TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
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
+$660M
(+36%)
Cap. Flow
+$163M
Cap. Flow
% of AUM
24.75%
Top 10 Holdings %
Top 10 Hldgs %
33.17%
Holding
1,567
New
463
Increased
199
Reduced
187
Closed
415
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 | 4.47% |
| 4 | Healthcare | 3.91% |
| 5 | Consumer Discretionary | 3.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $124M | 1.29% | 422,580 +285,167 | +208% | +$83.6M |
|
|
2
Invesco QQQ Trust
QQQ
$364B
| $23.9M | 0.25% | 127,884 +117,551 | +1,138% | +$22M |
|
|
3
iShares Russell 1000 Growth ETF
IWF
$116B
| $11.9M | 0.12% | 75,841 +55,204 | +268% | +$8.69M |
|
|
4
VanEck Semiconductor ETF
SMH
$27B
| $11.1M | 0.12% | 100,388 +92,437 | +1,163% | +$10.2M |
|
5
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
| $9.18M | 0.1% | 34,535 +14,181 | +70% | +$3.77M |
|
6
CME Group
CME
$96B
| $8.74M | 0.09% | 45,046 +46 | +0.1% | +$8.93K |
|
7
iShares Russell 2000 Value ETF
IWN
$11.8B
| $8.17M | 0.09% | 67,765 -24,860 | -27% | -$3M |
|
8
Vanguard Total Stock Market ETF
VTI
$526B
| $7.72M | 0.08% | 51,449 +38,620 | +301% | +$5.8M |
|
9
Energy Select Sector SPDR Fund
XLE
$27.6B
| $7.38M | 0.08% | 115,817 +97,494 | +532% | +$6.21M |
|
10
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.18B
| $7.07M | 0.07% | 113,398 +19,433 | +21% | +$1.21M |
|
|
11
ProShares UltraPro S&P 500
UPRO
$4.46B
| $6.81M | 0.07% | 125,671 +118,403 | +1,629% | +$6.41M |
|
12
iShares Russell 2000 Growth ETF
IWO
$12.4B
| $6.73M | 0.07% | 33,505 +562 | +2% | +$113K |
|
13
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.45B
| $6.32M | 0.07% | 123,112 +22,284 | +22% | +$1.14M |
|
14
Invesco S&P 500 Equal Weight ETF
RSP
$74.2B
| $6.07M | 0.06% | 56,280 +9,142 | +19% | +$986K |
|
15
ProShares Ultra S&P500
SSO
$7.16B
| $5.7M | 0.06% | 45,220 +36,003 | +391% | +$4.54M |
|
16
iShares Russell 1000 ETF
IWB
$43.2B
| $5.65M | 0.06% | +34,726 | New | +$5.65M |
|
17
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $5.65M | 0.06% | 64,778 +48,668 | +302% | +$4.24M |
|
|
AGN
18
DELISTED
Allergan plc
AGN
| $4.79M | 0.05% | 28,616 +24,243 | +554% | +$4.06M |
|
19
iShares Russell 1000 Value ETF
IWD
$63.5B
| $4.64M | 0.05% | +36,481 | New | +$4.64M |
|
20
iShares Russell 2000 ETF
IWM
$67B
| $4.59M | 0.05% | 29,497 +26,147 | +781% | +$4.07M |
|
21
iShares Core S&P Small-Cap ETF
IJR
$85.2B
| $4.19M | 0.04% | 53,577 -27,418 | -34% | -$2.15M |
|
22
Delta Air Lines
DAL
$40.3B
| $3.84M | 0.04% | +67,592 | New | +$3.84M |
|
23
ProShares UltraPro QQQ
TQQQ
$26B
| $3.77M | 0.04% | 60,955 +49,424 | +429% | +$3.05M |
|
24
iShares S&P 100 ETF
OEF
$22B
| $3.75M | 0.04% | 28,949 +14,022 | +94% | +$1.82M |
|
25
Meta Platforms (Facebook)
META
$1.86T
| $3.62M | 0.04% | +18,734 | New | +$3.62M |
|