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
$660M
AUM Growth
+$175M
(+36%)
Cap. Flow
+$167M
Cap. Flow
% of AUM
25.24%
Top 10 Holdings %
Top 10 Hldgs %
33.17%
Holding
1,567
New
459
Increased
200
Reduced
183
Closed
411
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$83.6M |
| 2 |
Invesco QQQ Trust
QQQ
|
$22M |
| 3 |
VanEck Semiconductor ETF
SMH
|
$10.2M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
$8.69M |
| 5 |
ProShares UltraPro S&P 500
UPRO
|
$6.41M |
Top Sells
| 1 |
iShares Short Treasury Bond ETF
SHV
|
$14M |
| 2 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 3 |
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
$6.84M |
| 4 |
Health Care Select Sector SPDR Fund
XLV
|
$5.32M |
| 5 |
SPDR Gold Trust
GLD
|
$5.28M |
Sector Composition
| 1 | Financials | 5.85% |
| 2 | Technology | 5.37% |
| 3 | Industrials | 4.48% |
| 4 | Healthcare | 3.91% |
| 5 | Consumer Discretionary | 3.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$21.6B
| $553K | 0.01% |
+10,349
| New | +$553K |
|
227
Waters Corp
WAT
$18.2B
| $550K | 0.01% |
2,557
+1,637
| +178% | +$352K |
|
228
iShares MSCI Indonesia ETF
EIDO
$333M
| $549K | 0.01% |
+21,122
| New | +$549K |
|
229
PayPal
PYPL
$65.4B
| $548K | 0.01% |
+4,791
| New | +$548K |
|
230
Equifax
EFX
$31B
| $547K | 0.01% |
+4,046
| New | +$547K |
|
|
CZR
231
DELISTED
Caesars Entertainment Corporation
CZR
| $543K | 0.01% |
45,966
+34,833
| +313% | +$411K |
|
|
SIX
232
DELISTED
Six Flags Entertainment Corp.
SIX
| $540K | 0.01% |
+10,862
| New | +$540K |
|
233
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
| $535K | 0.01% |
+6,313
| New | +$535K |
|
234
Ciena
CIEN
$16.4B
| $534K | 0.01% |
+12,994
| New | +$534K |
|
235
Comerica
CMA
$8.86B
| $534K | 0.01% |
7,354
-7,633
| -51% | -$554K |
|
236
Newell Brands
NWL
$2.66B
| $527K | 0.01% |
+34,154
| New | +$527K |
|
237
SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.44B
| $525K | 0.01% |
+10,736
| New | +$525K |
|
238
Vertex Pharmaceuticals
VRTX
$101B
| $525K | 0.01% |
+2,864
| New | +$525K |
|
239
AutoZone
AZO
$70.4B
| $523K | 0.01% |
476
-97
| -17% | -$107K |
|
|
MXIM
240
DELISTED
Maxim Integrated Products
MXIM
| $521K | 0.01% |
8,709
+2,016
| +30% | +$121K |
|
241
Dominion Energy
D
$49.7B
| $518K | 0.01% |
+6,704
| New | +$518K |
|
242
Kimberly-Clark
KMB
$42.9B
| $518K | 0.01% |
3,886
-13,731
| -78% | -$1.83M |
|
243
NXP Semiconductors
NXPI
$56.9B
| $514K | 0.01% |
+5,264
| New | +$514K |
|
244
Vanguard FTSE Europe ETF
VGK
$26.8B
| $510K | 0.01% |
9,293
-10,096
| -52% | -$554K |
|
245
Essex Property Trust
ESS
$17.2B
| $502K | 0.01% |
+1,720
| New | +$502K |
|
246
Eagle Materials
EXP
$7.74B
| $502K | 0.01% |
5,418
+2,273
| +72% | +$211K |
|
247
Sony
SONY
$165B
| $502K | 0.01% |
+47,920
| New | +$502K |
|
248
ON Semiconductor
ON
$20.2B
| $501K | 0.01% |
+24,774
| New | +$501K |
|
249
Snap-on
SNA
$17.1B
| $499K | 0.01% |
+3,011
| New | +$499K |
|
250
Banco Bradesco
BBD
$33.7B
| $497K | 0.01% |
67,426
+19,874
| +42% | +$146K |
|