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
BFH icon
76
Bread Financial
BFH
$3.07B
$225K 0.38%
+965
New +$225K
VXUS icon
77
Vanguard Total International Stock ETF
VXUS
$101B
$225K 0.38%
4,475
-682
-13% -$34.3K
BAC icon
78
Bank of America
BAC
$371B
$224K 0.37%
13,174
-19,597
-60% -$333K
IAT icon
79
iShares US Regional Banks ETF
IAT
$647M
$224K 0.37%
+6,129
New +$224K
EWJ icon
80
iShares MSCI Japan ETF
EWJ
$15.2B
$223K 0.37%
4,351
-3,896
-47% -$200K
IDV icon
81
iShares International Select Dividend ETF
IDV
$5.7B
$222K 0.37%
+6,858
New +$222K
IWV icon
82
iShares Russell 3000 ETF
IWV
$16.5B
$218K 0.36%
1,759
-3,939
-69% -$488K
IAU icon
83
iShares Gold Trust
IAU
$52.2B
$216K 0.36%
9,527
-7,329
-43% -$166K
REZ icon
84
iShares Residential and Multisector Real Estate ETF
REZ
$799M
$215K 0.36%
+3,832
New +$215K
SHM icon
85
SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.44B
$212K 0.35%
+4,360
New +$212K
AES icon
86
AES
AES
$9.42B
$210K 0.35%
+15,839
New +$210K
LYG icon
87
Lloyds Banking Group
LYG
$63.6B
$210K 0.35%
38,589
+9,929
+35% +$54K
QUAL icon
88
iShares MSCI USA Quality Factor ETF
QUAL
$54.1B
$210K 0.35%
+3,320
New +$210K
IGE icon
89
iShares North American Natural Resources ETF
IGE
$620M
$206K 0.34%
+5,689
New +$206K
MDIV icon
90
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$434M
$206K 0.34%
+10,302
New +$206K
SAM icon
91
Boston Beer
SAM
$2.38B
$206K 0.34%
+886
New +$206K
CYS
92
DELISTED
CYS Investments Inc.
CYS
$205K 0.34%
+26,543
New +$205K
DEG
93
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$203K 0.34%
+9,862
New +$203K
BLV icon
94
Vanguard Long-Term Bond ETF
BLV
$5.53B
$202K 0.34%
+2,308
New +$202K
DGS icon
95
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.63B
$202K 0.34%
+4,646
New +$202K
FXL icon
96
First Trust Technology AlphaDEX Fund
FXL
$1.34B
$202K 0.34%
+5,723
New +$202K
CBRL icon
97
Cracker Barrel
CBRL
$1.22B
$201K 0.34%
+1,350
New +$201K
MUFG icon
98
Mitsubishi UFJ Financial
MUFG
$171B
$192K 0.32%
+26,548
New +$192K
HCBK
99
DELISTED
HUDSON CITY BANCORP INC
HCBK
$186K 0.31%
+18,795
New +$186K
AA icon
100
Alcoa
AA
$8.05B
$182K 0.3%
+6,789
New +$182K
2 3
4
5 6