TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
-0.99%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$636M
AUM Growth
-$74.4M
(-10%)
Cap. Flow
-$18.2M
Cap. Flow
% of AUM
-2.86%
Top 10 Holdings %
Top 10 Hldgs %
16.49%
Holding
1,962
New
604
Increased
240
Reduced
271
Closed
633
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
+$22.8M |
| 2 |
iShares S&P 100 ETF
OEF
|
+$7.85M |
| 3 |
iShares Short Treasury Bond ETF
SHV
|
+$7.69M |
| 4 |
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$7.21M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
+$10.9M |
| 2 |
Lockheed Martin
LMT
|
+$9.16M |
| 3 |
Mastercard
MA
|
+$8.75M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$6.64M |
| 5 |
Comcast
CMCSA
|
+$5.37M |
Sector Composition
| 1 | Financials | 9.3% |
| 2 | Technology | 5.72% |
| 3 | Consumer Discretionary | 5.66% |
| 4 | Industrials | 5.41% |
| 5 | Healthcare | 4.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
351
Pentair
PNR
$18.2B
| $439K | 0.01% |
+11,614
| New | +$439K |
|
352
Eagle Materials
EXP
$7.57B
| $437K | 0.01% |
7,153
+914
| +15% | +$55.8K |
|
353
iShares MSCI Hong Kong ETF
EWH
$737M
| $436K | 0.01% |
+19,305
| New | +$436K |
|
354
Northern Trust
NTRS
$24.7B
| $434K | 0.01% |
5,187
-683
| -12% | -$57.1K |
|
355
SITE Centers
SITC
$463M
| $433K | 0.01% |
+50,101
| New | +$433K |
|
356
Prologis
PLD
$107B
| $432K | 0.01% |
+7,358
| New | +$432K |
|
357
Invesco Large Cap Value ETF
PWV
$1.41B
| $430K | 0.01% |
+13,172
| New | +$430K |
|
358
TE Connectivity
TEL
$62B
| $430K | 0.01% |
+5,686
| New | +$430K |
|
359
Invesco Fundamental High Yield Corporate Bond ETF
PHB
$355M
| $429K | 0.01% |
+24,257
| New | +$429K |
|
360
Halliburton
HAL
$19B
| $428K | 0.01% |
+16,098
| New | +$428K |
|
361
Ecolab
ECL
$77.3B
| $427K | 0.01% |
+2,900
| New | +$427K |
|
362
F5
FFIV
$18.5B
| $426K | 0.01% |
2,632
-6,963
| -73% | -$1.13M |
|
363
Invesco Dorsey Wright Momentum ETF
PDP
$1.33B
| $426K | 0.01% |
8,779
+4,244
| +94% | +$206K |
|
|
MNDT
364
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $426K | 0.01% |
26,293
+5,023
| +24% | +$81.4K |
|
365
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.4B
| $421K | 0.01% |
34,204
+16,933
| +98% | +$208K |
|
366
Pfizer
PFE
$136B
| $421K | 0.01% |
10,177
-9,821
| -49% | -$406K |
|
367
Emerson Electric
EMR
$76B
| $419K | 0.01% |
7,011
+3,998
| +133% | +$239K |
|
368
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$701M
| $418K | 0.01% |
16,625
+8,077
| +94% | +$203K |
|
369
Alaska Air
ALK
$7.31B
| $417K | 0.01% |
6,853
-2,682
| -28% | -$163K |
|
370
Dover
DOV
$23.7B
| $417K | 0.01% |
5,879
+3,381
| +135% | +$240K |
|
371
Quanta Services
PWR
$57B
| $417K | 0.01% |
+13,848
| New | +$417K |
|
372
Royal Bank of Canada
RY
$203B
| $417K | 0.01% |
+6,079
| New | +$417K |
|
373
Huntington Ingalls Industries
HII
$10.8B
| $415K | 0.01% |
+2,183
| New | +$415K |
|
|
B
374
DELISTED
Barnes Group Inc.
B
| $415K | 0.01% |
+7,747
| New | +$415K |
|
375
Invesco
IVZ
$10B
| $414K | 0.01% |
+24,751
| New | +$414K |
|