TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.96%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$435M
AUM Growth
+$435M
(-1.5%)
Cap. Flow
-$11.3M
Cap. Flow
% of AUM
-2.59%
Top 10 Holdings %
Top 10 Hldgs %
37.36%
Holding
1,258
New
331
Increased
104
Reduced
125
Closed
412
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$21.9M |
| 2 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
$14.9M |
| 3 |
iShares Core MSCI EAFE ETF
IEFA
|
$5.52M |
| 4 |
Apple
AAPL
|
$4.96M |
| 5 |
AESC
The AES Corporation
AESC
|
$4.75M |
Top Sells
| 1 |
Direxion Daily S&P 500 Bear 3x Shares
SPXS
|
$21.5M |
| 2 |
Becton Dickinson
BDX
|
$6.91M |
| 3 |
PCGU
PG&E Corporation
PCGU
|
$5.72M |
| 4 |
AEPPZ
American Electric Power Company, Inc. Corporate Units
AEPPZ
|
$5.06M |
| 5 |
Financial Select Sector SPDR Fund
XLF
|
$4.5M |
Sector Composition
| 1 | Technology | 7.22% |
| 2 | Financials | 6.86% |
| 3 | Consumer Discretionary | 4.66% |
| 4 | Healthcare | 4.58% |
| 5 | Communication Services | 2.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
PCGU
1
DELISTED
PG&E Corporation
PCGU
| $31.1M | 1.72% | 272,179 -50,164 | -16% | -$5.72M |
|
|
2
SPDR S&P 500 ETF Trust
SPY
$658B
| $23.7M | 1.31% | 59,778 +55,313 | +1,239% | +$21.9M |
|
|
NEE.PRO
3
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $22.8M | 1.26% | 396,568 -25,000 | -6% | -$1.44M |
|
|
SJIV
4
DELISTED
South Jersey Industries, Inc. Corporate Units
SJIV
| $14.9M | 0.83% | +300,000 | New | +$14.9M |
|
5
CME Group
CME
$96B
| $9.63M | 0.53% | 47,129 +1,089 | +2% | +$222K |
|
|
6
Becton Dickinson
BDX
$55.3B
| $8.5M | 0.47% | 34,939 -28,409 | -45% | -$6.91M |
|
7
Amazon
AMZN
$2.44T
| $6.94M | 0.38% | 2,243 +636 | +40% | +$1.97M |
|
|
8
iShares Core MSCI EAFE ETF
IEFA
$150B
| $6M | 0.33% | 83,306 +76,588 | +1,140% | +$5.52M |
|
9
Invesco QQQ Trust
QQQ
$364B
| $5.87M | 0.33% | 18,400 +6,736 | +58% | +$2.15M |
|
|
10
Apple
AAPL
$3.45T
| $5.44M | 0.3% | 44,503 +40,598 | +1,040% | +$4.96M |
|
11
KKR & Co
KKR
$124B
| $4.76M | 0.26% | 97,467 +53,285 | +121% | +$2.6M |
|
|
AESC
12
DELISTED
The AES Corporation
AESC
| $4.75M | 0.26% | +46,000 | New | +$4.75M |
|
13
iShares Core S&P Mid-Cap ETF
IJH
$100B
| $3.53M | 0.2% | 13,577 +10,361 | +322% | +$2.7M |
|
14
Microsoft
MSFT
$3.77T
| $3.52M | 0.19% | +14,913 | New | +$3.52M |
|
15
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
| $3.47M | 0.19% | 127,047 +64,271 | +102% | +$1.76M |
|
16
iShares Biotechnology ETF
IBB
$5.6B
| $3.39M | 0.19% | +22,514 | New | +$3.39M |
|
17
iShares Core MSCI Emerging Markets ETF
IEMG
$102B
| $3.06M | 0.17% | +47,587 | New | +$3.06M |
|
18
iShares Core US Aggregate Bond ETF
AGG
$131B
| $3.05M | 0.17% | 26,774 +23,112 | +631% | +$2.63M |
|
19
Dominion Energy
D
$51.1B
| $2.92M | 0.16% | 38,433 -730 | -2% | -$55.4K |
|
20
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42.1B
| $2.8M | 0.15% | 30,565 +8,527 | +39% | +$780K |
|
21
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $2.79M | 0.15% | 31,973 +28,669 | +868% | +$2.5M |
|
22
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
| $2.77M | 0.15% | 20,479 +8,281 | +68% | +$1.12M |
|
23
iShares Russell 3000 ETF
IWV
$16.6B
| $2.61M | 0.14% | 10,999 +7,397 | +205% | +$1.75M |
|
24
iShares Gold Trust
IAU
$50.6B
| $2.54M | 0.14% | +155,934 | New | +$2.54M |
|
|
NEE.PRP
25
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
| $2.48M | 0.14% | 50,000 | – | – |
|