TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
-1.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$60M
AUM Growth
+$60M
Cap. Flow
-$37.8M
Cap. Flow %
-62.98%
Top 10 Hldgs %
42.38%
Holding
338
New
133
Increased
17
Reduced
21
Closed
162

Top Buys

1
QQQ icon
Invesco QQQ Trust
QQQ
$6.47M
2
SPY icon
SPDR S&P 500 ETF Trust
SPY
$4.97M
3
CVS icon
CVS Health
CVS
$1.81M
4
TZA icon
Direxion Daily Small Cap Bear 3x Shares
TZA
$1.35M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$1.26M

Top Sells

1
XLI icon
Industrial Select Sector SPDR Fund
XLI
$14.3M
2
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$8.91M
3
XLF icon
Financial Select Sector SPDR Fund
XLF
$5.29M
4
XLB icon
Materials Select Sector SPDR Fund
XLB
$3.69M
5
XLP icon
Consumers Staples Select Sector SPDR Fund
XLP
$3.61M

Sector Composition

1 Financials 11.3%
2 Healthcare 7.57%
3 Technology 4.09%
4 Consumer Discretionary 3.99%
5 Communication Services 3.32%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
IWM icon
26
iShares Russell 2000 ETF
IWM
$66.6B
$465K 0.78%
+3,726
New +$465K
RAD
27
DELISTED
Rite Aid Corporation
RAD
$465K 0.78%
2,782
+453
+19% +$75.7K
SHAK icon
28
Shake Shack
SHAK
$4.23B
$454K 0.76%
+7,538
New +$454K
JNK icon
29
SPDR Bloomberg High Yield Bond ETF
JNK
$8.07B
$439K 0.73%
+3,811
New +$439K
HAL icon
30
Halliburton
HAL
$18.4B
$433K 0.72%
+10,055
New +$433K
CSCO icon
31
Cisco
CSCO
$268B
$432K 0.72%
+15,732
New +$432K
IVE icon
32
iShares S&P 500 Value ETF
IVE
$40.9B
$431K 0.72%
+4,673
New +$431K
VTI icon
33
Vanguard Total Stock Market ETF
VTI
$524B
$417K 0.7%
+3,900
New +$417K
BIL icon
34
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$41.9B
$411K 0.69%
+4,495
New +$411K
SUSQ
35
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$399K 0.67%
+28,251
New +$399K
AMLP icon
36
Alerian MLP ETF
AMLP
$10.6B
$393K 0.66%
+5,046
New +$393K
PG icon
37
Procter & Gamble
PG
$370B
$391K 0.65%
+4,998
New +$391K
EWH icon
38
iShares MSCI Hong Kong ETF
EWH
$710M
$390K 0.65%
+17,306
New +$390K
EWS icon
39
iShares MSCI Singapore ETF
EWS
$790M
$378K 0.63%
15,028
-7,579
-34% -$191K
FRT icon
40
Federal Realty Investment Trust
FRT
$8.63B
$372K 0.62%
+2,902
New +$372K
XOP icon
41
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.86B
$372K 0.62%
+1,991
New +$372K
EWT icon
42
iShares MSCI Taiwan ETF
EWT
$6.1B
$358K 0.6%
+11,346
New +$358K
VWO icon
43
Vanguard FTSE Emerging Markets ETF
VWO
$96.5B
$352K 0.59%
+8,620
New +$352K
VDC icon
44
Vanguard Consumer Staples ETF
VDC
$7.61B
$347K 0.58%
+2,782
New +$347K
HPQ icon
45
HP
HPQ
$26.8B
$341K 0.57%
+25,021
New +$341K
VNQ icon
46
Vanguard Real Estate ETF
VNQ
$34.1B
$335K 0.56%
+4,489
New +$335K
OIL
47
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$334K 0.56%
+27,753
New +$334K
ODP icon
48
ODP
ODP
$637M
$301K 0.5%
+3,475
New +$301K
TNA icon
49
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.13B
$283K 0.47%
+6,334
New +$283K
KO icon
50
Coca-Cola
KO
$297B
$282K 0.47%
+7,178
New +$282K
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