TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$660M
AUM Growth
+$175M
(+36%)
Cap. Flow
+$167M
Cap. Flow
% of AUM
25.24%
Top 10 Holdings %
Top 10 Hldgs %
33.17%
Holding
1,567
New
459
Increased
200
Reduced
183
Closed
411
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$83.6M |
| 2 |
Invesco QQQ Trust
QQQ
|
$22M |
| 3 |
VanEck Semiconductor ETF
SMH
|
$10.2M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
$8.69M |
| 5 |
ProShares UltraPro S&P 500
UPRO
|
$6.41M |
Top Sells
| 1 |
iShares Short Treasury Bond ETF
SHV
|
$14M |
| 2 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 3 |
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
$6.84M |
| 4 |
Health Care Select Sector SPDR Fund
XLV
|
$5.32M |
| 5 |
SPDR Gold Trust
GLD
|
$5.28M |
Sector Composition
| 1 | Financials | 5.85% |
| 2 | Technology | 5.37% |
| 3 | Industrials | 4.48% |
| 4 | Healthcare | 3.91% |
| 5 | Consumer Discretionary | 3.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
201
Schwab Short-Term US Treasury ETF
SCHO
$11.7B
| $592K | 0.01% |
23,402
-3,272
| -12% | -$82.8K |
|
202
Exelon
EXC
$43.7B
| $589K | 0.01% |
+17,228
| New | +$589K |
|
|
WBA
203
DELISTED
Walgreens Boots Alliance
WBA
| $586K | 0.01% |
10,726
-1,445
| -12% | -$78.9K |
|
204
iShares MSCI Australia ETF
EWA
$1.53B
| $583K | 0.01% |
25,857
+2,765
| +12% | +$62.3K |
|
205
Lumen
LUMN
$4.88B
| $583K | 0.01% |
49,569
-41
| -0.1% | -$482 |
|
206
Public Service Enterprise Group
PEG
$40.3B
| $583K | 0.01% |
+9,912
| New | +$583K |
|
207
Cemex
CX
$13.6B
| $581K | 0.01% |
137,117
+7,208
| +6% | +$30.5K |
|
208
Marathon Petroleum
MPC
$54.2B
| $580K | 0.01% |
10,376
+657
| +7% | +$36.7K |
|
209
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$7.94B
| $579K | 0.01% |
+18,302
| New | +$579K |
|
210
iShares MSCI Canada ETF
EWC
$3.24B
| $579K | 0.01% |
20,238
-122,060
| -86% | -$3.49M |
|
211
Paychex
PAYX
$48.6B
| $579K | 0.01% |
+7,033
| New | +$579K |
|
212
Gilead Sciences
GILD
$143B
| $578K | 0.01% |
8,554
-4,804
| -36% | -$325K |
|
213
Ulta Beauty
ULTA
$23.2B
| $576K | 0.01% |
1,661
+80
| +5% | +$27.7K |
|
|
APC
214
DELISTED
Anadarko Petroleum
APC
| $576K | 0.01% |
8,161
-23,790
| -74% | -$1.68M |
|
215
Macy's
M
$4.62B
| $571K | 0.01% |
26,585
+15,110
| +132% | +$325K |
|
216
Vanguard Large-Cap ETF
VV
$44.5B
| $565K | 0.01% |
+4,197
| New | +$565K |
|
217
iShares Russell Mid-Cap ETF
IWR
$44.4B
| $564K | 0.01% |
10,087
+2,704
| +37% | +$151K |
|
218
Analog Devices
ADI
$121B
| $563K | 0.01% |
4,990
+1,731
| +53% | +$195K |
|
219
iShares Core US Aggregate Bond ETF
AGG
$132B
| $563K | 0.01% |
5,054
-8,965
| -64% | -$999K |
|
220
GE Aerospace
GE
$294B
| $563K | 0.01% |
10,758
-11,205
| -51% | -$586K |
|
221
iShares S&P India Nifty 50 Index Fund
INDY
$645M
| $561K | 0.01% |
+14,612
| New | +$561K |
|
222
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$614M
| $559K | 0.01% |
+10,367
| New | +$559K |
|
223
ResMed
RMD
$40.5B
| $558K | 0.01% |
4,571
+535
| +13% | +$65.3K |
|
224
Microchip Technology
MCHP
$35.8B
| $557K | 0.01% |
12,848
+6,462
| +101% | +$280K |
|
|
225
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42B
| $553K | 0.01% |
6,033
-74,609
| -93% | -$6.84M |
|