TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.14B
AUM Growth
-$58.6M
(-4.9%)
Cap. Flow
-$84.6M
Cap. Flow
% of AUM
-7.4%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,738
New
418
Increased
276
Reduced
325
Closed
515
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
+$53.7M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$28.9M |
| 3 |
JPMorgan Chase
JPM
|
+$14.7M |
| 4 |
iShares Short Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.4M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.5M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$15.8M |
| 4 |
Microsoft
MSFT
|
+$14.5M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
+$11.5M |
Sector Composition
| 1 | Financials | 12.65% |
| 2 | Technology | 9.84% |
| 3 | Consumer Discretionary | 8.68% |
| 4 | Healthcare | 8.5% |
| 5 | Consumer Staples | 7.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
SLY
376
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
| $626K | ﹤0.01% |
+8,665
| New | +$626K |
|
377
Healthpeak Properties
DOC
$12.6B
| $625K | ﹤0.01% |
+24,197
| New | +$625K |
|
378
Newell Brands
NWL
$2.48B
| $625K | ﹤0.01% |
24,241
-18,128
| -43% | -$467K |
|
379
Wendy's
WEN
$1.84B
| $622K | ﹤0.01% |
36,183
-34,698
| -49% | -$596K |
|
380
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
| $621K | ﹤0.01% |
11,690
-10,203
| -47% | -$542K |
|
381
Louisiana-Pacific
LPX
$6.68B
| $620K | ﹤0.01% |
+22,767
| New | +$620K |
|
382
Travel + Leisure Co
TNL
$4.01B
| $617K | ﹤0.01% |
13,945
-28,944
| -67% | -$1.28M |
|
383
Direxion Daily Small Cap Bear 3x Shares
TZA
$286M
| $617K | ﹤0.01% |
1,645
+1,332
| +426% | +$500K |
|
384
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
| $613K | ﹤0.01% |
7,854
-10,945
| -58% | -$854K |
|
|
AFSI
385
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $606K | ﹤0.01% |
41,558
+22,733
| +121% | +$331K |
|
386
Hormel Foods
HRL
$13.8B
| $604K | ﹤0.01% |
+16,242
| New | +$604K |
|
387
Direxion Daily Technology Bull 3x Shares
TECL
$3.79B
| $597K | ﹤0.01% |
44,800
-248,170
| -85% | -$3.31M |
|
|
MTGE
388
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $596K | ﹤0.01% |
+30,389
| New | +$596K |
|
389
Invesco Ultra Short Duration ETF
GSY
$3.03B
| $593K | ﹤0.01% |
+11,796
| New | +$593K |
|
390
Cleveland-Cliffs
CLF
$5.82B
| $589K | ﹤0.01% |
69,926
-9,433
| -12% | -$79.5K |
|
391
Bread Financial
BFH
$2.94B
| $582K | ﹤0.01% |
+3,126
| New | +$582K |
|
392
Alarm.com
ALRM
$2.77B
| $581K | ﹤0.01% |
+14,386
| New | +$581K |
|
393
New Oriental
EDU
$8.75B
| $579K | ﹤0.01% |
6,114
+1,429
| +31% | +$135K |
|
394
Teck Resources
TECK
$20.5B
| $578K | ﹤0.01% |
22,705
+4,589
| +25% | +$117K |
|
395
Marvell Technology
MRVL
$58B
| $569K | ﹤0.01% |
26,543
+5,236
| +25% | +$112K |
|
396
iShares MSCI Brazil ETF
EWZ
$5.55B
| $568K | ﹤0.01% |
+17,734
| New | +$568K |
|
397
Range Resources
RRC
$8.44B
| $565K | ﹤0.01% |
33,794
-4,700
| -12% | -$78.6K |
|
398
Delta Air Lines
DAL
$39.1B
| $564K | ﹤0.01% |
11,376
-18,634
| -62% | -$924K |
|
399
iShares US Energy ETF
IYE
$1.15B
| $563K | ﹤0.01% |
13,425
-4,349
| -24% | -$182K |
|
400
ADT
ADT
$7.2B
| $562K | ﹤0.01% |
+64,915
| New | +$562K |
|