TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+3.57%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$118M
AUM Growth
–
Cap. Flow
+$118M
Cap. Flow
% of AUM
100%
Top 10 Holdings %
Top 10 Hldgs %
31.32%
Holding
249
New
249
Increased
–
Reduced
–
Closed
–
Top Buys
| 1 |
Health Care Select Sector SPDR Fund
XLV
|
$17.7M |
| 2 |
CME Group
CME
|
$4.05M |
| 3 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$4.02M |
| 4 |
Financial Select Sector SPDR Fund
XLF
|
$1.91M |
| 5 |
DD
Du Pont De Nemours E I
DD
|
$1.86M |
Top Sells
No sells this quarter
Sector Composition
| 1 | Materials | 11.57% |
| 2 | Consumer Discretionary | 9.62% |
| 3 | Industrials | 8.04% |
| 4 | Financials | 5.69% |
| 5 | Communication Services | 4.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
iShares Russell 2000 ETF
IWM
$66.6B
| $938K | 0.79% |
+7,836
| New | +$938K |
|
27
Bank of America
BAC
$371B
| $929K | 0.79% |
+51,946
| New | +$929K |
|
28
Nike
NKE
$110B
| $888K | 0.75% |
+9,237
| New | +$888K |
|
29
3M
MMM
$81B
| $877K | 0.74% |
+5,338
| New | +$877K |
|
30
RTX Corp
RTX
$212B
| $877K | 0.74% |
+7,624
| New | +$877K |
|
31
LyondellBasell Industries
LYB
$17.4B
| $852K | 0.72% |
+10,735
| New | +$852K |
|
32
PPG Industries
PPG
$24.6B
| $851K | 0.72% |
+3,682
| New | +$851K |
|
33
Vanguard FTSE Europe ETF
VGK
$26.6B
| $787K | 0.67% |
+15,010
| New | +$787K |
|
34
Invesco DB Commodity Index Tracking Fund
DBC
$1.28B
| $765K | 0.65% |
+41,470
| New | +$765K |
|
35
iShares MSCI Japan ETF
EWJ
$15.2B
| $733K | 0.62% |
+65,218
| New | +$733K |
|
36
ProShares UltraShort QQQ
QID
$279M
| $723K | 0.61% |
+18,322
| New | +$723K |
|
37
Boeing
BA
$176B
| $720K | 0.61% |
+5,542
| New | +$720K |
|
38
Lowe's Companies
LOW
$146B
| $709K | 0.6% |
+10,301
| New | +$709K |
|
39
Ecolab
ECL
$77.5B
| $688K | 0.58% |
+6,581
| New | +$688K |
|
40
Air Products & Chemicals
APD
$64.8B
| $684K | 0.58% |
+4,739
| New | +$684K |
|
41
Ford
F
$46.2B
| $678K | 0.57% |
+43,752
| New | +$678K |
|
42
iShares Europe ETF
IEV
$2.29B
| $676K | 0.57% |
+15,884
| New | +$676K |
|
|
TWX
43
DELISTED
Time Warner Inc
TWX
| $674K | 0.57% |
+7,888
| New | +$674K |
|
44
First Trust Enhanced Short Maturity ETF
FTSM
$6.16B
| $667K | 0.56% |
+11,135
| New | +$667K |
|
|
AVNR
45
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
| $654K | 0.55% |
+38,606
| New | +$654K |
|
46
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.41B
| $651K | 0.55% |
+7,413
| New | +$651K |
|
|
TFCFA
47
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $645K | 0.55% |
+16,792
| New | +$645K |
|
48
Union Pacific
UNP
$132B
| $635K | 0.54% |
+5,334
| New | +$635K |
|
49
Alcoa
AA
$8.05B
| $620K | 0.52% |
+39,266
| New | +$620K |
|
50
SPDR Bloomberg High Yield Bond ETF
JNK
$8.07B
| $610K | 0.52% |
+15,790
| New | +$610K |
|