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 | |
|---|---|---|---|---|---|---|
126
SPDR Dow Jones REIT ETF
RWR
$1.88B
| $1.06M | 0.01% |
+12,361
| New | +$1.06M |
|
127
KB Home
KBH
$4.48B
| $1.05M | 0.01% |
54,785
+13,907
| +34% | +$266K |
|
128
DuPont de Nemours
DD
$32.4B
| $1.04M | 0.01% |
9,677
+6,136
| +173% | +$662K |
|
|
MMP
129
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.03M | 0.01% |
+18,051
| New | +$1.03M |
|
130
SAP
SAP
$299B
| $1.01M | 0.01% |
10,158
-9,579
| -49% | -$953K |
|
131
Booking.com
BKNG
$177B
| $1M | 0.01% |
581
+470
| +423% | +$810K |
|
132
Humana
HUM
$33.2B
| $990K | 0.01% |
+3,457
| New | +$990K |
|
133
Target
TGT
$40.9B
| $987K | 0.01% |
+14,941
| New | +$987K |
|
134
Energy Select Sector SPDR Fund
XLE
$26.9B
| $968K | 0.01% |
16,881
+5,327
| +46% | +$305K |
|
135
Accenture
ACN
$149B
| $966K | 0.01% |
6,848
-36,405
| -84% | -$5.14M |
|
136
Enterprise Products Partners
EPD
$68.8B
| $963K | 0.01% |
39,177
+16,644
| +74% | +$409K |
|
137
Alphabet (Google) Class A
GOOGL
$2.91T
| $963K | 0.01% |
18,440
+13,420
| +267% | +$701K |
|
138
Exelon
EXC
$43.8B
| $961K | 0.01% |
+29,881
| New | +$961K |
|
139
iShares TIPS Bond ETF
TIP
$14B
| $956K | 0.01% |
8,726
+4,702
| +117% | +$515K |
|
140
iShares MSCI South Korea ETF
EWY
$5.52B
| $955K | 0.01% |
16,220
+8,896
| +121% | +$524K |
|
141
Lincoln National
LNC
$7.99B
| $953K | 0.01% |
+18,576
| New | +$953K |
|
142
SPDR S&P Aerospace & Defense ETF
XAR
$4.05B
| $940K | 0.01% |
+11,906
| New | +$940K |
|
143
Bank of New York Mellon
BK
$75.1B
| $932K | 0.01% |
19,806
+13,975
| +240% | +$658K |
|
144
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$6.23B
| $925K | 0.01% |
+9,245
| New | +$925K |
|
145
First Trust Cloud Computing ETF
SKYY
$3.2B
| $923K | 0.01% |
+19,045
| New | +$923K |
|
146
Invesco Financial Preferred ETF
PGF
$814M
| $922K | 0.01% |
53,087
+10,003
| +23% | +$174K |
|
147
Lloyds Banking Group
LYG
$67B
| $920K | 0.01% |
+359,497
| New | +$920K |
|
148
Eaton
ETN
$142B
| $916K | 0.01% |
+13,337
| New | +$916K |
|
149
Walt Disney
DIS
$208B
| $914K | 0.01% |
8,339
-486
| -6% | -$53.3K |
|
150
Franco-Nevada
FNV
$38.6B
| $913K | 0.01% |
13,010
-8,271
| -39% | -$580K |
|