TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$1.02B
Cap. Flow
-$126M
Cap. Flow %
-12.33%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
123
Reduced
101
Closed
514

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
GLD icon
76
SPDR Gold Trust
GLD
$111B
$1.39M 0.03%
9,361
+3,287
+54% +$487K
COST icon
77
Costco
COST
$421B
$1.38M 0.03%
+4,839
New +$1.38M
IBB icon
78
iShares Biotechnology ETF
IBB
$5.68B
$1.37M 0.03%
+12,685
New +$1.37M
BAC icon
79
Bank of America
BAC
$371B
$1.35M 0.03%
+63,537
New +$1.35M
PSQ icon
80
ProShares Short QQQ
PSQ
$513M
$1.33M 0.03%
+52,298
New +$1.33M
SPTI icon
81
SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$9.01B
$1.29M 0.03%
+38,930
New +$1.29M
RSP icon
82
Invesco S&P 500 Equal Weight ETF
RSP
$73.5B
$1.28M 0.03%
15,212
-7,482
-33% -$629K
XBI icon
83
SPDR S&P Biotech ETF
XBI
$5.29B
$1.25M 0.03%
+16,103
New +$1.25M
MS icon
84
Morgan Stanley
MS
$237B
$1.24M 0.03%
+36,385
New +$1.24M
MNA icon
85
IQ ARB Merger Arbitrage ETF
MNA
$256M
$1.24M 0.03%
+41,010
New +$1.24M
FDX icon
86
FedEx
FDX
$53.2B
$1.19M 0.03%
9,773
+3,151
+48% +$382K
ADI icon
87
Analog Devices
ADI
$120B
$1.17M 0.03%
13,094
+3,798
+41% +$341K
XYZ
88
Block, Inc.
XYZ
$46.2B
$1.17M 0.03%
22,350
+15,093
+208% +$791K
VMW
89
DELISTED
VMware, Inc
VMW
$1.17M 0.03%
9,625
+4,611
+92% +$559K
BA icon
90
Boeing
BA
$176B
$1.16M 0.03%
+7,788
New +$1.16M
PRF icon
91
Invesco FTSE RAFI US 1000 ETF
PRF
$8.06B
$1.16M 0.03%
+12,529
New +$1.16M
XLU icon
92
Utilities Select Sector SPDR Fund
XLU
$20.8B
$1.14M 0.03%
20,611
-7,117
-26% -$394K
C icon
93
Citigroup
C
$175B
$1.09M 0.02%
25,846
+21,732
+528% +$916K
WMT icon
94
Walmart
WMT
$793B
$1.08M 0.02%
9,512
+6,325
+198% +$719K
TOTL icon
95
SPDR DoubleLine Total Return Tactical ETF
TOTL
$3.85B
$1.08M 0.02%
+22,460
New +$1.08M
IVW icon
96
iShares S&P 500 Growth ETF
IVW
$63.2B
$1.05M 0.02%
+6,352
New +$1.05M
XHB icon
97
SPDR S&P Homebuilders ETF
XHB
$1.91B
$1.04M 0.02%
34,951
-18,107
-34% -$539K
SPSB icon
98
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.39B
$1.04M 0.02%
+34,365
New +$1.04M
LQD icon
99
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
$1.03M 0.02%
8,299
+4,468
+117% +$552K
TLT icon
100
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
$1.01M 0.02%
6,142
-1,669
-21% -$275K
2 3
4
5 6