TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+3.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$299M
AUM Growth
+$299M
(+1.9%)
Cap. Flow
+$1.67M
Cap. Flow
% of AUM
0.56%
Top 10 Holdings %
Top 10 Hldgs %
21.2%
Holding
1,105
New
460
Increased
119
Reduced
115
Closed
410
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$16.3M |
| 2 |
Bank of America
BAC
|
$8.96M |
| 3 |
ProShares UltraShort S&P500
SDS
|
$8.13M |
| 4 |
Energy Select Sector SPDR Fund
XLE
|
$7.34M |
| 5 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$4.21M |
Top Sells
| 1 |
Amazon
AMZN
|
$6.16M |
| 2 |
NextEra Energy, Inc.
NEE
|
$5.82M |
| 3 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$4.79M |
| 4 |
McDonald's
MCD
|
$3.84M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
$3.77M |
Sector Composition
| 1 | Financials | 12.68% |
| 2 | Healthcare | 9.43% |
| 3 | Technology | 6.28% |
| 4 | Materials | 4.8% |
| 5 | Consumer Staples | 4.37% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
76
Public Service Enterprise Group
PEG
$41.1B
| $762K | 0.25% | 17,356 -12,709 | -42% | -$558K |
|
77
Constellation Brands
STZ
$28.5B
| $757K | 0.25% | +4,940 | New | +$757K |
|
|
AET
78
DELISTED
Aetna Inc
AET
| $756K | 0.25% | +6,096 | New | +$756K |
|
79
Elevance Health
ELV
$71.8B
| $753K | 0.25% | 5,236 +2,354 | +82% | +$339K |
|
80
iShares Core US Aggregate Bond ETF
AGG
$131B
| $750K | 0.25% | +6,937 | New | +$750K |
|
81
Vanguard Short-Term Bond ETF
BSV
$38.5B
| $750K | 0.25% | 9,438 +5,715 | +154% | +$454K |
|
82
W.P. Carey
WPC
$14.7B
| $750K | 0.25% | +12,692 | New | +$750K |
|
83
iShares US Transportation ETF
IYT
$613M
| $748K | 0.25% | +4,592 | New | +$748K |
|
|
DGAZ
84
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
| $748K | 0.25% | +246,768 | New | +$748K |
|
85
Estee Lauder
EL
$33B
| $744K | 0.25% | 9,729 +6,801 | +232% | +$520K |
|
86
Xcel Energy
XEL
$42.8B
| $737K | 0.25% | +18,096 | New | +$737K |
|
87
Materials Select Sector SPDR Fund
XLB
$5.53B
| $736K | 0.25% | +14,812 | New | +$736K |
|
88
Apple
AAPL
$3.45T
| $733K | 0.25% | 6,325 -9,450 | -60% | -$1.1M |
|
89
PACCAR
PCAR
$52.5B
| $732K | 0.24% | +11,450 | New | +$732K |
|
90
Procter & Gamble
PG
$368B
| $729K | 0.24% | 8,665 +4,678 | +117% | +$394K |
|
|
SDRL
91
DELISTED
Seadrill Limited Common Stock
SDRL
| $727K | 0.24% | 213,119 +141,133 | +196% | +$481K |
|
92
Intuit
INTU
$186B
| $716K | 0.24% | +6,243 | New | +$716K |
|
93
United Rentals
URI
$61.5B
| $715K | 0.24% | +6,773 | New | +$715K |
|
94
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $714K | 0.24% | 10,351 +2,464 | +31% | +$170K |
|
95
Chipotle Mexican Grill
CMG
$56.5B
| $707K | 0.24% | +1,874 | New | +$707K |
|
96
F5
FFIV
$18B
| $698K | 0.23% | +4,820 | New | +$698K |
|
97
ConocoPhillips
COP
$124B
| $697K | 0.23% | 13,901 +1,568 | +13% | +$78.6K |
|
|
SPLK
98
DELISTED
Splunk Inc
SPLK
| $695K | 0.23% | 13,587 +5,375 | +65% | +$275K |
|
99
iShares Russell 1000 ETF
IWB
$43.2B
| $694K | 0.23% | +5,576 | New | +$694K |
|
|
VER
100
DELISTED
VEREIT, Inc.
VER
| $693K | 0.23% | 81,865 +33,604 | +70% | +$284K |
|