TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.93%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$83.3M
AUM Growth
+$83.3M
(+31%)
Cap. Flow
+$18.6M
Cap. Flow
% of AUM
22.32%
Top 10 Holdings %
Top 10 Hldgs %
40.18%
Holding
427
New
213
Increased
27
Reduced
25
Closed
162
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$8.54M |
| 2 |
ProShares UltraShort S&P500
SDS
|
$4.33M |
| 3 |
ProShares Short S&P500
SH
|
$4.18M |
| 4 |
ProShares Ultra S&P500
SSO
|
$2.59M |
| 5 |
iShares Gold Trust
IAU
|
$1.81M |
Top Sells
| 1 |
iShares TIPS Bond ETF
TIP
|
$1.69M |
| 2 |
AutoZone
AZO
|
$1.45M |
| 3 |
Financial Select Sector SPDR Fund
XLF
|
$1.44M |
| 4 |
Vanguard FTSE Pacific ETF
VPL
|
$1.06M |
| 5 |
Bread Financial
BFH
|
$1.03M |
Sector Composition
| 1 | Financials | 9.56% |
| 2 | Healthcare | 4.49% |
| 3 | Communication Services | 3.21% |
| 4 | Consumer Discretionary | 2.32% |
| 5 | Technology | 2.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $9.88M | 11.86% | 48,456 +41,908 | +640% | +$8.54M |
|
|
2
ProShares UltraShort S&P500
SDS
$445M
| $4.33M | 5.2% | +217,263 | New | +$4.33M |
|
|
3
ProShares Short S&P500
SH
$1.25B
| $4.18M | 5.02% | +200,259 | New | +$4.18M |
|
4
CME Group
CME
$96B
| $4.1M | 4.93% | 45,294 -749 | -2% | -$67.9K |
|
|
5
ProShares Ultra S&P500
SSO
$7.16B
| $3.84M | 4.61% | 60,987 +41,102 | +207% | +$2.59M |
|
|
6
iShares Gold Trust
IAU
$50.6B
| $1.81M | 2.17% | +176,757 | New | +$1.81M |
|
7
ProShares UltraPro Short S&P 500
SPXU
$527M
| $1.48M | 1.78% | +46,681 | New | +$1.48M |
|
8
Meta Platforms (Facebook)
META
$1.86T
| $1.33M | 1.59% | 12,656 +8,207 | +184% | +$859K |
|
9
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
| $1.28M | 1.53% | +15,125 | New | +$1.28M |
|
10
WisdomTree Japan Hedged Equity Fund
DXJ
$3.7B
| $1.26M | 1.51% | +25,061 | New | +$1.26M |
|
11
Vanguard FTSE Europe ETF
VGK
$26.8B
| $1.24M | 1.48% | +24,806 | New | +$1.24M |
|
12
iShares MSCI Japan ETF
EWJ
$15.3B
| $1.18M | 1.41% | +97,223 | New | +$1.18M |
|
13
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.2B
| $940K | 1.13% | +12,025 | New | +$940K |
|
14
iShares MSCI Taiwan ETF
EWT
$6.11B
| $933K | 1.12% | +73,074 | New | +$933K |
|
15
SPDR S&P Biotech ETF
XBI
$5.07B
| $896K | 1.08% | 12,787 +5,431 | +74% | +$381K |
|
16
Invesco International Dividend Achievers ETF
PID
$872M
| $857K | 1.03% | +63,141 | New | +$857K |
|
17
Gilead Sciences
GILD
$140B
| $793K | 0.95% | 7,840 +3,767 | +92% | +$381K |
|
18
iShares US Utilities ETF
IDU
$1.65B
| $783K | 0.94% | +7,261 | New | +$783K |
|
19
iShares MSCI EAFE ETF
EFA
$66B
| $768K | 0.92% | 13,080 +5,608 | +75% | +$329K |
|
20
Acuity Brands
AYI
$10B
| $703K | 0.84% | +3,006 | New | +$703K |
|
21
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $700K | 0.84% | 16,185 +9,832 | +155% | +$425K |
|
22
Amazon
AMZN
$2.44T
| $622K | 0.75% | +921 | New | +$622K |
|
|
23
Financial Select Sector SPDR Fund
XLF
$54.1B
| $606K | 0.73% | 25,475 -60,450 | -70% | -$1.44M |
|
24
Columbia Emerging Markets Consumer ETF
ECON
$218M
| $568K | 0.68% | 26,704 +17,311 | +184% | +$368K |
|
25
Vanguard Long-Term Bond ETF
BLV
$5.53B
| $561K | 0.67% | +6,470 | New | +$561K |
|