TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
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
+$14.1M
(+2.8%)
Cap. Flow
+$4.77M
Cap. Flow
% of AUM
0.91%
Top 10 Holdings %
Top 10 Hldgs %
28.85%
Holding
1,366
New
484
Increased
151
Reduced
176
Closed
537
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 | |
|---|---|---|---|---|---|---|
101
Caterpillar
CAT
$196B
| $949K | 0.18% |
8,827
-13,218
| -60% | -$1.42M |
|
102
Alibaba
BABA
$312B
| $943K | 0.18% |
+6,693
| New | +$943K |
|
103
AbbVie
ABBV
$375B
| $940K | 0.18% |
12,966
-14,661
| -53% | -$1.06M |
|
|
PTLA
104
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $938K | 0.18% |
+16,695
| New | +$938K |
|
|
105
iShares US Real Estate ETF
IYR
$3.72B
| $932K | 0.18% |
11,681
-141,285
| -92% | -$11.3M |
|
106
iShares Silver Trust
SLV
$20B
| $918K | 0.17% |
58,438
+34,103
| +140% | +$536K |
|
107
Palo Alto Networks
PANW
$129B
| $914K | 0.17% |
+40,980
| New | +$914K |
|
|
RHT
108
DELISTED
Red Hat Inc
RHT
| $904K | 0.17% |
9,441
+5,481
| +138% | +$525K |
|
109
SPDR S&P Semiconductor ETF
XSD
$1.41B
| $896K | 0.17% |
14,534
-23,703
| -62% | -$1.46M |
|
|
MRO
110
DELISTED
Marathon Oil Corporation
MRO
| $892K | 0.17% |
75,282
+57,803
| +331% | +$685K |
|
111
Danaher
DHR
$142B
| $884K | 0.17% |
11,819
+3,762
| +47% | +$281K |
|
112
NXP Semiconductors
NXPI
$56.8B
| $882K | 0.17% |
+8,056
| New | +$882K |
|
113
Universal Display
OLED
$6.85B
| $877K | 0.17% |
+8,025
| New | +$877K |
|
114
Fulton Financial
FULT
$3.58B
| $869K | 0.17% |
45,716
+2,161
| +5% | +$41.1K |
|
115
Schwab Short-Term US Treasury ETF
SCHO
$11.7B
| $864K | 0.16% |
34,262
+24,956
| +268% | +$629K |
|
116
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$697M
| $841K | 0.16% |
+30,730
| New | +$841K |
|
117
Freeport-McMoran
FCX
$66.2B
| $840K | 0.16% |
69,967
+7,673
| +12% | +$92.1K |
|
118
Blackrock
BLK
$171B
| $835K | 0.16% |
1,976
-1,525
| -44% | -$644K |
|
|
SIVB
119
DELISTED
SVB Financial Group
SIVB
| $832K | 0.16% |
4,731
+2,683
| +131% | +$472K |
|
120
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$41.9B
| $829K | 0.16% |
9,063
-6,414
| -41% | -$587K |
|
121
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$4.97B
| $823K | 0.16% |
+28,805
| New | +$823K |
|
122
Union Pacific
UNP
$132B
| $800K | 0.15% |
7,348
-14,222
| -66% | -$1.55M |
|
123
Prudential Financial
PRU
$38.3B
| $789K | 0.15% |
+7,297
| New | +$789K |
|
124
NVIDIA
NVDA
$4.16T
| $776K | 0.15% |
214,840
-156,240
| -42% | -$564K |
|
125
Ameriprise Financial
AMP
$48.3B
| $765K | 0.15% |
+6,012
| New | +$765K |
|