TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-3.78%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.02B
AUM Growth
-$262M
Cap. Flow
-$255M
Cap. Flow %
-24.89%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
124
Reduced
100
Closed
513

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
+$88.4M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$30M
3
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.7M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$335M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$32.2M
3
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$7.06M
4
SHV icon
iShares Short Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$4.81M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PSCT icon
226
Invesco S&P SmallCap Information Technology ETF
PSCT
$278M
$417K 0.01%
+17,616
New +$417K
CL icon
227
Colgate-Palmolive
CL
$68.1B
$414K 0.01%
6,246
-19,072
-75% -$1.26M
DWM icon
228
WisdomTree International Equity Fund
DWM
$598M
$411K 0.01%
10,404
+4,412
+74% +$174K
KDP icon
229
Keurig Dr Pepper
KDP
$37.8B
$404K 0.01%
16,639
+2,957
+22% +$71.8K
CWI icon
230
SPDR MSCI ACWI ex-US ETF
CWI
$1.99B
$400K 0.01%
20,308
+2,325
+13% +$45.8K
BLV icon
231
Vanguard Long-Term Bond ETF
BLV
$5.67B
$400K 0.01%
+3,752
New +$400K
SPXL icon
232
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.58B
$400K 0.01%
15,362
+8,699
+131% +$227K
STIP icon
233
iShares 0-5 Year TIPS Bond ETF
STIP
$12.7B
$400K 0.01%
+4,008
New +$400K
FM
234
DELISTED
iShares Frontier and Select EM ETF
FM
$400K 0.01%
+18,717
New +$400K
EES icon
235
WisdomTree US SmallCap Earnings Fund
EES
$633M
$399K 0.01%
+17,883
New +$399K
KSU
236
DELISTED
Kansas City Southern
KSU
$399K 0.01%
+3,141
New +$399K
FYC icon
237
First Trust Small Cap Growth AlphaDEX Fund
FYC
$537M
$395K 0.01%
+12,127
New +$395K
MLPX icon
238
Global X MLP & Energy Infrastructure ETF
MLPX
$2.57B
$395K 0.01%
+21,440
New +$395K
EWT icon
239
iShares MSCI Taiwan ETF
EWT
$6.38B
$390K 0.01%
+11,823
New +$390K
KMI icon
240
Kinder Morgan
KMI
$59.4B
$382K 0.01%
+27,429
New +$382K
SQQQ icon
241
ProShares UltraPro Short QQQ
SQQQ
$2.29B
$378K 0.01%
+155
New +$378K
ITB icon
242
iShares US Home Construction ETF
ITB
$3.25B
$376K 0.01%
12,988
-6,680
-34% -$193K
HES
243
DELISTED
Hess
HES
$374K 0.01%
+11,236
New +$374K
OIH icon
244
VanEck Oil Services ETF
OIH
$849M
$372K 0.01%
4,621
-11,419
-71% -$919K
EMR icon
245
Emerson Electric
EMR
$74.2B
$370K 0.01%
+7,762
New +$370K
MRO
246
DELISTED
Marathon Oil Corporation
MRO
$368K 0.01%
111,946
+101,423
+964% +$333K
FEX icon
247
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.36B
$367K 0.01%
+7,706
New +$367K
TROW icon
248
T Rowe Price
TROW
$23.6B
$367K 0.01%
+3,758
New +$367K
HEWJ icon
249
iShares Currency Hedged MSCI Japan ETF
HEWJ
$389M
$366K 0.01%
+13,456
New +$366K
EWS icon
250
iShares MSCI Singapore ETF
EWS
$802M
$363K 0.01%
+20,903
New +$363K
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