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 | |
|---|---|---|---|---|---|---|
|
1
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
| $27M | 5.15% | +492,303 | New | +$27M |
|
|
2
SPDR Dow Jones REIT ETF
RWR
$1.83B
| $26.1M | 4.97% | 280,568 +209,820 | +297% | +$19.5M |
|
|
3
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $21.6M | 4.12% | 416,361 +327,924 | +371% | +$17M |
|
|
4
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.2B
| $19.3M | 3.67% | +215,243 | New | +$19.3M |
|
|
5
SPDR S&P 500 ETF Trust
SPY
$658B
| $14.1M | 2.68% | 58,185 -85,542 | -60% | -$20.7M |
|
|
6
Bank of America
BAC
$376B
| $10.6M | 2.02% | 437,520 +391,223 | +845% | +$9.49M |
|
7
Technology Select Sector SPDR Fund
XLK
$83.9B
| $10.2M | 1.94% | 186,384 +147,217 | +376% | +$8.06M |
|
8
Wells Fargo
WFC
$263B
| $7.99M | 1.52% | 144,181 +122,687 | +571% | +$6.8M |
|
9
iShares Short Treasury Bond ETF
SHV
$20.8B
| $7.21M | 1.37% | 65,360 +62,413 | +2,118% | +$6.89M |
|
10
iShares Select U.S. REIT ETF
ICF
$1.93B
| $7.14M | 1.36% | 70,561 +62,063 | +730% | +$6.28M |
|
11
Berkshire Hathaway Class B
BRK.B
$1.09T
| $6.64M | 1.26% | +39,174 | New | +$6.64M |
|
12
CME Group
CME
$96B
| $6.29M | 1.2% | 50,246 +1,145 | +2% | +$143K |
|
13
iShare MSCI Eurozone ETF
EZU
$7.87B
| $5.92M | 1.13% | +146,797 | New | +$5.92M |
|
14
JPMorgan Chase
JPM
$829B
| $5.62M | 1.07% | 61,433 +46,577 | +314% | +$4.26M |
|
15
iShares Biotechnology ETF
IBB
$5.6B
| $5.57M | 1.06% | 17,955 -24,310 | -58% | -$7.54M |
|
16
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $5M | 0.95% | 120,920 +57,999 | +92% | +$2.4M |
|
17
iShares Gold Trust
IAU
$50.6B
| $4.48M | 0.85% | +375,036 | New | +$4.48M |
|
18
Johnson & Johnson
JNJ
$427B
| $3.88M | 0.74% | 29,301 -17,930 | -38% | -$2.37M |
|
19
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.9B
| $3.83M | 0.73% | +120,081 | New | +$3.83M |
|
20
Vanguard Short-Term Bond ETF
BSV
$38.5B
| $3.2M | 0.61% | 40,080 +32,860 | +455% | +$2.62M |
|
21
Vanguard Total Bond Market
BND
$134B
| $2.99M | 0.57% | 36,589 +33,913 | +1,267% | +$2.78M |
|
22
Vanguard FTSE All-World ex-US ETF
VEU
$48.6B
| $2.95M | 0.56% | +58,898 | New | +$2.95M |
|
23
Oracle
ORCL
$635B
| $2.9M | 0.55% | 57,859 +47,675 | +468% | +$2.39M |
|
24
Citigroup
C
$178B
| $2.86M | 0.54% | 42,709 -16,757 | -28% | -$1.12M |
|
25
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
| $2.82M | 0.54% | 57,532 +49,865 | +650% | +$2.44M |
|