TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+1.91%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$97.3M
AUM Growth
+$97.3M
(-18%)
Cap. Flow
-$22.1M
Cap. Flow
% of AUM
-22.75%
Top 10 Holdings %
Top 10 Hldgs %
53.53%
Holding
397
New
148
Increased
28
Reduced
29
Closed
192
Top Buys
| 1 |
Industrial Select Sector SPDR Fund
XLI
|
$14.3M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$9.24M |
| 3 |
Financial Select Sector SPDR Fund
XLF
|
$5.06M |
| 4 |
Materials Select Sector SPDR Fund
XLB
|
$3.69M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
$3.16M |
Top Sells
| 1 |
Health Care Select Sector SPDR Fund
XLV
|
$16.1M |
| 2 |
DD
Du Pont De Nemours E I
DD
|
$1.86M |
| 3 |
Home Depot
HD
|
$1.51M |
| 4 |
MON
Monsanto Co
MON
|
$1.5M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
$1.48M |
Sector Composition
| 1 | Consumer Discretionary | 6.56% |
| 2 | Financials | 6.09% |
| 3 | Industrials | 3.22% |
| 4 | Communication Services | 1.88% |
| 5 | Technology | 1.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
MDC
51
DELISTED
M.D.C. Holdings, Inc.
MDC
| $306K | 0.31% |
+10,739
| New | +$306K |
|
52
Helen of Troy
HELE
$595M
| $305K | 0.31% |
+3,748
| New | +$305K |
|
53
Owens Corning
OC
$12.4B
| $304K | 0.31% |
+7,003
| New | +$304K |
|
54
Pultegroup
PHM
$26.3B
| $303K | 0.31% |
+13,619
| New | +$303K |
|
55
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.3B
| $303K | 0.31% |
+3,783
| New | +$303K |
|
56
iShares Global Utilities ETF
JXI
$200M
| $302K | 0.31% |
+6,499
| New | +$302K |
|
57
Whirlpool
WHR
$5B
| $300K | 0.31% |
1,487
-10
| -0.7% | -$2.02K |
|
58
A.O. Smith
AOS
$9.92B
| $298K | 0.31% |
+4,535
| New | +$298K |
|
59
Tri Pointe Homes
TPH
$3.09B
| $298K | 0.31% |
+19,298
| New | +$298K |
|
60
Vanguard Small-Cap Growth ETF
VBK
$20B
| $297K | 0.31% |
+2,254
| New | +$297K |
|
61
Invesco S&P 500 Equal Weight ETF
RSP
$73.5B
| $296K | 0.3% |
+3,654
| New | +$296K |
|
62
IBM
IBM
$227B
| $295K | 0.3% |
1,841
-107
| -5% | -$17.2K |
|
|
SGI
63
Somnigroup International Inc.
SGI
$17.8B
| $295K | 0.3% |
+5,117
| New | +$295K |
|
64
Lennox International
LII
$19.1B
| $291K | 0.3% |
+2,605
| New | +$291K |
|
65
Mohawk Industries
MHK
$8.11B
| $291K | 0.3% |
+1,569
| New | +$291K |
|
66
NVR
NVR
$22.6B
| $291K | 0.3% |
+219
| New | +$291K |
|
67
Armstrong World Industries
AWI
$8.42B
| $290K | 0.3% |
+5,041
| New | +$290K |
|
68
iShares US Treasury Bond ETF
GOVT
$27.8B
| $286K | 0.29% |
+11,209
| New | +$286K |
|
69
Williams-Sonoma
WSM
$23.4B
| $286K | 0.29% |
+3,591
| New | +$286K |
|
|
BBBY
70
DELISTED
Bed Bath & Beyond Inc
BBBY
| $286K | 0.29% |
3,719
+615
| +20% | +$47.3K |
|
71
Apple
AAPL
$3.54T
| $283K | 0.29% |
2,274
-2,510
| -52% | -$312K |
|
72
Lennar Class A
LEN
$34.7B
| $283K | 0.29% |
+5,458
| New | +$283K |
|
73
Leggett & Platt
LEG
$1.28B
| $282K | 0.29% |
+6,108
| New | +$282K |
|
|
USG
74
DELISTED
Usg
USG
| $278K | 0.29% |
+10,410
| New | +$278K |
|
|
AAN.A
75
DELISTED
AARON'S INC CL-A
AAN.A
| $278K | 0.29% |
+9,822
| New | +$278K |
|