TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$710M
AUM Growth
-$432M
(-38%)
Cap. Flow
-$469M
Cap. Flow
% of AUM
-66.01%
Top 10 Holdings %
Top 10 Hldgs %
12.27%
Holding
1,808
New
584
Increased
233
Reduced
327
Closed
458
Top Buys
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$10.6M |
| 2 |
Accenture
ACN
|
+$7.36M |
| 3 |
Cigna
CI
|
+$4.19M |
| 4 |
Parker-Hannifin
PH
|
+$4.01M |
| 5 |
SPDR S&P MidCap 400 ETF Trust
MDY
|
+$3.76M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
+$65.4M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$56.8M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$17.1M |
| 4 |
JPMorgan Chase
JPM
|
+$14.7M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
+$13.7M |
Sector Composition
| 1 | Financials | 10.54% |
| 2 | Technology | 9.61% |
| 3 | Healthcare | 8.57% |
| 4 | Consumer Discretionary | 8.42% |
| 5 | Industrials | 8.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
426
ASGN Inc
ASGN
$2.26B
| $406K | ﹤0.01% |
+5,147
| New | +$406K |
|
|
CA
427
DELISTED
CA, Inc.
CA
| $406K | ﹤0.01% |
9,186
+1,751
| +24% | +$77.4K |
|
|
SHPG
428
DELISTED
Shire pic
SHPG
| $405K | ﹤0.01% |
2,236
-8,949
| -80% | -$1.62M |
|
429
American Eagle Outfitters
AEO
$3.18B
| $404K | ﹤0.01% |
16,270
-3,503
| -18% | -$87K |
|
|
WMC
430
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $403K | ﹤0.01% |
+4,026
| New | +$403K |
|
|
BSCI
431
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
| $403K | ﹤0.01% |
19,051
+7,512
| +65% | +$159K |
|
432
Equity Residential
EQR
$25.4B
| $402K | ﹤0.01% |
6,073
-28,476
| -82% | -$1.88M |
|
433
Alliant Energy
LNT
$16.7B
| $402K | ﹤0.01% |
+9,434
| New | +$402K |
|
|
ATVI
434
DELISTED
Activision Blizzard Inc.
ATVI
| $402K | ﹤0.01% |
4,830
-25,197
| -84% | -$2.1M |
|
|
COL
435
DELISTED
Rockwell Collins
COL
| $399K | ﹤0.01% |
2,842
-3,412
| -55% | -$479K |
|
436
NiSource
NI
$19.3B
| $398K | ﹤0.01% |
+15,957
| New | +$398K |
|
437
Regions Financial
RF
$24.2B
| $396K | ﹤0.01% |
21,564
-78,784
| -79% | -$1.45M |
|
438
Vanguard Real Estate ETF
VNQ
$34.8B
| $395K | ﹤0.01% |
+4,892
| New | +$395K |
|
439
Evergy
EVRG
$16.7B
| $393K | ﹤0.01% |
7,156
+678
| +10% | +$37.2K |
|
440
Fifth Third Bancorp
FITB
$30.2B
| $392K | ﹤0.01% |
+14,034
| New | +$392K |
|
441
Stryker
SYK
$147B
| $392K | ﹤0.01% |
2,206
-29,507
| -93% | -$5.24M |
|
442
SPDR S&P Insurance ETF
KIE
$829M
| $391K | ﹤0.01% |
12,181
+3,405
| +39% | +$109K |
|
443
iShares Micro-Cap ETF
IWC
$948M
| $388K | ﹤0.01% |
+3,647
| New | +$388K |
|
444
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.76B
| $388K | ﹤0.01% |
+16,197
| New | +$388K |
|
445
First Financial Bancorp
FFBC
$2.46B
| $387K | ﹤0.01% |
13,020
+4,766
| +58% | +$142K |
|
446
Fulton Financial
FULT
$3.54B
| $387K | ﹤0.01% |
23,226
-2,443
| -10% | -$40.7K |
|
447
Mohawk Industries
MHK
$8.45B
| $386K | ﹤0.01% |
2,199
-1,135
| -34% | -$199K |
|
448
Nutrien
NTR
$27.7B
| $385K | ﹤0.01% |
+6,670
| New | +$385K |
|
449
Royal Caribbean
RCL
$91.4B
| $384K | ﹤0.01% |
2,956
-9,552
| -76% | -$1.24M |
|
450
O'Reilly Automotive
ORLY
$91.2B
| $380K | ﹤0.01% |
16,410
-5,520
| -25% | -$128K |
|