TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+2.79%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$524M
AUM Growth
+$524M
(+2.8%)
Cap. Flow
-$208K
Cap. Flow
% of AUM
-0.04%
Top 10 Holdings %
Top 10 Hldgs %
28.85%
Holding
1,366
New
495
Increased
150
Reduced
182
Closed
539
Top Buys
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$27M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$19.5M |
| 3 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$19.3M |
| 4 |
Utilities Select Sector SPDR Fund
XLU
|
$17M |
| 5 |
Bank of America
BAC
|
$9.49M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$20.7M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$16.5M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
$11.3M |
| 5 |
SPDR S&P Biotech ETF
XBI
|
$10.2M |
Sector Composition
| 1 | Financials | 17.2% |
| 2 | Healthcare | 7.03% |
| 3 | Consumer Discretionary | 4.93% |
| 4 | Industrials | 4.25% |
| 5 | Technology | 3.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
iShares Semiconductor ETF
SOXX
$13.4B
| $2.6M | 0.49% |
+18,546
| New | +$2.6M |
|
27
Goldman Sachs
GS
$221B
| $2.58M | 0.49% |
11,627
+6,489
| +126% | +$1.44M |
|
28
iShares Mortgage Real Estate ETF
REM
$602M
| $2.56M | 0.49% |
+55,209
| New | +$2.56M |
|
29
iShares Core US Aggregate Bond ETF
AGG
$130B
| $2.47M | 0.47% |
+22,577
| New | +$2.47M |
|
30
ProShares Short S&P500
SH
$1.25B
| $2.35M | 0.45% |
+70,197
| New | +$2.35M |
|
31
SPDR S&P Retail ETF
XRT
$428M
| $2.26M | 0.43% |
55,490
-26,065
| -32% | -$1.06M |
|
32
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.3B
| $2.18M | 0.41% |
27,174
+20,857
| +330% | +$1.67M |
|
33
US Bancorp
USB
$75.5B
| $2.11M | 0.4% |
+40,658
| New | +$2.11M |
|
34
Boeing
BA
$176B
| $2.11M | 0.4% |
10,651
-6,744
| -39% | -$1.33M |
|
35
iShares MSCI Taiwan ETF
EWT
$6.1B
| $2.11M | 0.4% |
58,857
+44,807
| +319% | +$1.6M |
|
36
Lear
LEA
$5.77B
| $2.1M | 0.4% |
14,762
+7,915
| +116% | +$1.12M |
|
37
Vanguard Total Stock Market ETF
VTI
$524B
| $2.05M | 0.39% |
16,464
+14,592
| +779% | +$1.82M |
|
38
Applied Materials
AMAT
$124B
| $2M | 0.38% |
48,314
+36,351
| +304% | +$1.5M |
|
39
Regions Financial
RF
$24B
| $1.95M | 0.37% |
+133,444
| New | +$1.95M |
|
40
Amazon
AMZN
$2.41T
| $1.86M | 0.35% |
1,917
-933
| -33% | -$903K |
|
|
DD
41
DELISTED
Du Pont De Nemours E I
DD
| $1.84M | 0.35% |
22,837
-3,504
| -13% | -$283K |
|
42
iShares MSCI Emerging Markets ETF
EEM
$19B
| $1.84M | 0.35% |
+44,449
| New | +$1.84M |
|
43
Southern Company
SO
$101B
| $1.79M | 0.34% |
37,297
+20,384
| +121% | +$976K |
|
44
JD.com
JD
$44.2B
| $1.76M | 0.34% |
+44,903
| New | +$1.76M |
|
45
Exxon Mobil
XOM
$477B
| $1.7M | 0.32% |
21,016
+11,821
| +129% | +$955K |
|
46
Comerica
CMA
$9B
| $1.63M | 0.31% |
+22,275
| New | +$1.63M |
|
47
iShares MSCI United Kingdom ETF
EWU
$2.88B
| $1.63M | 0.31% |
48,763
-11,647
| -19% | -$388K |
|
48
American Express
AXP
$225B
| $1.6M | 0.31% |
19,045
+16,183
| +565% | +$1.36M |
|
49
UnitedHealth
UNH
$279B
| $1.6M | 0.3% |
8,634
-9,281
| -52% | -$1.72M |
|
50
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
| $1.59M | 0.3% |
17,988
+12,402
| +222% | +$1.1M |
|