TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+6.19%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$510M
AUM Growth
+$510M
(+71%)
Cap. Flow
+$196M
Cap. Flow
% of AUM
38.51%
Top 10 Holdings %
Top 10 Hldgs %
23.95%
Holding
1,280
New
585
Increased
144
Reduced
142
Closed
409
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$16.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$15.5M |
| 3 |
iShares Biotechnology ETF
IBB
|
$12.4M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.7M |
| 5 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
Top Sells
Sector Composition
| 1 | Financials | 8.88% |
| 2 | Industrials | 8.59% |
| 3 | Healthcare | 8.22% |
| 4 | Technology | 7.37% |
| 5 | Consumer Discretionary | 6.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
151
Delta Air Lines
DAL
$40.3B
| $659K | 0.13% | +14,345 | New | +$659K |
|
152
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.05B
| $659K | 0.13% | +4,436 | New | +$659K |
|
153
Emerson Electric
EMR
$74.3B
| $657K | 0.13% | +10,983 | New | +$657K |
|
154
Tapestry
TPR
$21.2B
| $648K | 0.13% | +15,670 | New | +$648K |
|
155
Banco Bradesco
BBD
$32.9B
| $635K | 0.12% | +61,999 | New | +$635K |
|
156
LyondellBasell Industries
LYB
$18.1B
| $633K | 0.12% | +6,941 | New | +$633K |
|
157
General Dynamics
GD
$87.3B
| $620K | 0.12% | +3,311 | New | +$620K |
|
158
Telefonica
TEF
$30.2B
| $616K | 0.12% | +55,057 | New | +$616K |
|
159
Prospect Capital
PSEC
$1.38B
| $613K | 0.12% | +67,828 | New | +$613K |
|
160
Danaher
DHR
$147B
| $611K | 0.12% | +7,143 | New | +$611K |
|
161
FedEx
FDX
$54.5B
| $611K | 0.12% | +3,129 | New | +$611K |
|
162
Realty Income
O
$53.7B
| $600K | 0.12% | +10,079 | New | +$600K |
|
163
iShares US Financials ETF
IYF
$4.06B
| $598K | 0.12% | +5,748 | New | +$598K |
|
164
SITE Centers
SITC
$644M
| $598K | 0.12% | +47,702 | New | +$598K |
|
165
Johnson Controls International
JCI
$69.9B
| $593K | 0.12% | 14,088 -19,729 | -58% | -$830K |
|
|
VER
166
DELISTED
VEREIT, Inc.
VER
| $593K | 0.12% | 69,853 -12,012 | -15% | -$102K |
|
167
Masimo
MASI
$7.59B
| $583K | 0.11% | +6,247 | New | +$583K |
|
168
Vanguard Short-Term Bond ETF
BSV
$38.5B
| $576K | 0.11% | 7,220 -2,218 | -24% | -$177K |
|
169
Cigna
CI
$80.3B
| $575K | 0.11% | 3,926 +2,154 | +122% | +$315K |
|
170
iShares Russell Mid-Cap Growth ETF
IWP
$20.5B
| $572K | 0.11% | +5,517 | New | +$572K |
|
171
MGM Resorts International
MGM
$10.8B
| $569K | 0.11% | +20,762 | New | +$569K |
|
172
Invesco S&P 500 Low Volatility ETF
SPLV
$8B
| $565K | 0.11% | 13,008 +7,379 | +131% | +$321K |
|
173
W.W. Grainger
GWW
$48.5B
| $563K | 0.11% | +2,417 | New | +$563K |
|
174
Lamb Weston
LW
$8.02B
| $562K | 0.11% | +13,359 | New | +$562K |
|
|
ATH
175
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $559K | 0.11% | +11,191 | New | +$559K |
|