TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.53%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$485M
AUM Growth
-$151M
(-24%)
Cap. Flow
-$186M
Cap. Flow
% of AUM
-38.39%
Top 10 Holdings %
Top 10 Hldgs %
23.27%
Holding
1,736
New
387
Increased
162
Reduced
246
Closed
707
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$36M |
| 2 |
Health Care Select Sector SPDR Fund
XLV
|
$8.61M |
| 3 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
$6.25M |
| 5 |
Direxion Daily Small Cap Bull 3x Shares
TNA
|
$5.74M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$23.9M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
$7.69M |
| 4 |
iShares S&P 100 ETF
OEF
|
$7.24M |
| 5 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$5.61M |
Sector Composition
| 1 | Financials | 9.04% |
| 2 | Consumer Discretionary | 5.51% |
| 3 | Technology | 4.22% |
| 4 | Communication Services | 3.96% |
| 5 | Healthcare | 3.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
176
iShares MSCI Taiwan ETF
EWT
$6.16B
| $620K | 0.01% |
17,939
+2,680
| +18% | +$92.6K |
|
177
iShares Core 60/40 Balanced Allocation ETF
AOR
$2.69B
| $615K | 0.01% |
+13,768
| New | +$615K |
|
178
iShares S&P 500 Growth ETF
IVW
$63.7B
| $615K | 0.01% |
+14,268
| New | +$615K |
|
179
Alexandria Real Estate Equities
ARE
$14.2B
| $612K | 0.01% |
+4,294
| New | +$612K |
|
180
Linde
LIN
$222B
| $605K | 0.01% |
3,439
-6,469
| -65% | -$1.14M |
|
181
Cemex
CX
$13.4B
| $603K | 0.01% |
129,909
+101,155
| +352% | +$470K |
|
182
Tesla
TSLA
$1.09T
| $603K | 0.01% |
32,310
-45,825
| -59% | -$855K |
|
183
Lumen
LUMN
$5.1B
| $595K | 0.01% |
49,610
+14,434
| +41% | +$173K |
|
184
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$418M
| $590K | 0.01% |
12,610
-54,859
| -81% | -$2.57M |
|
185
AutoZone
AZO
$70.8B
| $587K | 0.01% |
573
+317
| +124% | +$325K |
|
186
NRG Energy
NRG
$28.6B
| $586K | 0.01% |
13,802
+6,440
| +87% | +$273K |
|
187
Marathon Petroleum
MPC
$54.4B
| $582K | 0.01% |
9,719
-11,087
| -53% | -$664K |
|
188
Aegon
AEG
$11.9B
| $575K | 0.01% |
140,210
+101,226
| +260% | +$415K |
|
189
Vanguard Small-Cap ETF
VB
$66.7B
| $575K | 0.01% |
+3,764
| New | +$575K |
|
|
KSU
190
DELISTED
Kansas City Southern
KSU
| $575K | 0.01% |
4,959
+23
| +0.5% | +$2.67K |
|
191
United States Oil Fund
USO
$959M
| $574K | 0.01% |
5,735
+3,004
| +110% | +$301K |
|
192
SPDR Bloomberg High Yield Bond ETF
JNK
$8.09B
| $571K | 0.01% |
5,289
-46,733
| -90% | -$5.05M |
|
193
Campbell Soup
CPB
$9.74B
| $559K | 0.01% |
+14,669
| New | +$559K |
|
|
OAK
194
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $557K | 0.01% |
+11,225
| New | +$557K |
|
195
Tapestry
TPR
$22B
| $553K | 0.01% |
+17,021
| New | +$553K |
|
196
Ulta Beauty
ULTA
$23.7B
| $551K | ﹤0.01% |
+1,581
| New | +$551K |
|
197
Capri Holdings
CPRI
$2.59B
| $543K | ﹤0.01% |
+11,878
| New | +$543K |
|
198
Expedia Group
EXPE
$26.8B
| $543K | ﹤0.01% |
4,560
-1,581
| -26% | -$188K |
|
|
ADAM
199
Adamas Trust, Inc. Common Stock
ADAM
$666M
| $543K | ﹤0.01% |
+22,301
| New | +$543K |
|
200
iShares Core S&P 500 ETF
IVV
$666B
| $541K | ﹤0.01% |
+1,900
| New | +$541K |
|