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
COF icon
101
Capital One
COF
$142B
$1.01M 0.02%
+20,046
New +$1.01M
SCHV icon
102
Schwab US Large-Cap Value ETF
SCHV
$13.1B
$973K 0.02%
+21,982
New +$973K
GOOG icon
103
Alphabet (Google) Class C
GOOG
$2.79T
$956K 0.02%
822
-59
-7% -$68.6K
PRFZ icon
104
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.52B
$949K 0.02%
+10,613
New +$949K
PKW icon
105
Invesco BuyBack Achievers ETF
PKW
$1.45B
$933K 0.02%
+19,259
New +$933K
EEM icon
106
iShares MSCI Emerging Markets ETF
EEM
$19B
$932K 0.02%
27,310
-140,918
-84% -$4.81M
SUB icon
107
iShares Short-Term National Muni Bond ETF
SUB
$10.2B
$913K 0.02%
+8,591
New +$913K
IWR icon
108
iShares Russell Mid-Cap ETF
IWR
$44B
$910K 0.02%
+21,078
New +$910K
RWJ icon
109
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$1.59B
$896K 0.02%
+21,358
New +$896K
SDOG icon
110
ALPS Sector Dividend Dogs ETF
SDOG
$1.23B
$892K 0.02%
+28,506
New +$892K
ITM icon
111
VanEck Intermediate Muni ETF
ITM
$1.93B
$891K 0.02%
+18,134
New +$891K
TIP icon
112
iShares TIPS Bond ETF
TIP
$13.5B
$885K 0.02%
+7,506
New +$885K
SLV icon
113
iShares Silver Trust
SLV
$20.2B
$880K 0.02%
+67,410
New +$880K
PFE icon
114
Pfizer
PFE
$141B
$880K 0.02%
+26,946
New +$880K
SLB icon
115
Schlumberger
SLB
$52.2B
$855K 0.02%
+63,364
New +$855K
FXL icon
116
First Trust Technology AlphaDEX Fund
FXL
$1.34B
$845K 0.02%
+14,234
New +$845K
GILD icon
117
Gilead Sciences
GILD
$140B
$839K 0.02%
11,221
+1,368
+14% +$102K
QQEW icon
118
First Trust NASDAQ-100 Equal Weighted Index Fund
QQEW
$1.85B
$837K 0.02%
+13,428
New +$837K
IJS icon
119
iShares S&P Small-Cap 600 Value ETF
IJS
$6.53B
$832K 0.02%
8,326
+3,176
+62% +$317K
PDP icon
120
Invesco Dorsey Wright Momentum ETF
PDP
$1.27B
$798K 0.02%
+14,786
New +$798K
GSIE icon
121
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$4.18B
$798K 0.02%
+34,603
New +$798K
VNQ icon
122
Vanguard Real Estate ETF
VNQ
$34.1B
$795K 0.02%
11,384
+1,014
+10% +$70.8K
DVY icon
123
iShares Select Dividend ETF
DVY
$20.6B
$795K 0.02%
10,807
-5,126
-32% -$377K
SMH icon
124
VanEck Semiconductor ETF
SMH
$26.6B
$792K 0.02%
6,760
-26,082
-79% -$3.06M
RODM icon
125
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.22B
$789K 0.02%
+35,785
New +$789K
3 4
5
6 7