TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$710M
AUM Growth
-$432M
(-38%)
Cap. Flow
-$469M
Cap. Flow
% of AUM
-66.01%
Top 10 Holdings %
Top 10 Hldgs %
12.27%
Holding
1,808
New
584
Increased
233
Reduced
327
Closed
458
Top Buys
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$10.6M |
| 2 |
Accenture
ACN
|
+$7.36M |
| 3 |
Cigna
CI
|
+$4.19M |
| 4 |
Parker-Hannifin
PH
|
+$4.01M |
| 5 |
SPDR S&P MidCap 400 ETF Trust
MDY
|
+$3.76M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
+$65.4M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$56.8M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$17.1M |
| 4 |
JPMorgan Chase
JPM
|
+$14.7M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
+$13.7M |
Sector Composition
| 1 | Financials | 10.54% |
| 2 | Technology | 9.61% |
| 3 | Healthcare | 8.57% |
| 4 | Consumer Discretionary | 8.42% |
| 5 | Industrials | 8.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
176
PepsiCo
PEP
$197B
| $1.02M | 0.01% |
+9,155
| New | +$1.02M |
|
177
Canadian National Railway
CNI
$58.3B
| $1.01M | 0.01% |
11,278
+1,267
| +13% | +$114K |
|
178
Mondelez International
MDLZ
$80.2B
| $1M | 0.01% |
23,324
-42,288
| -64% | -$1.82M |
|
|
NBL
179
DELISTED
Noble Energy, Inc.
NBL
| $994K | 0.01% |
31,860
+9,346
| +42% | +$292K |
|
180
iShares Core US Aggregate Bond ETF
AGG
$132B
| $988K | 0.01% |
9,364
+1,160
| +14% | +$122K |
|
181
KB Home
KBH
$4.48B
| $977K | 0.01% |
40,878
+25,646
| +168% | +$613K |
|
182
VF Corp
VFC
$5.8B
| $971K | 0.01% |
11,037
+7,747
| +235% | +$682K |
|
183
CSX Corp
CSX
$60.5B
| $968K | 0.01% |
39,231
+12,963
| +49% | +$320K |
|
184
lululemon athletica
LULU
$19B
| $967K | 0.01% |
5,950
+2,577
| +76% | +$419K |
|
185
Lear
LEA
$5.62B
| $962K | 0.01% |
6,632
+2,527
| +62% | +$367K |
|
|
DATA
186
DELISTED
Tableau Software, Inc.
DATA
| $959K | 0.01% |
+8,586
| New | +$959K |
|
187
Baidu
BIDU
$39.5B
| $955K | 0.01% |
4,177
-1,707
| -29% | -$390K |
|
188
Goodyear
GT
$2.43B
| $955K | 0.01% |
40,829
+23,602
| +137% | +$552K |
|
189
VanEck Oil Services ETF
OIH
$850M
| $948K | 0.01% |
1,882
-2,742
| -59% | -$1.38M |
|
190
Becton Dickinson
BDX
$53.6B
| $945K | 0.01% |
3,711
+1,377
| +59% | +$351K |
|
191
Expedia Group
EXPE
$27.5B
| $928K | 0.01% |
7,111
-3,221
| -31% | -$420K |
|
192
Signet Jewelers
SIG
$3.73B
| $922K | 0.01% |
13,986
+9,524
| +213% | +$628K |
|
193
Principal Financial Group
PFG
$18.4B
| $921K | 0.01% |
15,713
+7,228
| +85% | +$424K |
|
194
iShares MSCI United Kingdom ETF
EWU
$2.93B
| $920K | 0.01% |
+26,959
| New | +$920K |
|
195
American Airlines Group
AAL
$8.52B
| $915K | 0.01% |
22,139
-7,228
| -25% | -$299K |
|
196
Motorola Solutions
MSI
$80.3B
| $914K | 0.01% |
7,024
-9,261
| -57% | -$1.21M |
|
197
General Dynamics
GD
$87.7B
| $910K | 0.01% |
4,446
+3,071
| +223% | +$629K |
|
198
Arista Networks
ANET
$175B
| $909K | 0.01% |
+54,720
| New | +$909K |
|
199
Toll Brothers
TOL
$13.8B
| $905K | 0.01% |
27,409
+12,418
| +83% | +$410K |
|
200
Rio Tinto
RIO
$101B
| $902K | 0.01% |
17,672
+11,726
| +197% | +$599K |
|