | +$153K |
|
263
Ventas
VTR
$31.7B
| $968K | ﹤0.01% |
17,001
-11,084
| -39% | -$631K |
|
264
Air Products & Chemicals
APD
$65.2B
| $967K | ﹤0.01% |
+6,210
| New | +$967K |
|
265
Hain Celestial
HAIN
$194M
| $967K | ﹤0.01% |
+32,447
| New | +$967K |
|
266
MetLife
MET
$53.7B
| $962K | ﹤0.01% |
22,061
+3,459
| +19% | +$151K |
|
267
BlackBerry
BB
$2.32B
| $961K | ﹤0.01% |
99,568
-9,535
| -9% | -$92K |
|
|
GG
268
DELISTED
Goldcorp Inc
GG
| $959K | ﹤0.01% |
69,981
-40,646
| -37% | -$557K |
|
269
Capri Holdings
CPRI
$2.43B
| $954K | ﹤0.01% |
14,327
-2,126
| -13% | -$142K |
|
|
MDCO
270
DELISTED
Medicines Co
MDCO
| $937K | ﹤0.01% |
25,542
+14,760
| +137% | +$541K |
|
271
Aon
AON
$80.2B
| $929K | ﹤0.01% |
6,771
+1,187
| +21% | +$163K |
|
272
Wynn Resorts
WYNN
$12.6B
| $925K | ﹤0.01% |
5,527
+4,291
| +347% | +$718K |
|
273
Sealed Air
SEE
$4.99B
| $922K | ﹤0.01% |
21,715
+16,154
| +290% | +$686K |
|
|
S
274
DELISTED
Sprint Corporation
S
| $919K | ﹤0.01% |
169,004
+149,690
| +775% | +$814K |
|
275
Core Laboratories
CLB
$581M
| $913K | ﹤0.01% |
7,232
+1,421
| +24% | +$179K |
|