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
SPIP icon
401
SPDR Portfolio TIPS ETF
SPIP
$987M
$212K ﹤0.01%
+7,304
New +$212K
PSCF icon
402
Invesco S&P SmallCap Financials ETF
PSCF
$19.3M
$211K ﹤0.01%
+5,872
New +$211K
BJAN icon
403
Innovator US Equity Buffer ETF January
BJAN
$293M
$209K ﹤0.01%
+8,468
New +$209K
MXI icon
404
iShares Global Materials ETF
MXI
$226M
$206K ﹤0.01%
+4,163
New +$206K
AZN icon
405
AstraZeneca
AZN
$252B
$205K ﹤0.01%
4,589
-5,128
-53% -$229K
FRI icon
406
First Trust S&P REIT Index Fund
FRI
$155M
$205K ﹤0.01%
+10,835
New +$205K
MAT icon
407
Mattel
MAT
$5.91B
$205K ﹤0.01%
23,319
+9,590
+70% +$84.3K
PCAR icon
408
PACCAR
PCAR
$51.2B
$205K ﹤0.01%
5,031
+324
+7% +$13.2K
YINN icon
409
Direxion Daily FTSE China Bull 3X Shares
YINN
$1.15B
$205K ﹤0.01%
884
-890
-50% -$206K
IQDF icon
410
FlexShares International Quality Dividend Index Fund
IQDF
$803M
$204K ﹤0.01%
+11,512
New +$204K
SAFT icon
411
Safety Insurance
SAFT
$1.09B
$204K ﹤0.01%
+2,416
New +$204K
BRX icon
412
Brixmor Property Group
BRX
$8.52B
$202K ﹤0.01%
21,213
+7,179
+51% +$68.4K
GCC icon
413
WisdomTree Enhanced Commodity Strategy Fund
GCC
$148M
$202K ﹤0.01%
+13,995
New +$202K
QQQE icon
414
Direxion NASDAQ-100 Equal Weighted Index Shares
QQQE
$1.21B
$202K ﹤0.01%
+4,337
New +$202K
REM icon
415
iShares Mortgage Real Estate ETF
REM
$618M
$202K ﹤0.01%
+10,818
New +$202K
WMB icon
416
Williams Companies
WMB
$70.3B
$199K ﹤0.01%
+14,065
New +$199K
CS
417
DELISTED
Credit Suisse Group
CS
$195K ﹤0.01%
+24,141
New +$195K
JNPR
418
DELISTED
Juniper Networks
JNPR
$193K ﹤0.01%
+10,066
New +$193K
TU icon
419
Telus
TU
$25B
$192K ﹤0.01%
+12,181
New +$192K
DISCK
420
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$189K ﹤0.01%
+10,756
New +$189K
CHEF icon
421
Chefs' Warehouse
CHEF
$2.63B
$187K ﹤0.01%
+18,598
New +$187K
DBO icon
422
Invesco DB Oil Fund
DBO
$228M
$185K ﹤0.01%
+30,184
New +$185K
WBIY icon
423
WBI Power FactorTM High Dividend ETF
WBIY
$57M
$184K ﹤0.01%
+12,084
New +$184K
EELV icon
424
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$398M
$182K ﹤0.01%
+10,370
New +$182K
IFV icon
425
First Trust Dorsey Wright International Focus 5 ETF
IFV
$173M
$181K ﹤0.01%
+13,180
New +$181K
15 16
17
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