TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
-0.99%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$636M
AUM Growth
-$74.4M
(-10%)
Cap. Flow
-$18.2M
Cap. Flow
% of AUM
-2.86%
Top 10 Holdings %
Top 10 Hldgs %
16.49%
Holding
1,962
New
604
Increased
240
Reduced
271
Closed
633
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
+$22.8M |
| 2 |
iShares S&P 100 ETF
OEF
|
+$7.85M |
| 3 |
iShares Short Treasury Bond ETF
SHV
|
+$7.69M |
| 4 |
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$7.21M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
+$10.9M |
| 2 |
Lockheed Martin
LMT
|
+$9.16M |
| 3 |
Mastercard
MA
|
+$8.75M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$6.64M |
| 5 |
Comcast
CMCSA
|
+$5.37M |
Sector Composition
| 1 | Financials | 9.3% |
| 2 | Technology | 5.72% |
| 3 | Consumer Discretionary | 5.66% |
| 4 | Industrials | 5.41% |
| 5 | Healthcare | 4.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
501
iShares US Telecommunications ETF
IYZ
$607M
| $324K | ﹤0.01% |
12,289
-3,937
| -24% | -$104K |
|
502
EPR Properties
EPR
$4.39B
| $323K | ﹤0.01% |
+5,039
| New | +$323K |
|
503
iShares MSCI Europe Financials ETF
EUFN
$4.46B
| $323K | ﹤0.01% |
+19,055
| New | +$323K |
|
504
PPL Corp
PPL
$26.7B
| $323K | ﹤0.01% |
11,401
-849
| -7% | -$24.1K |
|
505
Suburban Propane Partners
SPH
$1.22B
| $323K | ﹤0.01% |
+16,756
| New | +$323K |
|
506
Citizens Financial Group
CFG
$22.3B
| $322K | ﹤0.01% |
10,835
-3,046
| -22% | -$90.5K |
|
507
Paychex
PAYX
$48.6B
| $322K | ﹤0.01% |
4,939
+1,270
| +35% | +$82.8K |
|
508
Alphabet (Google) Class C
GOOG
$2.9T
| $321K | ﹤0.01% |
6,200
-22,280
| -78% | -$1.15M |
|
509
M&T Bank
MTB
$30.9B
| $320K | ﹤0.01% |
2,239
+442
| +25% | +$63.2K |
|
510
Blackbaud
BLKB
$3.38B
| $318K | ﹤0.01% |
+5,049
| New | +$318K |
|
511
Devon Energy
DVN
$22.4B
| $317K | ﹤0.01% |
14,074
+7,275
| +107% | +$164K |
|
512
TechnipFMC
FTI
$16.5B
| $317K | ﹤0.01% |
21,770
+2,176
| +11% | +$31.7K |
|
|
513
Comcast
CMCSA
$122B
| $316K | ﹤0.01% |
9,292
-157,840
| -94% | -$5.37M |
|
514
Intercontinental Exchange
ICE
$100B
| $316K | ﹤0.01% |
+4,194
| New | +$316K |
|
515
Intuitive Surgical
ISRG
$161B
| $316K | ﹤0.01% |
1,980
-10,365
| -84% | -$1.65M |
|
516
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.8B
| $316K | ﹤0.01% |
6,137
-22,723
| -79% | -$1.17M |
|
|
CSML
517
DELISTED
IndexIQ ETF Trust IQ U.S. Small Cap ETF
CSML
| $315K | ﹤0.01% |
+14,097
| New | +$315K |
|
|
GRA
518
DELISTED
W.R. Grace & Co.
GRA
| $315K | ﹤0.01% |
4,846
-1,193
| -20% | -$77.5K |
|
519
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.58B
| $313K | ﹤0.01% |
+13,780
| New | +$313K |
|
|
DFS
520
DELISTED
Discover Financial Services
DFS
| $312K | ﹤0.01% |
+5,284
| New | +$312K |
|
521
SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.45B
| $312K | ﹤0.01% |
+6,813
| New | +$312K |
|
522
ProShares Short 20+ Year Treasury ETF
TBF
$69.3M
| $312K | ﹤0.01% |
+13,945
| New | +$312K |
|
523
Western Union
WU
$2.74B
| $312K | ﹤0.01% |
18,280
-14,385
| -44% | -$246K |
|
524
MGM Resorts International
MGM
$9.48B
| $311K | ﹤0.01% |
12,823
-32,394
| -72% | -$786K |
|
525
Direxion Daily Small Cap Bear 3x Shares
TZA
$284M
| $310K | ﹤0.01% |
509
-4,011
| -89% | -$2.44M |
|