TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
-0.11%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.2B
AUM Growth
+$85M
(+7.6%)
Cap. Flow
+$95.8M
Cap. Flow
% of AUM
7.97%
Top 10 Holdings %
Top 10 Hldgs %
14.6%
Holding
1,870
New
634
Increased
295
Reduced
187
Closed
507
Top Buys
| 1 |
Microsoft
MSFT
|
$18.4M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
$18.2M |
| 3 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$17.7M |
| 4 |
Vanguard Total Stock Market ETF
VTI
|
$15.1M |
| 5 |
Exxon Mobil
XOM
|
$13.2M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
$102M |
| 2 |
iShares Russell 1000 ETF
IWB
|
$53M |
| 3 |
iShares Russell 2000 Value ETF
IWN
|
$40.8M |
| 4 |
iShares Russell 2000 Growth ETF
IWO
|
$34.4M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
$20.1M |
Sector Composition
| 1 | Financials | 11.44% |
| 2 | Technology | 9.78% |
| 3 | Healthcare | 8.3% |
| 4 | Consumer Discretionary | 7.84% |
| 5 | Industrials | 6.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
326
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.24B
| $796K | ﹤0.01% |
28,246
-35,705
| -56% | -$1.01M |
|
|
SODA
327
DELISTED
SodaStream International Ltd
SODA
| $786K | ﹤0.01% |
+8,564
| New | +$786K |
|
328
Aon
AON
$79.9B
| $784K | ﹤0.01% |
+5,584
| New | +$784K |
|
329
ProShares Short S&P500
SH
$1.24B
| $784K | ﹤0.01% |
6,465
-5,258
| -45% | -$638K |
|
330
America Movil
AMX
$59.1B
| $781K | ﹤0.01% |
+40,929
| New | +$781K |
|
331
Nutrien
NTR
$27.4B
| $779K | ﹤0.01% |
+16,487
| New | +$779K |
|
332
Eagle Materials
EXP
$7.86B
| $775K | ﹤0.01% |
+7,523
| New | +$775K |
|
333
Edison International
EIX
$21B
| $771K | ﹤0.01% |
+12,113
| New | +$771K |
|
|
LLL
334
DELISTED
L3 Technologies, Inc.
LLL
| $771K | ﹤0.01% |
+3,705
| New | +$771K |
|
335
iShares MSCI ACWI ex US ETF
ACWX
$6.66B
| $769K | ﹤0.01% |
15,476
+5,984
| +63% | +$297K |
|
336
iShares Europe ETF
IEV
$2.32B
| $769K | ﹤0.01% |
16,500
+1,008
| +7% | +$47K |
|
|
PARA
337
DELISTED
Paramount Global Class B
PARA
| $757K | ﹤0.01% |
14,721
-7,228
| -33% | -$372K |
|
338
Vulcan Materials
VMC
$39B
| $751K | ﹤0.01% |
+6,574
| New | +$751K |
|
339
Vanguard Total International Bond ETF
BNDX
$68.4B
| $749K | ﹤0.01% |
+13,691
| New | +$749K |
|
|
BSCI
340
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $743K | ﹤0.01% |
+35,153
| New | +$743K |
|
341
AvalonBay Communities
AVB
$27.8B
| $740K | ﹤0.01% |
4,502
-1,080
| -19% | -$178K |
|
342
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
| $737K | ﹤0.01% |
+8,795
| New | +$737K |
|
343
Ameriprise Financial
AMP
$46.1B
| $737K | ﹤0.01% |
4,980
+3,416
| +218% | +$506K |
|
344
PNC Financial Services
PNC
$80.5B
| $735K | ﹤0.01% |
+4,863
| New | +$735K |
|
345
J.M. Smucker
SJM
$12B
| $734K | ﹤0.01% |
+5,920
| New | +$734K |
|
346
iShares MSCI Canada ETF
EWC
$3.24B
| $729K | ﹤0.01% |
+26,454
| New | +$729K |
|
347
HP
HPQ
$27.4B
| $727K | ﹤0.01% |
33,151
-8,695
| -21% | -$191K |
|
348
SPDR DoubleLine Total Return Tactical ETF
TOTL
$3.88B
| $725K | ﹤0.01% |
15,118
-1,210
| -7% | -$58K |
|
349
IPG Photonics
IPGP
$3.56B
| $722K | ﹤0.01% |
3,095
+2,024
| +189% | +$472K |
|
350
SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.45B
| $721K | ﹤0.01% |
+13,746
| New | +$721K |
|