TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.14B
AUM Growth
-$58.6M
(-4.9%)
Cap. Flow
-$84.6M
Cap. Flow
% of AUM
-7.4%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,738
New
418
Increased
276
Reduced
325
Closed
515
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
+$53.7M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$28.9M |
| 3 |
JPMorgan Chase
JPM
|
+$14.7M |
| 4 |
iShares Short Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.4M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.5M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$15.8M |
| 4 |
Microsoft
MSFT
|
+$14.5M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
+$11.5M |
Sector Composition
| 1 | Financials | 12.65% |
| 2 | Technology | 9.84% |
| 3 | Consumer Discretionary | 8.68% |
| 4 | Healthcare | 8.5% |
| 5 | Consumer Staples | 7.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
Intuitive Surgical
ISRG
$161B
| $2.06M | 0.01% |
12,930
-8,700
| -40% | -$1.39M |
|
127
General Motors
GM
$55.7B
| $2.06M | 0.01% |
52,156
+32,841
| +170% | +$1.29M |
|
128
Vanguard Total Bond Market
BND
$135B
| $2.02M | 0.01% |
25,517
+1,130
| +5% | +$89.5K |
|
129
Bank of New York Mellon
BK
$75.1B
| $2M | 0.01% |
37,008
+29,525
| +395% | +$1.59M |
|
130
ProShares UltraPro QQQ
TQQQ
$28B
| $1.97M | 0.01% |
137,624
+66,128
| +92% | +$944K |
|
131
Hologic
HOLX
$14.3B
| $1.95M | 0.01% |
+49,108
| New | +$1.95M |
|
|
ALXN
132
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $1.95M | 0.01% |
+15,691
| New | +$1.95M |
|
133
SPDR S&P Bank ETF
KBE
$1.56B
| $1.95M | 0.01% |
41,261
-16,736
| -29% | -$789K |
|
134
Analog Devices
ADI
$121B
| $1.92M | 0.01% |
20,026
+5,945
| +42% | +$570K |
|
135
iShares TIPS Bond ETF
TIP
$14B
| $1.9M | 0.01% |
16,840
+5,628
| +50% | +$635K |
|
136
Banco Santander
SAN
$149B
| $1.9M | 0.01% |
370,995
+256,597
| +224% | +$1.31M |
|
137
Motorola Solutions
MSI
$80.3B
| $1.9M | 0.01% |
+16,285
| New | +$1.9M |
|
138
Constellation Brands
STZ
$24.6B
| $1.89M | 0.01% |
8,626
-1,048
| -11% | -$229K |
|
|
SHPG
139
DELISTED
Shire pic
SHPG
| $1.89M | 0.01% |
11,185
-3,313
| -23% | -$559K |
|
140
Canadian Pacific Kansas City
CP
$68.9B
| $1.87M | 0.01% |
50,965
+17,385
| +52% | +$637K |
|
141
iShares US Home Construction ETF
ITB
$3.26B
| $1.8M | 0.01% |
47,193
+25,430
| +117% | +$970K |
|
142
AutoZone
AZO
$72.3B
| $1.8M | 0.01% |
2,676
+30
| +1% | +$20.1K |
|
143
NOV
NOV
$4.79B
| $1.79M | 0.01% |
+41,169
| New | +$1.79M |
|
144
Regions Financial
RF
$24.2B
| $1.78M | 0.01% |
+100,348
| New | +$1.78M |
|
145
Home Depot
HD
$421B
| $1.77M | 0.01% |
9,092
-23,883
| -72% | -$4.66M |
|
146
CVS Health
CVS
$95.1B
| $1.77M | 0.01% |
27,527
-604
| -2% | -$38.9K |
|
147
AvalonBay Communities
AVB
$27.8B
| $1.76M | 0.01% |
10,250
+5,748
| +128% | +$988K |
|
148
Ross Stores
ROST
$48.4B
| $1.76M | 0.01% |
20,739
+3,747
| +22% | +$318K |
|
149
SPDR Euro Stoxx 50 ETF
FEZ
$4.59B
| $1.76M | 0.01% |
+45,777
| New | +$1.76M |
|
150
Pfizer
PFE
$136B
| $1.76M | 0.01% |
50,995
-12,784
| -20% | -$440K |
|