TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+1.79%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$704M
AUM Growth
+$3.25M
(+0.46%)
Cap. Flow
-$29.5M
Cap. Flow
% of AUM
-4.19%
Top 10 Holdings %
Top 10 Hldgs %
11.01%
Holding
2,234
New
676
Increased
297
Reduced
329
Closed
686
Top Buys
| 1 |
PayPal
PYPL
|
$7.76M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
$7.69M |
| 3 |
Alibaba
BABA
|
$7.61M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$6.63M |
| 5 |
Amazon
AMZN
|
$5.8M |
Top Sells
| 1 |
CME Group
CME
|
$7.88M |
| 2 |
Energy Select Sector SPDR Fund
XLE
|
$6.76M |
| 3 |
ProShares Short S&P500
SH
|
$6.23M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
$5.72M |
| 5 |
JPMorgan Chase
JPM
|
$5.45M |
Sector Composition
| 1 | Consumer Discretionary | 14.55% |
| 2 | Technology | 13.56% |
| 3 | Financials | 7.53% |
| 4 | Healthcare | 7.06% |
| 5 | Industrials | 6.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
351
SPDR S&P MidCap 400 ETF Trust
MDY
$24B
| $473K | 0.01% |
1,069
-1,007
| -49% | -$446K |
|
352
MSCI
MSCI
$42.9B
| $471K | 0.01% |
+1,013
| New | +$471K |
|
353
FS KKR Capital
FSK
$5.08B
| $468K | 0.01% |
+26,752
| New | +$468K |
|
354
John Hancock Multifactor Mid Cap ETF
JHMM
$4.35B
| $467K | 0.01% |
+10,038
| New | +$467K |
|
355
NextEra Energy, Inc.
NEE
$146B
| $467K | 0.01% |
5,588
-12,861
| -70% | -$1.08M |
|
|
MRO
356
DELISTED
Marathon Oil Corporation
MRO
| $467K | 0.01% |
17,255
-69,976
| -80% | -$1.89M |
|
|
SWN
357
DELISTED
Southwestern Energy Company
SWN
| $467K | 0.01% |
79,744
+45,518
| +133% | +$266K |
|
358
PPG Industries
PPG
$24.8B
| $466K | 0.01% |
3,704
+1,278
| +53% | +$161K |
|
359
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$688M
| $465K | 0.01% |
+7,979
| New | +$465K |
|
360
Equinor
EQNR
$60.1B
| $465K | 0.01% |
12,972
-6,645
| -34% | -$238K |
|
361
CenterPoint Energy
CNP
$24.7B
| $464K | 0.01% |
+15,461
| New | +$464K |
|
362
Illinois Tool Works
ITW
$77.6B
| $461K | 0.01% |
2,093
-1,511
| -42% | -$333K |
|
363
Vanguard Total International Bond ETF
BNDX
$68.4B
| $461K | 0.01% |
9,716
-597
| -6% | -$28.3K |
|
364
Parker-Hannifin
PH
$96.1B
| $457K | 0.01% |
1,571
-2,000
| -56% | -$582K |
|
365
Merck
MRK
$212B
| $457K | 0.01% |
+4,116
| New | +$457K |
|
366
Duke Energy
DUK
$93.8B
| $457K | 0.01% |
4,434
-17,139
| -79% | -$1.77M |
|
367
Teck Resources
TECK
$16.8B
| $457K | 0.01% |
12,073
-30,111
| -71% | -$1.14M |
|
368
Direxion Daily Junior Gold Miners Index Bear 2X Shares
JDST
$46.5M
| $457K | 0.01% |
5,721
+3,213
| +128% | +$256K |
|
369
Coca-Cola Consolidated
COKE
$10.5B
| $456K | 0.01% |
+8,900
| New | +$456K |
|
370
Thor Industries
THO
$5.94B
| $455K | 0.01% |
+6,029
| New | +$455K |
|
371
Fortinet
FTNT
$60.4B
| $455K | 0.01% |
9,306
+3,701
| +66% | +$181K |
|
372
EPAM Systems
EPAM
$9.44B
| $454K | 0.01% |
1,386
-165
| -11% | -$54.1K |
|
373
First Trust Technology AlphaDEX Fund
FXL
$1.37B
| $454K | 0.01% |
+4,960
| New | +$454K |
|
374
Globant
GLOB
$2.78B
| $452K | 0.01% |
+2,685
| New | +$452K |
|
375
Qorvo
QRVO
$8.61B
| $451K | 0.01% |
4,977
-2,369
| -32% | -$215K |
|