TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
This Quarter Return
+0.53%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$485M
AUM Growth
+$485M
(-24%)
Cap. Flow
-$186M
Cap. Flow
% of AUM
-38.37%
Top 10 Holdings %
Top 10 Hldgs %
23.27%
Holding
1,736
New
392
Increased
163
Reduced
247
Closed
712
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$36M |
| 2 |
Health Care Select Sector SPDR Fund
XLV
|
$8.61M |
| 3 |
Industrial Select Sector SPDR Fund
XLI
|
$7.15M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
$6.25M |
| 5 |
Direxion Daily Small Cap Bull 3x Shares
TNA
|
$5.74M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$23.9M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
$7.69M |
| 4 |
iShares S&P 100 ETF
OEF
|
$7.24M |
| 5 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$5.61M |
Sector Composition
| 1 | Financials | 9.04% |
| 2 | Consumer Discretionary | 5.52% |
| 3 | Technology | 4.22% |
| 4 | Communication Services | 3.96% |
| 5 | Healthcare | 3.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $38.8M | 0.35% | 137,413 +127,458 | +1,280% | +$36M |
|
2
iShares Short Treasury Bond ETF
SHV
$20.8B
| $14M | 0.13% | 126,320 -4,910 | -4% | -$543K |
|
3
iShares Russell 2000 Value ETF
IWN
$11.8B
| $11.1M | 0.1% | 92,625 +33,782 | +57% | +$4.05M |
|
|
4
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $8.61M | 0.08% | +93,798 | New | +$8.61M |
|
5
CME Group
CME
$96B
| $7.41M | 0.07% | 45,000 -6,672 | -13% | -$1.1M |
|
6
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$42.1B
| $7.39M | 0.07% | 80,642 -54,925 | -41% | -$5.03M |
|
|
7
Industrial Select Sector SPDR Fund
XLI
$23.3B
| $7.15M | 0.06% | +95,283 | New | +$7.15M |
|
8
iShares Russell 2000 Growth ETF
IWO
$12.4B
| $6.48M | 0.06% | 32,943 +1,300 | +4% | +$256K |
|
|
9
iShares Core S&P Small-Cap ETF
IJR
$85.2B
| $6.25M | 0.06% | +80,995 | New | +$6.25M |
|
|
10
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.18B
| $5.74M | 0.05% | +93,965 | New | +$5.74M |
|
11
SPDR Gold Trust
GLD
$107B
| $5.46M | 0.05% | 44,745 +40,717 | +1,011% | +$4.97M |
|
12
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
| $5.27M | 0.05% | +20,354 | New | +$5.27M |
|
13
Invesco S&P 500 Equal Weight ETF
RSP
$74.2B
| $4.92M | 0.04% | +47,138 | New | +$4.92M |
|
14
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.45B
| $4.72M | 0.04% | 100,828 +38,055 | +61% | +$1.78M |
|
15
iShares MSCI Emerging Markets ETF
EEM
$19B
| $4.29M | 0.04% | 100,054 +76,848 | +331% | +$3.3M |
|
16
iShares MSCI Canada ETF
EWC
$3.21B
| $3.93M | 0.04% | 142,298 +76,611 | +117% | +$2.12M |
|
17
iShares US Financials ETF
IYF
$4.06B
| $3.92M | 0.04% | 33,213 +126 | +0.4% | +$14.9K |
|
18
Alphabet (Google) Class C
GOOG
$2.58T
| $3.89M | 0.03% | 3,311 +3,001 | +968% | +$3.52M |
|
19
SPDR S&P Regional Banking ETF
KRE
$3.99B
| $3.21M | 0.03% | 62,437 +21,805 | +54% | +$1.12M |
|
20
Vanguard Total Bond Market
BND
$134B
| $3.14M | 0.03% | +38,702 | New | +$3.14M |
|
21
iShares Russell 1000 Growth ETF
IWF
$116B
| $3.12M | 0.03% | 20,637 +1,480 | +8% | +$224K |
|
22
Visa
V
$683B
| $2.95M | 0.03% | +18,903 | New | +$2.95M |
|
23
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.2B
| $2.84M | 0.03% | 24,924 +4,120 | +20% | +$469K |
|
|
24
Alphabet (Google) Class A
GOOGL
$2.57T
| $2.72M | 0.02% | 2,314 +1,392 | +151% | +$1.64M |
|
|
25
Financial Select Sector SPDR Fund
XLF
$54.1B
| $2.68M | 0.02% | 104,325 -930,921 | -90% | -$23.9M |
|