TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+1.36%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.12B
AUM Growth
+$43.4M
(+4.1%)
Cap. Flow
+$11.9M
Cap. Flow
% of AUM
1.07%
Top 10 Holdings %
Top 10 Hldgs %
34.79%
Holding
1,642
New
636
Increased
180
Reduced
170
Closed
480
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
$74.4M |
| 2 |
iShares Russell 1000 ETF
IWB
|
$60.7M |
| 3 |
iShares Russell 2000 Growth ETF
IWO
|
$36.4M |
| 4 |
iShares Russell 2000 Value ETF
IWN
|
$35.8M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
$16.4M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$79.6M |
| 2 |
Vanguard Consumer Discretionary ETF
VCR
|
$22.2M |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
$17.5M |
| 4 |
Technology Select Sector SPDR Fund
XLK
|
$16.2M |
| 5 |
Invesco Pharmaceuticals ETF
PJP
|
$13.3M |
Sector Composition
| 1 | Financials | 3.87% |
| 2 | Communication Services | 2.96% |
| 3 | Consumer Discretionary | 2.66% |
| 4 | Technology | 2.48% |
| 5 | Energy | 2.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
376
Teledyne Technologies
TDY
$25.7B
| $326K | 0.01% |
+1,801
| New | +$326K |
|
377
American Express
AXP
$227B
| $325K | 0.01% |
3,270
-555
| -15% | -$55.2K |
|
378
Brown-Forman Class B
BF.B
$13.7B
| $325K | 0.01% |
+7,392
| New | +$325K |
|
379
United Airlines
UAL
$34.5B
| $325K | 0.01% |
+4,818
| New | +$325K |
|
380
Exelon
EXC
$43.9B
| $324K | 0.01% |
11,513
+179
| +2% | +$5.04K |
|
381
Sprouts Farmers Market
SFM
$13.6B
| $324K | 0.01% |
+13,324
| New | +$324K |
|
382
Bristol-Myers Squibb
BMY
$96B
| $323K | 0.01% |
5,263
-1,026
| -16% | -$63K |
|
383
Healthpeak Properties
DOC
$12.8B
| $323K | 0.01% |
+12,368
| New | +$323K |
|
|
ABMD
384
DELISTED
Abiomed Inc
ABMD
| $322K | 0.01% |
+1,720
| New | +$322K |
|
385
Estee Lauder
EL
$32.1B
| $319K | 0.01% |
2,509
-869
| -26% | -$110K |
|
386
eBay
EBAY
$42.3B
| $318K | 0.01% |
+8,414
| New | +$318K |
|
387
Allstate
ALL
$53.1B
| $317K | 0.01% |
3,025
-263
| -8% | -$27.6K |
|
388
The Greenbrier Companies
GBX
$1.46B
| $317K | 0.01% |
+5,945
| New | +$317K |
|
|
AKS
389
DELISTED
AK Steel Holding Corp.
AKS
| $317K | 0.01% |
55,996
+32,567
| +139% | +$184K |
|
390
First Trust Senior Loan Fund ETF
FTSL
$2.4B
| $313K | 0.01% |
+6,508
| New | +$313K |
|
391
SPDR Bloomberg Barclays International Treasury Bond ETF
BWX
$1.38B
| $312K | 0.01% |
+10,975
| New | +$312K |
|
392
Sanofi
SNY
$113B
| $312K | 0.01% |
+7,265
| New | +$312K |
|
393
Domino's
DPZ
$15.7B
| $309K | 0.01% |
+1,633
| New | +$309K |
|
394
SPDR S&P Pharmaceuticals ETF
XPH
$189M
| $309K | 0.01% |
7,096
-124,624
| -95% | -$5.43M |
|
395
Cheniere Energy
LNG
$51.8B
| $308K | 0.01% |
+5,721
| New | +$308K |
|
396
SPDR Dow Jones Global Real Estate ETF
RWO
$1.14B
| $308K | 0.01% |
+6,293
| New | +$308K |
|
397
F5
FFIV
$18.1B
| $307K | 0.01% |
+2,341
| New | +$307K |
|
|
XYZ
398
Block, Inc.
XYZ
$45.7B
| $307K | 0.01% |
+8,859
| New | +$307K |
|
399
Flowers Foods
FLO
$3.13B
| $304K | 0.01% |
+15,763
| New | +$304K |
|
400
Bank OZK
OZK
$5.9B
| $303K | 0.01% |
+6,248
| New | +$303K |
|