TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
-0.11%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.2B
AUM Growth
+$85M
(+7.6%)
Cap. Flow
+$95.8M
Cap. Flow
% of AUM
7.97%
Top 10 Holdings %
Top 10 Hldgs %
14.6%
Holding
1,870
New
634
Increased
295
Reduced
187
Closed
507
Top Buys
| 1 |
Microsoft
MSFT
|
$18.4M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
$18.2M |
| 3 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$17.7M |
| 4 |
Vanguard Total Stock Market ETF
VTI
|
$15.1M |
| 5 |
Exxon Mobil
XOM
|
$13.2M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
$102M |
| 2 |
iShares Russell 1000 ETF
IWB
|
$53M |
| 3 |
iShares Russell 2000 Value ETF
IWN
|
$40.8M |
| 4 |
iShares Russell 2000 Growth ETF
IWO
|
$34.4M |
| 5 |
Real Estate Select Sector SPDR Fund
XLRE
|
$20.1M |
Sector Composition
| 1 | Financials | 11.44% |
| 2 | Technology | 9.78% |
| 3 | Healthcare | 8.3% |
| 4 | Consumer Discretionary | 7.84% |
| 5 | Industrials | 6.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
UN
201
DELISTED
Unilever NV New York Registry Shares
UN
| $1.45M | 0.01% |
25,665
+21,902
| +582% | +$1.23M |
|
202
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42B
| $1.42M | 0.01% |
+15,551
| New | +$1.42M |
|
203
Melco Resorts & Entertainment
MLCO
$3.9B
| $1.41M | 0.01% |
+48,586
| New | +$1.41M |
|
204
Ventas
VTR
$30.8B
| $1.39M | 0.01% |
28,085
+24,650
| +718% | +$1.22M |
|
205
Southwest Airlines
LUV
$16.6B
| $1.38M | 0.01% |
24,063
+19,654
| +446% | +$1.13M |
|
206
Campbell Soup
CPB
$9.99B
| $1.34M | 0.01% |
+30,968
| New | +$1.34M |
|
207
SPDR Bloomberg High Yield Bond ETF
JNK
$8.12B
| $1.34M | 0.01% |
12,440
-4,263
| -26% | -$459K |
|
|
ATVI
208
DELISTED
Activision Blizzard Inc.
ATVI
| $1.34M | 0.01% |
19,837
+8,445
| +74% | +$570K |
|
209
Ross Stores
ROST
$49.9B
| $1.33M | 0.01% |
16,992
+10,132
| +148% | +$790K |
|
210
Vanguard Short-Term Bond ETF
BSV
$38.5B
| $1.32M | 0.01% |
+16,858
| New | +$1.32M |
|
211
iShares MSCI Emerging Markets ETF
EEM
$19.2B
| $1.32M | 0.01% |
27,321
+7,142
| +35% | +$345K |
|
212
Invesco S&P MidCap Low Volatility ETF
XMLV
$824M
| $1.32M | 0.01% |
+29,392
| New | +$1.32M |
|
213
JD.com
JD
$44.5B
| $1.3M | 0.01% |
32,147
+20,434
| +174% | +$828K |
|
214
BioMarin Pharmaceuticals
BMRN
$11B
| $1.29M | 0.01% |
15,942
+12,698
| +391% | +$1.03M |
|
215
Keurig Dr Pepper
KDP
$39.6B
| $1.29M | 0.01% |
+10,908
| New | +$1.29M |
|
216
Analog Devices
ADI
$122B
| $1.28M | 0.01% |
+14,081
| New | +$1.28M |
|
|
OA
217
DELISTED
Orbital ATK, Inc.
OA
| $1.27M | 0.01% |
+9,586
| New | +$1.27M |
|
218
iShares TIPS Bond ETF
TIP
$13.6B
| $1.27M | 0.01% |
+11,212
| New | +$1.27M |
|
219
Expedia Group
EXPE
$27B
| $1.26M | 0.01% |
11,436
+8,632
| +308% | +$953K |
|
220
Lear
LEA
$5.95B
| $1.26M | 0.01% |
+6,789
| New | +$1.26M |
|
|
GAP
221
The Gap, Inc.
GAP
$8.99B
| $1.26M | 0.01% |
+40,284
| New | +$1.26M |
|
222
BlackBerry
BB
$2.28B
| $1.26M | 0.01% |
109,103
+84,733
| +348% | +$975K |
|
223
Vanguard FTSE All-World ex-US ETF
VEU
$49.1B
| $1.25M | 0.01% |
23,062
-14,864
| -39% | -$808K |
|
224
Mondelez International
MDLZ
$80.3B
| $1.25M | 0.01% |
30,009
+20,693
| +222% | +$863K |
|
225
Invesco
IVZ
$9.88B
| $1.25M | 0.01% |
+39,091
| New | +$1.25M |
|