TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$710M
AUM Growth
-$432M
(-38%)
Cap. Flow
-$469M
Cap. Flow
% of AUM
-66.01%
Top 10 Holdings %
Top 10 Hldgs %
12.27%
Holding
1,808
New
584
Increased
233
Reduced
327
Closed
458
Top Buys
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$10.6M |
| 2 |
Accenture
ACN
|
+$7.36M |
| 3 |
Cigna
CI
|
+$4.19M |
| 4 |
Parker-Hannifin
PH
|
+$4.01M |
| 5 |
SPDR S&P MidCap 400 ETF Trust
MDY
|
+$3.76M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
+$65.4M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$56.8M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$17.1M |
| 4 |
JPMorgan Chase
JPM
|
+$14.7M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
+$13.7M |
Sector Composition
| 1 | Financials | 10.54% |
| 2 | Technology | 9.61% |
| 3 | Healthcare | 8.57% |
| 4 | Consumer Discretionary | 8.42% |
| 5 | Industrials | 8.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Clean Harbors
CLH
$12.7B
| $694K | ﹤0.01% |
9,689
+2,884
| +42% | +$207K |
|
252
Boston Properties
BXP
$12.2B
| $692K | ﹤0.01% |
5,620
+2,578
| +85% | +$317K |
|
253
SiriusXM
SIRI
$7.84B
| $691K | ﹤0.01% |
10,933
-6,977
| -39% | -$441K |
|
254
SPDR DoubleLine Total Return Tactical ETF
TOTL
$3.89B
| $689K | ﹤0.01% |
14,576
+4,670
| +47% | +$221K |
|
255
SPDR S&P Homebuilders ETF
XHB
$1.92B
| $686K | ﹤0.01% |
+17,847
| New | +$686K |
|
256
Olin
OLN
$3.02B
| $678K | ﹤0.01% |
26,411
+16,621
| +170% | +$427K |
|
257
Brady Corp
BRC
$3.74B
| $673K | ﹤0.01% |
+15,391
| New | +$673K |
|
258
Cameco
CCJ
$34B
| $672K | ﹤0.01% |
58,933
+30,002
| +104% | +$342K |
|
259
Vale
VALE
$45.5B
| $671K | ﹤0.01% |
45,182
+28,879
| +177% | +$429K |
|
260
Invesco Dorsey Wright Energy Momentum ETF
PXI
$42.1M
| $667K | ﹤0.01% |
+15,092
| New | +$667K |
|
261
Expeditors International
EXPD
$16.8B
| $666K | ﹤0.01% |
+9,062
| New | +$666K |
|
262
TSMC
TSM
$1.35T
| $666K | ﹤0.01% |
15,083
-43,918
| -74% | -$1.94M |
|
263
AGNC Investment
AGNC
$10.7B
| $665K | ﹤0.01% |
35,692
+1,686
| +5% | +$31.4K |
|
264
iShares Europe ETF
IEV
$2.34B
| $665K | ﹤0.01% |
14,760
+3,839
| +35% | +$173K |
|
|
BIG
265
DELISTED
Big Lots, Inc.
BIG
| $663K | ﹤0.01% |
15,857
-5,713
| -26% | -$239K |
|
266
Alaska Air
ALK
$7.31B
| $657K | ﹤0.01% |
9,535
+2,474
| +35% | +$170K |
|
|
GOLD
267
DELISTED
Randgold Resources Ltd
GOLD
| $657K | ﹤0.01% |
9,317
-3,920
| -30% | -$276K |
|
268
Lam Research
LRCX
$148B
| $655K | ﹤0.01% |
43,150
-540
| -1% | -$8.2K |
|
269
PACCAR
PCAR
$53.8B
| $649K | ﹤0.01% |
+14,285
| New | +$649K |
|
270
Walmart
WMT
$825B
| $648K | ﹤0.01% |
20,691
-9,801
| -32% | -$307K |
|
|
SRC
271
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $648K | ﹤0.01% |
16,068
-18
| -0.1% | -$726 |
|
272
Enterprise Products Partners
EPD
$68.8B
| $647K | ﹤0.01% |
22,533
-29,435
| -57% | -$845K |
|
|
BBBY
273
DELISTED
Bed Bath & Beyond Inc
BBBY
| $645K | ﹤0.01% |
43,012
+5,478
| +15% | +$82.1K |
|
274
Whirlpool
WHR
$5.15B
| $644K | ﹤0.01% |
5,422
-2,803
| -34% | -$333K |
|
275
Sempra
SRE
$54.8B
| $634K | ﹤0.01% |
+11,154
| New | +$634K |
|