TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+1.36%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.12B
AUM Growth
+$1.12B
(+4.1%)
Cap. Flow
+$11.8M
Cap. Flow
% of AUM
1.06%
Top 10 Holdings %
Top 10 Hldgs %
34.79%
Holding
1,642
New
643
Increased
181
Reduced
176
Closed
490
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
$74.4M |
| 2 |
iShares Russell 1000 ETF
IWB
|
$60.7M |
| 3 |
iShares Russell 2000 Growth ETF
IWO
|
$36.4M |
| 4 |
iShares Russell 2000 Value ETF
IWN
|
$35.8M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
$16.4M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$79.6M |
| 2 |
Vanguard Consumer Discretionary ETF
VCR
|
$22.2M |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
$17.5M |
| 4 |
Technology Select Sector SPDR Fund
XLK
|
$16.2M |
| 5 |
Invesco Pharmaceuticals ETF
PJP
|
$13.3M |
Sector Composition
| 1 | Financials | 3.87% |
| 2 | Communication Services | 2.96% |
| 3 | Consumer Discretionary | 2.66% |
| 4 | Technology | 2.48% |
| 5 | Energy | 2.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
201
iShares MSCI ACWI ETF
ACWI
$22B
| $593K | 0.02% |
8,228
-10,828
| -57% | -$780K |
|
202
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.85B
| $593K | 0.02% |
+21,500
| New | +$593K |
|
203
Teleflex
TFX
$5.57B
| $586K | 0.02% |
+2,357
| New | +$586K |
|
204
Constellation Brands
STZ
$25.8B
| $583K | 0.02% |
+2,550
| New | +$583K |
|
205
Delta Air Lines
DAL
$40B
| $582K | 0.02% |
10,396
+3,432
| +49% | +$192K |
|
|
WFT
206
DELISTED
Weatherford International plc
WFT
| $581K | 0.02% |
139,375
+126,577
| +989% | +$528K |
|
207
Bunge Global
BG
$16.3B
| $578K | 0.02% |
+8,618
| New | +$578K |
|
208
iShares MSCI Taiwan ETF
EWT
$6.1B
| $571K | 0.02% |
+15,771
| New | +$571K |
|
209
Blackstone
BX
$131B
| $558K | 0.02% |
+17,420
| New | +$558K |
|
210
Schwab US Large- Cap ETF
SCHX
$58.8B
| $558K | 0.02% |
52,536
-206,748
| -80% | -$2.2M |
|
|
ULTI
211
DELISTED
Ultimate Software Group Inc
ULTI
| $557K | 0.01% |
+2,552
| New | +$557K |
|
|
OAK
212
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $556K | 0.01% |
+13,199
| New | +$556K |
|
213
iShares 3-7 Year Treasury Bond ETF
IEI
$16.8B
| $554K | 0.01% |
+4,537
| New | +$554K |
|
214
iShares US Oil & Gas Exploration & Production ETF
IEO
$472M
| $551K | 0.01% |
8,479
-108,700
| -93% | -$7.06M |
|
215
PayPal
PYPL
$66.5B
| $551K | 0.01% |
+7,488
| New | +$551K |
|
216
Ross Stores
ROST
$49.3B
| $551K | 0.01% |
+6,860
| New | +$551K |
|
217
Invesco DB Commodity Index Tracking Fund
DBC
$1.28B
| $550K | 0.01% |
+33,110
| New | +$550K |
|
218
FTI Consulting
FCN
$5.43B
| $545K | 0.01% |
+12,695
| New | +$545K |
|
219
Petrobras
PBR
$79.3B
| $545K | 0.01% |
53,004
+15,975
| +43% | +$164K |
|
220
Reinsurance Group of America
RGA
$13B
| $542K | 0.01% |
+3,474
| New | +$542K |
|
221
3M
MMM
$81B
| $538K | 0.01% |
2,733
+414
| +18% | +$81.5K |
|
222
Workday
WDAY
$62.3B
| $538K | 0.01% |
+5,288
| New | +$538K |
|
223
Cisco
CSCO
$268B
| $537K | 0.01% |
14,019
-21,151
| -60% | -$810K |
|
|
APC
224
DELISTED
Anadarko Petroleum
APC
| $537K | 0.01% |
+10,016
| New | +$537K |
|
225
Cable One
CABO
$883M
| $536K | 0.01% |
+762
| New | +$536K |
|