TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
-6.16%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$63.7M
AUM Growth
+$63.7M
Cap. Flow
+$4.42M
Cap. Flow %
6.94%
Top 10 Hldgs %
25.56%
Holding
340
New
164
Increased
21
Reduced
23
Closed
126

Top Buys

1
TIP icon
iShares TIPS Bond ETF
TIP
$1.69M
2
AZO icon
AutoZone
AZO
$1.45M
3
EWU icon
iShares MSCI United Kingdom ETF
EWU
$1.32M
4
XLI icon
Industrial Select Sector SPDR Fund
XLI
$1.15M
5
SSO icon
ProShares Ultra S&P500
SSO
$1.11M

Top Sells

1
QQQ icon
Invesco QQQ Trust
QQQ
$6.47M
2
SPY icon
SPDR S&P 500 ETF Trust
SPY
$3.74M
3
CVS icon
CVS Health
CVS
$1.81M
4
TZA icon
Direxion Daily Small Cap Bear 3x Shares
TZA
$1.58M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$1.26M

Sector Composition

1 Financials 12.26%
2 Consumer Discretionary 5.56%
3 Healthcare 3.8%
4 Technology 3.09%
5 Communication Services 2.9%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
GLW icon
76
Corning
GLW
$59.4B
$294K 0.46%
+17,177
New +$294K
KGC icon
77
Kinross Gold
KGC
$26.6B
$294K 0.46%
+171,018
New +$294K
FXR icon
78
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$1.86B
$293K 0.46%
+11,350
New +$293K
IGOV icon
79
iShares 1-3 Year International Treasury Bond ETF
IGOV
$1.11B
$280K 0.44%
+6,134
New +$280K
AMG icon
80
Affiliated Managers Group
AMG
$6.55B
$278K 0.44%
+1,627
New +$278K
OKS
81
DELISTED
Oneok Partners LP
OKS
$277K 0.44%
+9,457
New +$277K
XLU icon
82
Utilities Select Sector SPDR Fund
XLU
$20.8B
$275K 0.43%
+6,353
New +$275K
IDV icon
83
iShares International Select Dividend ETF
IDV
$5.7B
$274K 0.43%
9,724
+2,866
+42% +$80.8K
VIG icon
84
Vanguard Dividend Appreciation ETF
VIG
$95.1B
$274K 0.43%
+3,710
New +$274K
XME icon
85
SPDR S&P Metals & Mining ETF
XME
$2.28B
$271K 0.43%
+16,222
New +$271K
IUSV icon
86
iShares Core S&P US Value ETF
IUSV
$21.9B
$270K 0.42%
+6,651
New +$270K
PKW icon
87
Invesco BuyBack Achievers ETF
PKW
$1.45B
$265K 0.42%
+6,042
New +$265K
SAM icon
88
Boston Beer
SAM
$2.38B
$264K 0.41%
1,255
+369
+42% +$77.6K
USO icon
89
United States Oil Fund
USO
$967M
$263K 0.41%
+2,241
New +$263K
EWI icon
90
iShares MSCI Italy ETF
EWI
$707M
$262K 0.41%
9,136
+3,998
+78% +$115K
SQQQ icon
91
ProShares UltraPro Short QQQ
SQQQ
$2.39B
$260K 0.41%
+5
New +$260K
TZA icon
92
Direxion Daily Small Cap Bear 3x Shares
TZA
$302M
$258K 0.41%
122
-749
-86% -$1.58M
EEV icon
93
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$3.28M
$257K 0.4%
+2,081
New +$257K
DLX icon
94
Deluxe
DLX
$852M
$255K 0.4%
+4,568
New +$255K
ABBV icon
95
AbbVie
ABBV
$374B
$252K 0.4%
+4,638
New +$252K
UHS icon
96
Universal Health Services
UHS
$11.6B
$252K 0.4%
+2,023
New +$252K
MDIV icon
97
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$434M
$248K 0.39%
13,472
+3,170
+31% +$58.4K
EMHY icon
98
iShares JPMorgan EM High Yield Bond ETF
EMHY
$492M
$240K 0.38%
+5,300
New +$240K
FCX icon
99
Freeport-McMoran
FCX
$66.3B
$240K 0.38%
+24,799
New +$240K
DWX icon
100
SPDR S&P International Dividend ETF
DWX
$486M
$239K 0.38%
+7,031
New +$239K
2 3
4
5 6