TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+2.79%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$524M
AUM Growth
+$14.1M
(+2.8%)
Cap. Flow
+$4.77M
Cap. Flow
% of AUM
0.91%
Top 10 Holdings %
Top 10 Hldgs %
28.85%
Holding
1,366
New
484
Increased
151
Reduced
176
Closed
537
Top Buys
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$19.5M |
| 3 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19.3M |
| 4 |
Utilities Select Sector SPDR Fund
XLU
|
$17M |
| 5 |
Bank of America
BAC
|
$9.49M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$20.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$16.5M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.3M |
| 5 |
SPDR S&P Biotech ETF
XBI
|
$10.2M |
Sector Composition
| 1 | Financials | 17.2% |
| 2 | Healthcare | 7.03% |
| 3 | Consumer Discretionary | 4.93% |
| 4 | Industrials | 4.25% |
| 5 | Technology | 3.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
United Therapeutics
UTHR
$18.1B
| $349K | 0.07% |
+2,689
| New | +$349K |
|
302
McKesson
MCK
$85.5B
| $347K | 0.07% |
2,111
-37
| -2% | -$6.08K |
|
303
Franklin Resources
BEN
$13B
| $346K | 0.07% |
+7,716
| New | +$346K |
|
|
TGI
304
DELISTED
Triumph Group
TGI
| $346K | 0.07% |
+10,965
| New | +$346K |
|
305
First Horizon
FHN
$11.3B
| $345K | 0.07% |
19,805
-4,462
| -18% | -$77.7K |
|
|
MORE
306
DELISTED
Monogram Residential Trust, Inc.
MORE
| $344K | 0.07% |
35,453
+15,105
| +74% | +$147K |
|
307
Intuitive Surgical
ISRG
$167B
| $343K | 0.07% |
3,303
-981
| -23% | -$102K |
|
308
SiriusXM
SIRI
$8.1B
| $343K | 0.07% |
6,271
-11,972
| -66% | -$655K |
|
309
Citizens Financial Group
CFG
$22.3B
| $342K | 0.07% |
9,598
+136
| +1% | +$4.85K |
|
310
Dell
DELL
$84.4B
| $342K | 0.07% |
+19,919
| New | +$342K |
|
311
CVS Health
CVS
$93.6B
| $341K | 0.06% |
4,239
+1,606
| +61% | +$129K |
|
312
Invesco QQQ Trust
QQQ
$368B
| $341K | 0.06% |
2,476
-922
| -27% | -$127K |
|
|
MBLY
313
DELISTED
Mobileye N.V.
MBLY
| $341K | 0.06% |
5,431
-17,205
| -76% | -$1.08M |
|
314
ProShares Ultra S&P500
SSO
$7.2B
| $340K | 0.06% |
15,208
-4,812
| -24% | -$108K |
|
|
AKS
315
DELISTED
AK Steel Holding Corp.
AKS
| $340K | 0.06% |
51,709
+33,475
| +184% | +$220K |
|
316
SPDR S&P Regional Banking ETF
KRE
$3.99B
| $337K | 0.06% |
6,132
-1,302
| -18% | -$71.6K |
|
317
JetBlue
JBLU
$1.85B
| $336K | 0.06% |
+14,712
| New | +$336K |
|
318
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$291M
| $336K | 0.06% |
9,381
-887
| -9% | -$31.8K |
|
319
Telefonica
TEF
$30.1B
| $335K | 0.06% |
39,872
-28,266
| -41% | -$237K |
|
320
Carvana
CVNA
$50.9B
| $334K | 0.06% |
+16,316
| New | +$334K |
|
321
Philip Morris
PM
$251B
| $333K | 0.06% |
2,838
-12,020
| -81% | -$1.41M |
|
|
RDC
322
DELISTED
Rowan Companies Plc
RDC
| $331K | 0.06% |
+32,346
| New | +$331K |
|
323
iShares US Basic Materials ETF
IYM
$565M
| $330K | 0.06% |
+3,696
| New | +$330K |
|
|
TWO
324
Two Harbors Investment
TWO
$1.08B
| $328K | 0.06% |
+4,139
| New | +$328K |
|
325
General Dynamics
GD
$86.8B
| $325K | 0.06% |
1,642
-1,669
| -50% | -$330K |
|