TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
-1.09%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$701M
AUM Growth
+$701M
(+24%)
Cap. Flow
+$156M
Cap. Flow
% of AUM
22.29%
Top 10 Holdings %
Top 10 Hldgs %
10.16%
Holding
2,137
New
717
Increased
352
Reduced
253
Closed
589
Top Buys
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
$9.23M |
| 2 |
Intel
INTC
|
$7.33M |
| 3 |
Apple
AAPL
|
$7.04M |
| 4 |
American Airlines Group
AAL
|
$5.26M |
| 5 |
IBM
IBM
|
$5M |
Top Sells
| 1 |
Invesco QQQ Trust
QQQ
|
$6.25M |
| 2 |
Annaly Capital Management
NLY
|
$4.79M |
| 3 |
SPDR S&P 500 ETF Trust
SPY
|
$4.68M |
| 4 |
Carnival Corp
CCL
|
$4.15M |
| 5 |
Alcoa
AA
|
$4.13M |
Sector Composition
| 1 | Technology | 15.79% |
| 2 | Financials | 8.78% |
| 3 | Healthcare | 8.68% |
| 4 | Consumer Discretionary | 8.38% |
| 5 | Industrials | 6.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares Core MSCI EAFE ETF
IEFA
$150B
| $9.23M | 0.28% | +175,296 | New | +$9.23M |
|
2
CME Group
CME
$96B
| $8.57M | 0.26% | 48,403 +2,175 | +5% | +$385K |
|
3
ProShares Short S&P500
SH
$1.25B
| $7.64M | 0.23% | 442,198 +99,592 | +29% | +$1.72M |
|
|
4
Intel
INTC
$107B
| $7.55M | 0.23% | 292,883 +284,415 | +3,359% | +$7.33M |
|
|
5
Apple
AAPL
$3.45T
| $7.46M | 0.23% | 53,948 +50,924 | +1,684% | +$7.04M |
|
6
NVIDIA
NVDA
$4.24T
| $6.91M | 0.21% | 56,929 -33,089 | -37% | -$4.02M |
|
7
Energy Select Sector SPDR Fund
XLE
$27.6B
| $6.45M | 0.2% | 89,561 +4,511 | +5% | +$325K |
|
8
SPDR Portfolio Long Term Treasury ETF
SPTL
$11.4B
| $6.17M | 0.19% | 208,025 +165,090 | +385% | +$4.89M |
|
9
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
| $5.72M | 0.17% | 156,621 +119,687 | +324% | +$4.37M |
|
10
Moderna
MRNA
$9.37B
| $5.56M | 0.17% | 47,041 +22,343 | +90% | +$2.64M |
|
|
11
IBM
IBM
$227B
| $5.53M | 0.17% | 46,499 +42,080 | +952% | +$5M |
|
|
12
American Airlines Group
AAL
$8.82B
| $5.26M | 0.16% | +436,776 | New | +$5.26M |
|
13
Workday
WDAY
$61.6B
| $5.23M | 0.16% | 34,348 +28,790 | +518% | +$4.38M |
|
14
Pfizer
PFE
$141B
| $5.12M | 0.16% | 117,094 +109,587 | +1,460% | +$4.8M |
|
15
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $5.07M | 0.15% | 70,997 +59,604 | +523% | +$4.25M |
|
16
Verizon
VZ
$186B
| $4.86M | 0.15% | 128,095 +110,425 | +625% | +$4.19M |
|
17
JPMorgan Chase
JPM
$829B
| $4.8M | 0.15% | 45,881 +37,160 | +426% | +$3.88M |
|
18
ProShares Short QQQ
PSQ
$513M
| $4.56M | 0.14% | 305,786 +71,942 | +31% | +$1.07M |
|
19
Microsoft
MSFT
$3.77T
| $4.52M | 0.14% | 19,417 -6,285 | -24% | -$1.46M |
|
20
TSMC
TSM
$1.2T
| $4.31M | 0.13% | 62,848 -6,588 | -9% | -$452K |
|
21
SPDR Gold Trust
GLD
$107B
| $4.16M | 0.13% | +26,921 | New | +$4.16M |
|
22
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42.1B
| $4.16M | 0.13% | 45,413 -13,698 | -23% | -$1.25M |
|
23
Micron Technology
MU
$133B
| $4.15M | 0.13% | 82,729 -26,632 | -24% | -$1.33M |
|
24
Roku
ROKU
$14.2B
| $4.03M | 0.12% | +71,477 | New | +$4.03M |
|
|
25
Invesco QQQ Trust
QQQ
$364B
| $3.71M | 0.11% | 13,896 -23,385 | -63% | -$6.25M |
|