TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.53%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$485M
AUM Growth
+$485M
(-24%)
Cap. Flow
-$186M
Cap. Flow
% of AUM
-38.37%
Top 10 Holdings %
Top 10 Hldgs %
23.27%
Holding
1,736
New
392
Increased
163
Reduced
247
Closed
712
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$36M |
| 2 |
Health Care Select Sector SPDR Fund
XLV
|
$8.61M |
| 3 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
$6.25M |
| 5 |
Direxion Daily Small Cap Bull 3x Shares
TNA
|
$5.74M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$23.9M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
$7.69M |
| 4 |
iShares S&P 100 ETF
OEF
|
$7.24M |
| 5 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$5.61M |
Sector Composition
| 1 | Financials | 9.04% |
| 2 | Consumer Discretionary | 5.51% |
| 3 | Technology | 4.22% |
| 4 | Communication Services | 3.96% |
| 5 | Healthcare | 3.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CIF
1726
MFS Intermediate High Income Fund
CIF
$31.5M
| – | – |
-13,751
| Closed | -$29K |
|
1727
CEMIG Preferred Shares
CIG
$5.61B
| – | – |
-22,885
| Closed | -$81K |
|
|
CIK
1728
Credit Suisse Asset Management Income Fund
CIK
$163M
| – | – |
-15,816
| Closed | -$44K |
|
1729
Colgate-Palmolive
CL
$67.4B
| – | – |
-29,828
| Closed | -$1.78M |
|
1730
Comcast
CMCSA
$124B
| – | – |
-9,292
| Closed | -$316K |
|
1731
Compass Minerals
CMP
$779M
| – | – |
0
| – | – |
|
|
CMU
1732
MFS High Yield Municipal Trust
CMU
$84.1M
| – | – |
-17,988
| Closed | -$75K |
|
1733
Centene
CNC
$14.6B
| – | – |
-4,232
| Closed | -$488K |
|
1734
CenterPoint Energy
CNP
$24.7B
| – | – |
0
| – | – |
|
1735
Canadian Natural Resources
CNQ
$64.7B
| – | – |
-11,037
| Closed | -$266K |
|