TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+1.41%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$441M
AUM Growth
+$441M
(-32%)
Cap. Flow
-$250M
Cap. Flow
% of AUM
-56.65%
Top 10 Holdings %
Top 10 Hldgs %
36.99%
Holding
1,272
New
435
Increased
91
Reduced
114
Closed
269
Top Buys
| 1 |
Becton Dickinson
BDX
|
$11.2M |
| 2 |
PCGU
PG&E Corporation
PCGU
|
$4.93M |
| 3 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
$3.16M |
| 4 |
Dominion Energy
D
|
$2.95M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
$2.92M |
Top Sells
Sector Composition
| 1 | Healthcare | 7.7% |
| 2 | Financials | 6.41% |
| 3 | Technology | 6.12% |
| 4 | Consumer Discretionary | 5.68% |
| 5 | Industrials | 2.85% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
PCGU
1
DELISTED
PG&E Corporation
PCGU
| $39.6M | 0.94% | 322,343 +40,156 | +14% | +$4.93M |
|
|
NEE.PRO
2
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $25M | 0.59% | 421,568 | – | – |
|
|
3
Becton Dickinson
BDX
$55.3B
| $15.9M | 0.38% | 63,348 +44,773 | +241% | +$11.2M |
|
4
CME Group
CME
$96B
| $8.38M | 0.2% | 46,040 -1,324 | -3% | -$241K |
|
5
Amazon
AMZN
$2.44T
| $5.23M | 0.12% | 1,607 +157 | +11% | +$511K |
|
|
AEPPZ
6
DELISTED
American Electric Power Company, Inc. Corporate Units
AEPPZ
| $5.06M | 0.12% | 100,000 | – | – |
|
7
Financial Select Sector SPDR Fund
XLF
$54.1B
| $4.5M | 0.11% | 152,797 -143,607 | -48% | -$4.23M |
|
8
American Electric Power
AEP
$59.4B
| $3.95M | 0.09% | 47,436 -32,863 | -41% | -$2.74M |
|
9
Invesco QQQ Trust
QQQ
$364B
| $3.66M | 0.09% | 11,664 -12,772 | -52% | -$4.01M |
|
|
10
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
| $3.61M | 0.09% | 72,036 +58,349 | +426% | +$2.92M |
|
11
Alibaba
BABA
$322B
| $3.56M | 0.08% | 15,313 +11,837 | +341% | +$2.75M |
|
12
Vanguard Short-Term Treasury ETF
VGSH
$22.9B
| $3.3M | 0.08% | 53,553 +38,483 | +255% | +$2.37M |
|
|
13
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
| $3.16M | 0.07% | +10,335 | New | +$3.16M |
|
14
iShares Russell 1000 ETF
IWB
$43.2B
| $3.12M | 0.07% | 14,708 +6,766 | +85% | +$1.43M |
|
|
15
Dominion Energy
D
$51.1B
| $2.95M | 0.07% | +39,163 | New | +$2.95M |
|
16
Direxion Daily S&P 500 Bear 3x Shares
SPXS
$446M
| $2.71M | 0.06% | 692,905 +386,727 | +126% | +$1.51M |
|
|
NEE.PRP
17
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
| $2.54M | 0.06% | +50,000 | New | +$2.54M |
|
18
iShares Russell 1000 Growth ETF
IWF
$116B
| $2.3M | 0.05% | 9,522 -8,228 | -46% | -$1.98M |
|
19
iShares S&P 100 ETF
OEF
$22B
| $2.19M | 0.05% | 12,777 -27,392 | -68% | -$4.7M |
|
20
ProShares Short S&P500
SH
$1.25B
| $2.07M | 0.05% | 115,231 +70,595 | +158% | +$1.27M |
|
21
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42.1B
| $2.02M | 0.05% | +22,038 | New | +$2.02M |
|
22
DuPont de Nemours
DD
$32.2B
| $1.98M | 0.05% | 27,787 +20,283 | +270% | +$1.44M |
|
23
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
| $1.92M | 0.05% | 12,198 -3,577 | -23% | -$564K |
|
24
Vanguard Total Bond Market
BND
$134B
| $1.89M | 0.04% | 21,409 +16,451 | +332% | +$1.45M |
|
25
NVIDIA
NVDA
$4.24T
| $1.81M | 0.04% | 3,470 +913 | +36% | +$477K |
|