TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+4.37%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.07B
AUM Growth
+$548M
(+105%)
Cap. Flow
+$538M
Cap. Flow
% of AUM
50.14%
Top 10 Holdings %
Top 10 Hldgs %
26.91%
Holding
1,386
New
533
Increased
170
Reduced
128
Closed
514
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$100M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$36.5M |
| 3 |
Vanguard Consumer Discretionary ETF
VCR
|
$22.2M |
| 4 |
Health Care Select Sector SPDR Fund
XLV
|
$19.2M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
$16.9M |
Top Sells
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$23.4M |
| 3 |
Utilities Select Sector SPDR Fund
XLU
|
$20.4M |
| 4 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19M |
| 5 |
Bank of America
BAC
|
$9.71M |
Sector Composition
| 1 | Financials | 2.4% |
| 2 | Technology | 1.67% |
| 3 | Healthcare | 1.61% |
| 4 | Consumer Discretionary | 1.53% |
| 5 | Consumer Staples | 1.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CTLT
201
DELISTED
CATALENT, INC.
CTLT
| $699K | 0.06% |
17,513
+11,731
| +203% | +$468K |
|
|
XIV
202
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
| $699K | 0.06% |
7,166
-7,554
| -51% | -$737K |
|
203
Merck
MRK
$212B
| $693K | 0.06% |
11,344
-6,593
| -37% | -$403K |
|
204
First Trust Natural Gas ETF
FCG
$329M
| $690K | 0.06% |
+31,716
| New | +$690K |
|
205
Mondelez International
MDLZ
$79.9B
| $685K | 0.06% |
+16,838
| New | +$685K |
|
|
RAD
206
DELISTED
Rite Aid Corporation
RAD
| $680K | 0.06% |
17,356
+5,957
| +52% | +$233K |
|
|
STL
207
DELISTED
Sterling Bancorp
STL
| $676K | 0.06% |
+27,420
| New | +$676K |
|
208
SiriusXM
SIRI
$8.1B
| $672K | 0.06% |
12,170
+5,899
| +94% | +$326K |
|
209
Vanguard Mid-Cap ETF
VO
$87.3B
| $667K | 0.06% |
+4,538
| New | +$667K |
|
210
Alphabet (Google) Class C
GOOG
$2.84T
| $661K | 0.06% |
+13,780
| New | +$661K |
|
211
CoStar Group
CSGP
$37.9B
| $656K | 0.06% |
24,440
+8,930
| +58% | +$240K |
|
212
Invesco Large Cap Value ETF
PWV
$1.18B
| $629K | 0.06% |
+16,839
| New | +$629K |
|
213
Citigroup
C
$176B
| $622K | 0.06% |
8,547
-34,162
| -80% | -$2.49M |
|
214
Vanguard Total Stock Market ETF
VTI
$528B
| $619K | 0.06% |
4,776
-11,688
| -71% | -$1.51M |
|
215
WisdomTree India Earnings Fund ETF
EPI
$2.89B
| $616K | 0.06% |
+24,462
| New | +$616K |
|
216
HP
HPQ
$27.4B
| $616K | 0.06% |
30,867
+9,498
| +44% | +$190K |
|
217
Invesco Zacks Multi-Asset Income ETF
CVY
$118M
| $611K | 0.06% |
28,176
+16,520
| +142% | +$358K |
|
|
MRO
218
DELISTED
Marathon Oil Corporation
MRO
| $608K | 0.06% |
44,837
-30,445
| -40% | -$413K |
|
219
Ovintiv
OVV
$10.6B
| $601K | 0.05% |
+10,204
| New | +$601K |
|
220
Direxion Daily Gold Miners Index Bear 2X Shares
DUST
$62.9M
| $600K | 0.05% |
93
+7
| +8% | +$45.2K |
|
221
Aegon
AEG
$11.8B
| $599K | 0.05% |
127,227
+86,873
| +215% | +$409K |
|
|
PARA
222
DELISTED
Paramount Global Class B
PARA
| $599K | 0.05% |
+10,335
| New | +$599K |
|
223
Schwab Fundamental US Small Company Index ETF
FNDA
$9B
| $598K | 0.05% |
+32,988
| New | +$598K |
|
224
Fulton Financial
FULT
$3.53B
| $597K | 0.05% |
31,817
-13,899
| -30% | -$261K |
|
225
Abbott
ABT
$231B
| $595K | 0.05% |
11,152
+3,448
| +45% | +$184K |
|