TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.92%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$400M
AUM Growth
+$400M
(-8.1%)
Cap. Flow
-$5.22M
Cap. Flow
% of AUM
-1.31%
Top 10 Holdings %
Top 10 Hldgs %
17.05%
Holding
1,199
New
427
Increased
134
Reduced
115
Closed
312
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$10.2M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
$9.87M |
| 3 |
Tesla
TSLA
|
$5.25M |
| 4 |
iShares Russell 2000 ETF
IWM
|
$4.06M |
| 5 |
Visa
V
|
$4.03M |
Top Sells
| 1 |
PCGU
PG&E Corporation
PCGU
|
$31.1M |
| 2 |
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
|
$22.8M |
| 3 |
SPDR S&P 500 ETF Trust
SPY
|
$16.2M |
| 4 |
SJIV
South Jersey Industries, Inc. Corporate Units
SJIV
|
$14.9M |
| 5 |
Becton Dickinson
BDX
|
$7.71M |
Sector Composition
| 1 | Technology | 9.51% |
| 2 | Financials | 7.95% |
| 3 | Communication Services | 7.15% |
| 4 | Healthcare | 6.83% |
| 5 | Consumer Discretionary | 6.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Financial Select Sector SPDR Fund
XLF
$54.1B
| $10.2M | 0.31% | +277,525 | New | +$10.2M |
|
|
2
Alphabet (Google) Class A
GOOGL
$2.57T
| $9.87M | 0.3% | +4,041 | New | +$9.87M |
|
3
CME Group
CME
$96B
| $9.58M | 0.29% | 45,053 -2,076 | -4% | -$442K |
|
|
4
SPDR S&P 500 ETF Trust
SPY
$658B
| $9.4M | 0.28% | 21,960 -37,818 | -63% | -$16.2M |
|
|
5
Tesla
TSLA
$1.08T
| $6.34M | 0.19% | 9,331 +7,719 | +479% | +$5.25M |
|
|
6
iShares Russell 2000 ETF
IWM
$67B
| $5.83M | 0.18% | 25,397 +17,700 | +230% | +$4.06M |
|
7
iShares Short Treasury Bond ETF
SHV
$20.8B
| $4.83M | 0.15% | 43,721 +36,339 | +492% | +$4.02M |
|
|
8
Alphabet (Google) Class C
GOOG
$2.58T
| $4.24M | 0.13% | 1,691 +567 | +50% | +$1.42M |
|
|
9
Visa
V
$683B
| $4.03M | 0.12% | +17,229 | New | +$4.03M |
|
10
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
| $3.85M | 0.12% | 139,678 +12,631 | +10% | +$348K |
|
11
iShares TIPS Bond ETF
TIP
$13.6B
| $3.83M | 0.12% | 29,909 +10,698 | +56% | +$1.37M |
|
12
Netflix
NFLX
$513B
| $3.39M | 0.1% | +6,423 | New | +$3.39M |
|
13
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
| $3.24M | 0.1% | 59,679 +28,937 | +94% | +$1.57M |
|
14
SPDR Euro Stoxx 50 ETF
FEZ
$4.54B
| $3.24M | 0.1% | +69,107 | New | +$3.24M |
|
15
PayPal
PYPL
$67.1B
| $3.15M | 0.09% | +10,815 | New | +$3.15M |
|
16
ProShares Short S&P500
SH
$1.25B
| $3.1M | 0.09% | 201,101 +121,862 | +154% | +$1.88M |
|
17
Invesco Senior Loan ETF
BKLN
$6.97B
| $2.98M | 0.09% | +134,390 | New | +$2.98M |
|
18
iShares Russell 1000 ETF
IWB
$43.2B
| $2.92M | 0.09% | 12,059 +1,368 | +13% | +$331K |
|
19
Merck
MRK
$210B
| $2.85M | 0.09% | 36,683 +32,066 | +695% | +$2.49M |
|
20
iShares Russell 1000 Growth ETF
IWF
$116B
| $2.82M | 0.08% | 10,379 +3,462 | +50% | +$940K |
|
21
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$366M
| $2.78M | 0.08% | +100,587 | New | +$2.78M |
|
22
Exxon Mobil
XOM
$487B
| $2.75M | 0.08% | 43,531 +21,997 | +102% | +$1.39M |
|
23
Salesforce
CRM
$245B
| $2.74M | 0.08% | 11,215 +9,521 | +562% | +$2.33M |
|
24
iShares Russell 3000 ETF
IWV
$16.6B
| $2.69M | 0.08% | 10,508 -491 | -4% | -$126K |
|
25
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $2.59M | 0.08% | +20,532 | New | +$2.59M |
|