TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
-0.11%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.2B
AUM Growth
+$85M
(+7.6%)
Cap. Flow
+$95.8M
Cap. Flow
% of AUM
7.97%
Top 10 Holdings %
Top 10 Hldgs %
14.6%
Holding
1,870
New
634
Increased
295
Reduced
187
Closed
507
Top Buys
| 1 |
Microsoft
MSFT
|
+$18.4M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$18.2M |
| 3 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 4 |
Vanguard Total Stock Market ETF
VTI
|
+$15.1M |
| 5 |
Exxon Mobil
XOM
|
+$13.2M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
+$102M |
| 2 |
iShares Russell 1000 ETF
IWB
|
+$53M |
| 3 |
iShares Russell 2000 Value ETF
IWN
|
+$40.8M |
| 4 |
iShares Russell 2000 Growth ETF
IWO
|
+$34.4M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
+$20.1M |
Sector Composition
| 1 | Financials | 11.44% |
| 2 | Technology | 9.78% |
| 3 | Healthcare | 8.3% |
| 4 | Consumer Discretionary | 7.84% |
| 5 | Industrials | 6.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
501
iShares US Regional Banks ETF
IAT
$651M
| $430K | ﹤0.01% |
+8,541
| New | +$430K |
|
502
Brunswick
BC
$4.26B
| $428K | ﹤0.01% |
+7,202
| New | +$428K |
|
503
NRG Energy
NRG
$31.9B
| $427K | ﹤0.01% |
+13,987
| New | +$427K |
|
504
Spirit AeroSystems
SPR
$4.54B
| $427K | ﹤0.01% |
+5,097
| New | +$427K |
|
|
TFCF
505
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $425K | ﹤0.01% |
+11,695
| New | +$425K |
|
506
Ally Financial
ALLY
$13B
| $423K | ﹤0.01% |
+15,578
| New | +$423K |
|
507
ASGN Inc
ASGN
$2.26B
| $423K | ﹤0.01% |
+5,165
| New | +$423K |
|
508
Genuine Parts
GPC
$19.7B
| $422K | ﹤0.01% |
+4,695
| New | +$422K |
|
509
Iron Mountain
IRM
$28.6B
| $422K | ﹤0.01% |
+12,828
| New | +$422K |
|
510
Cenovus Energy
CVE
$30.4B
| $419K | ﹤0.01% |
+49,056
| New | +$419K |
|
511
lululemon athletica
LULU
$19B
| $419K | ﹤0.01% |
+4,700
| New | +$419K |
|
512
Fidelity MSCI Materials Index ETF
FMAT
$442M
| $418K | ﹤0.01% |
+12,697
| New | +$418K |
|
|
CTXS
513
DELISTED
Citrix Systems Inc
CTXS
| $417K | ﹤0.01% |
+4,492
| New | +$417K |
|
|
ANDV
514
DELISTED
Andeavor
ANDV
| $417K | ﹤0.01% |
4,149
-5,869
| -59% | -$590K |
|
515
iShares Core MSCI EAFE ETF
IEFA
$153B
| $416K | ﹤0.01% |
+6,318
| New | +$416K |
|
|
AKS
516
DELISTED
AK Steel Holding Corp.
AKS
| $416K | ﹤0.01% |
91,840
+35,844
| +64% | +$162K |
|
|
RPAI
517
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $415K | ﹤0.01% |
35,578
+18,445
| +108% | +$215K |
|
518
Global Payments
GPN
$20.7B
| $414K | ﹤0.01% |
+3,711
| New | +$414K |
|
519
DigitalBridge
DBRG
$2.2B
| $413K | ﹤0.01% |
18,374
+9,124
| +99% | +$205K |
|
520
SPDR Dow Jones Global Real Estate ETF
RWO
$1.15B
| $413K | ﹤0.01% |
8,931
+2,638
| +42% | +$122K |
|
521
New Oriental
EDU
$8.79B
| $411K | ﹤0.01% |
+4,685
| New | +$411K |
|
522
Kohl's
KSS
$1.71B
| $411K | ﹤0.01% |
+6,270
| New | +$411K |
|
523
iShares MSCI Singapore ETF
EWS
$818M
| $409K | ﹤0.01% |
+15,328
| New | +$409K |
|
524
MarketAxess Holdings
MKTX
$6.91B
| $409K | ﹤0.01% |
+1,880
| New | +$409K |
|
525
iShares MSCI South Korea ETF
EWY
$5.52B
| $408K | ﹤0.01% |
+5,412
| New | +$408K |
|