TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+2.79%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$524M
AUM Growth
+$524M
(+2.8%)
Cap. Flow
-$208K
Cap. Flow
% of AUM
-0.04%
Top 10 Holdings %
Top 10 Hldgs %
28.85%
Holding
1,366
New
495
Increased
150
Reduced
182
Closed
539
Top Buys
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$19.5M |
| 3 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19.3M |
| 4 |
Utilities Select Sector SPDR Fund
XLU
|
$17M |
| 5 |
Bank of America
BAC
|
$9.49M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$20.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$16.5M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.3M |
| 5 |
SPDR S&P Biotech ETF
XBI
|
$10.2M |
Sector Composition
| 1 | Financials | 17.2% |
| 2 | Healthcare | 7.03% |
| 3 | Consumer Discretionary | 4.93% |
| 4 | Industrials | 4.25% |
| 5 | Technology | 3.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
76
PNC Financial Services
PNC
$80.7B
| $1.12M | 0.21% |
+8,969
| New | +$1.12M |
|
77
Alphabet (Google) Class A
GOOGL
$2.79T
| $1.12M | 0.21% |
1,202
-31
| -3% | -$28.8K |
|
78
Electronic Arts
EA
$42B
| $1.12M | 0.21% |
10,563
+8,270
| +361% | +$875K |
|
79
Morgan Stanley
MS
$237B
| $1.11M | 0.21% |
+24,965
| New | +$1.11M |
|
80
Marsh & McLennan
MMC
$101B
| $1.11M | 0.21% |
14,242
+4,521
| +47% | +$352K |
|
81
Merck
MRK
$210B
| $1.1M | 0.21% |
17,115
-21,696
| -56% | -$1.39M |
|
82
Chevron
CVX
$318B
| $1.09M | 0.21% |
10,434
-1,352
| -11% | -$141K |
|
83
Vanguard FTSE Emerging Markets ETF
VWO
$96.5B
| $1.09M | 0.21% |
26,651
+2,942
| +12% | +$120K |
|
84
FedEx
FDX
$53.2B
| $1.07M | 0.2% |
4,942
+1,813
| +58% | +$394K |
|
85
iShares MSCI EAFE ETF
EFA
$65.4B
| $1.07M | 0.2% |
+16,449
| New | +$1.07M |
|
86
SPDR S&P Pharmaceuticals ETF
XPH
$188M
| $1.07M | 0.2% |
24,767
-100,566
| -80% | -$4.33M |
|
87
MGM Resorts International
MGM
$10.4B
| $1.06M | 0.2% |
33,749
+12,987
| +63% | +$406K |
|
88
Vanguard Total World Stock ETF
VT
$51.4B
| $1.04M | 0.2% |
+15,440
| New | +$1.04M |
|
89
Wynn Resorts
WYNN
$13.1B
| $1.04M | 0.2% |
7,758
+5,390
| +228% | +$723K |
|
90
Gerdau
GGB
$6.05B
| $1.04M | 0.2% |
+341,400
| New | +$1.04M |
|
|
CLVS
91
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.04M | 0.2% |
+11,100
| New | +$1.04M |
|
92
Visa
V
$681B
| $1.04M | 0.2% |
11,068
-3,960
| -26% | -$371K |
|
93
Bausch Health
BHC
$2.72B
| $1.04M | 0.2% |
+59,850
| New | +$1.04M |
|
94
Delta Air Lines
DAL
$40B
| $1.01M | 0.19% |
18,866
+4,521
| +32% | +$243K |
|
95
AutoZone
AZO
$70.1B
| $1.01M | 0.19% |
1,772
+1,193
| +206% | +$681K |
|
96
BioMarin Pharmaceuticals
BMRN
$11.3B
| $980K | 0.19% |
+10,786
| New | +$980K |
|
97
Conagra Brands
CAG
$9.19B
| $973K | 0.19% |
27,207
+22,127
| +436% | +$791K |
|
|
APC
98
DELISTED
Anadarko Petroleum
APC
| $954K | 0.18% |
21,036
+15,717
| +295% | +$713K |
|
|
PDCE
99
DELISTED
PDC Energy, Inc.
PDCE
| $952K | 0.18% |
22,079
+16,774
| +316% | +$723K |
|
100
Lloyds Banking Group
LYG
$63.7B
| $951K | 0.18% |
269,481
+39,600
| +17% | +$140K |
|