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 | |
|---|---|---|---|---|---|---|
276
Northrop Grumman
NOC
$82.5B
| $911K | ﹤0.01% |
2,961
+524
| +22% | +$161K |
|
277
ProShares Ultra Dow30
DDM
$447M
| $904K | ﹤0.01% |
+21,668
| New | +$904K |
|
|
BIG
278
DELISTED
Big Lots, Inc.
BIG
| $901K | ﹤0.01% |
21,570
+14,375
| +200% | +$600K |
|
279
Quest Diagnostics
DGX
$20.5B
| $893K | ﹤0.01% |
8,122
-1,113
| -12% | -$122K |
|
280
ING
ING
$74.7B
| $887K | ﹤0.01% |
61,947
-6,830
| -10% | -$97.8K |
|
281
Telefonica
TEF
$30.3B
| $883K | ﹤0.01% |
128,044
+111,963
| +696% | +$772K |
|
282
iShares Core US Aggregate Bond ETF
AGG
$132B
| $872K | ﹤0.01% |
8,204
-21,769
| -73% | -$2.31M |
|
283
Ares Capital
ARCC
$15.7B
| $871K | ﹤0.01% |
52,942
+21,756
| +70% | +$358K |
|
284
Walmart
WMT
$825B
| $871K | ﹤0.01% |
30,492
-6,984
| -19% | -$199K |
|
285
Boston Scientific
BSX
$152B
| $870K | ﹤0.01% |
+26,592
| New | +$870K |
|
286
ProShares UltraPro Short S&P 500
SPXU
$505M
| $864K | ﹤0.01% |
+864
| New | +$864K |
|
287
Ryder
R
$7.65B
| $856K | ﹤0.01% |
11,907
+8,374
| +237% | +$602K |
|
|
FIT
288
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $853K | ﹤0.01% |
130,569
-33,441
| -20% | -$218K |
|
289
Zillow
Z
$21.3B
| $845K | ﹤0.01% |
14,311
+4,858
| +51% | +$287K |
|
290
iShares 7-10 Year Treasury Bond ETF
IEF
$36.1B
| $842K | ﹤0.01% |
8,213
+5,112
| +165% | +$524K |
|
|
COL
291
DELISTED
Rockwell Collins
COL
| $842K | ﹤0.01% |
6,254
+1,917
| +44% | +$258K |
|
292
MGM Resorts International
MGM
$9.4B
| $841K | ﹤0.01% |
28,966
-20,031
| -41% | -$582K |
|
293
Keurig Dr Pepper
KDP
$37B
| $840K | ﹤0.01% |
6,882
-4,026
| -37% | -$491K |
|
294
Travelers Companies
TRV
$62.8B
| $828K | ﹤0.01% |
6,771
+1,589
| +31% | +$194K |
|
295
Monster Beverage
MNST
$63.2B
| $827K | ﹤0.01% |
28,878
+17,796
| +161% | +$510K |
|
|
GRUB
296
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $825K | ﹤0.01% |
+3,932
| New | +$825K |
|
297
iShares MSCI ACWI ex US ETF
ACWX
$6.79B
| $824K | ﹤0.01% |
17,435
+1,959
| +13% | +$92.6K |
|
298
Canadian Natural Resources
CNQ
$64.9B
| $822K | ﹤0.01% |
46,529
+17,865
| +62% | +$316K |
|
299
Canadian National Railway
CNI
$58.3B
| $818K | ﹤0.01% |
10,011
+3,700
| +59% | +$302K |
|
|
MRO
300
DELISTED
Marathon Oil Corporation
MRO
| $817K | ﹤0.01% |
+39,158
| New | +$817K |
|