TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.92%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$400M
AUM Growth
+$400M
(-8.1%)
Cap. Flow
-$5.22M
Cap. Flow
% of AUM
-1.31%
Top 10 Holdings %
Top 10 Hldgs %
17.05%
Holding
1,199
New
427
Increased
134
Reduced
115
Closed
312
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$10.2M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
$9.87M |
| 3 |
Tesla
TSLA
|
$5.25M |
| 4 |
iShares Russell 2000 ETF
IWM
|
$4.06M |
| 5 |
Visa
V
|
$4.03M |
Top Sells
| 1 |
PCGU
PG&E Corporation
PCGU
|
$31.1M |
| 2 |
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
|
$22.8M |
| 3 |
SPDR S&P 500 ETF Trust
SPY
|
$16.2M |
| 4 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
$14.9M |
| 5 |
Becton Dickinson
BDX
|
$7.71M |
Sector Composition
| 1 | Technology | 9.51% |
| 2 | Financials | 7.95% |
| 3 | Communication Services | 7.15% |
| 4 | Healthcare | 6.83% |
| 5 | Consumer Discretionary | 6.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
76
SPDR Portfolio TIPS ETF
SPIP
$962M
| $1.17M | 0.04% |
+37,624
| New | +$1.17M |
|
77
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
| $1.15M | 0.03% |
13,074
-18,899
| -59% | -$1.66M |
|
78
iShares 0-5 Year TIPS Bond ETF
STIP
$12.6B
| $1.15M | 0.03% |
+10,802
| New | +$1.15M |
|
79
ProShares Short VIX Short-Term Futures ETF
SVXY
$245M
| $1.12M | 0.03% |
20,119
+3,323
| +20% | +$185K |
|
80
Progressive
PGR
$144B
| $1.1M | 0.03% |
+11,180
| New | +$1.1M |
|
81
Materials Select Sector SPDR Fund
XLB
$5.46B
| $1.08M | 0.03% |
+13,171
| New | +$1.08M |
|
82
Vanguard Total International Stock ETF
VXUS
$101B
| $1.08M | 0.03% |
+16,463
| New | +$1.08M |
|
83
First Trust Enhanced Short Maturity ETF
FTSM
$6.16B
| $1.08M | 0.03% |
17,940
+11,858
| +195% | +$711K |
|
84
Delta Air Lines
DAL
$40.8B
| $1.07M | 0.03% |
24,680
+19,091
| +342% | +$826K |
|
85
Ambev
ABEV
$33.8B
| $1.05M | 0.03% |
+305,760
| New | +$1.05M |
|
86
Freeport-McMoran
FCX
$65.8B
| $1.04M | 0.03% |
28,065
+13,407
| +91% | +$497K |
|
87
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
| $1.04M | 0.03% |
+7,734
| New | +$1.04M |
|
88
Bristol-Myers Squibb
BMY
$97.2B
| $1.03M | 0.03% |
+15,410
| New | +$1.03M |
|
89
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$6.24B
| $1.03M | 0.03% |
10,252
+7,546
| +279% | +$755K |
|
90
AT&T
T
$204B
| $1.03M | 0.03% |
+35,658
| New | +$1.03M |
|
91
iShares MSCI Hong Kong ETF
EWH
$710M
| $1.02M | 0.03% |
38,168
+16,127
| +73% | +$431K |
|
92
Amazon
AMZN
$2.42T
| $1.02M | 0.03% |
295
-1,948
| -87% | -$6.7M |
|
93
ProShares Short Russell2000
RWM
$125M
| $1.01M | 0.03% |
48,138
-6,541
| -12% | -$137K |
|
94
iShares MSCI Australia ETF
EWA
$1.51B
| $1M | 0.03% |
38,545
+23,337
| +153% | +$606K |
|
95
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$2.86B
| $997K | 0.03% |
10,554
-1,605
| -13% | -$152K |
|
96
iShares MSCI Japan ETF
EWJ
$15.2B
| $996K | 0.03% |
+14,742
| New | +$996K |
|
97
American Airlines Group
AAL
$9.11B
| $995K | 0.03% |
46,912
+37,672
| +408% | +$799K |
|
98
RH
RH
$4.15B
| $991K | 0.03% |
1,459
+775
| +113% | +$526K |
|
99
Vanguard Total International Bond ETF
BNDX
$68B
| $989K | 0.03% |
+17,324
| New | +$989K |
|
100
Vanguard FTSE All-World ex-US ETF
VEU
$48.3B
| $986K | 0.03% |
15,553
-16,137
| -51% | -$1.02M |
|