TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
-0.99%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$636M
AUM Growth
+$636M
(-10%)
Cap. Flow
-$18.3M
Cap. Flow
% of AUM
-2.88%
Top 10 Holdings %
Top 10 Hldgs %
16.49%
Holding
1,962
New
609
Increased
242
Reduced
271
Closed
637
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$22.8M |
| 2 |
iShares S&P 100 ETF
OEF
|
$7.85M |
| 3 |
iShares Short Treasury Bond ETF
SHV
|
$7.69M |
| 4 |
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
$7.21M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$7.2M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$10.9M |
| 2 |
Lockheed Martin
LMT
|
$9.16M |
| 3 |
Mastercard
MA
|
$8.75M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
$6.64M |
| 5 |
Comcast
CMCSA
|
$5.37M |
Sector Composition
| 1 | Financials | 9.3% |
| 2 | Technology | 5.72% |
| 3 | Consumer Discretionary | 5.66% |
| 4 | Industrials | 5.41% |
| 5 | Healthcare | 4.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Financial Select Sector SPDR Fund
XLF
$54.1B
| $24.7M | 0.3% | 1,035,246 +957,479 | +1,231% | +$22.8M |
|
|
2
iShares Short Treasury Bond ETF
SHV
$20.8B
| $14.5M | 0.18% | 131,230 +69,681 | +113% | +$7.69M |
|
|
3
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42.1B
| $12.4M | 0.15% | 135,567 +78,814 | +139% | +$7.21M |
|
4
CME Group
CME
$96B
| $9.72M | 0.12% | 51,672 +6,672 | +15% | +$1.26M |
|
|
5
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
| $9.6M | 0.12% | 114,850 +86,089 | +299% | +$7.2M |
|
|
6
iShares S&P 100 ETF
OEF
$22B
| $8.11M | 0.1% | 72,717 +70,344 | +2,964% | +$7.85M |
|
7
iShares Biotechnology ETF
IBB
$5.6B
| $7.29M | 0.09% | 75,618 +65,900 | +678% | +$6.35M |
|
8
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
| $6.94M | 0.08% | 136,623 +4,677 | +4% | +$238K |
|
9
iShares Russell 2000 Value ETF
IWN
$11.8B
| $6.33M | 0.08% | 58,843 +32,273 | +121% | +$3.47M |
|
10
iShares Russell 2000 Growth ETF
IWO
$12.4B
| $5.32M | 0.06% | +31,643 | New | +$5.32M |
|
11
SPDR Bloomberg High Yield Bond ETF
JNK
$8.1B
| $5.24M | 0.06% | 156,067 +109,895 | +238% | +$3.69M |
|
12
Meta Platforms (Facebook)
META
$1.86T
| $4.91M | 0.06% | 37,416 +14,708 | +65% | +$1.93M |
|
13
Costco
COST
$418B
| $4.25M | 0.05% | 20,843 +15,188 | +269% | +$3.09M |
|
14
Home Depot
HD
$405B
| $4.23M | 0.05% | +24,626 | New | +$4.23M |
|
15
Microsoft
MSFT
$3.77T
| $4.09M | 0.05% | 40,235 +24,212 | +151% | +$2.46M |
|
16
iShares US Aerospace & Defense ETF
ITA
$9.32B
| $3.98M | 0.05% | +23,024 | New | +$3.98M |
|
17
SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.78B
| $3.98M | 0.05% | 131,013 +108,167 | +473% | +$3.29M |
|
18
iShares MSCI EAFE ETF
EFA
$66B
| $3.92M | 0.05% | 66,745 +63,341 | +1,861% | +$3.72M |
|
19
Invesco S&P SmallCap Health Care ETF
PSCH
$145M
| $3.71M | 0.05% | +34,519 | New | +$3.71M |
|
20
iShares MSCI Japan ETF
EWJ
$15.3B
| $3.55M | 0.04% | 69,926 +64,344 | +1,153% | +$3.26M |
|
21
iShares US Financials ETF
IYF
$4.06B
| $3.52M | 0.04% | +33,087 | New | +$3.52M |
|
22
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $3.37M | 0.04% | +41,606 | New | +$3.37M |
|
23
iShares Floating Rate Bond ETF
FLOT
$9.15B
| $3.26M | 0.04% | 64,660 -3,337 | -5% | -$168K |
|
24
Amgen
AMGN
$155B
| $3.15M | 0.04% | 16,171 +14,587 | +921% | +$2.84M |
|
25
Intuit
INTU
$186B
| $3.06M | 0.04% | 15,539 -4,833 | -24% | -$951K |
|