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
FXO icon
126
First Trust Financials AlphaDEX Fund
FXO
$2.23B
$789K 0.02%
+37,339
New +$789K
VGLT icon
127
Vanguard Long-Term Treasury ETF
VGLT
$9.83B
$782K 0.02%
+7,737
New +$782K
DXD icon
128
ProShares UltraShort Dow 30
DXD
$52.5M
$772K 0.02%
+26,735
New +$772K
EDV icon
129
Vanguard World Funds Extended Duration ETF
EDV
$3.51B
$761K 0.02%
+4,541
New +$761K
IJJ icon
130
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8B
$758K 0.02%
+6,906
New +$758K
XMMO icon
131
Invesco S&P MidCap Momentum ETF
XMMO
$4.29B
$752K 0.02%
+15,322
New +$752K
RWL icon
132
Invesco S&P 500 Revenue ETF
RWL
$6.25B
$751K 0.02%
+17,098
New +$751K
SDY icon
133
SPDR S&P Dividend ETF
SDY
$20.4B
$747K 0.02%
+9,360
New +$747K
GUNR icon
134
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$4.97B
$739K 0.02%
32,821
+25,770
+365% +$580K
V icon
135
Visa
V
$681B
$726K 0.02%
+4,503
New +$726K
GLW icon
136
Corning
GLW
$59.4B
$725K 0.02%
+35,285
New +$725K
MU icon
137
Micron Technology
MU
$133B
$722K 0.02%
17,161
+10,303
+150% +$433K
SHY icon
138
iShares 1-3 Year Treasury Bond ETF
SHY
$24.5B
$717K 0.02%
8,269
-47,635
-85% -$4.13M
FDS icon
139
Factset
FDS
$14B
$708K 0.02%
2,715
-860
-24% -$224K
FV icon
140
First Trust Dorsey Wright Focus 5 ETF
FV
$3.69B
$700K 0.02%
+27,234
New +$700K
NVDA icon
141
NVIDIA
NVDA
$4.15T
$697K 0.02%
+2,646
New +$697K
NXPI icon
142
NXP Semiconductors
NXPI
$57.5B
$691K 0.02%
+8,329
New +$691K
CM icon
143
Canadian Imperial Bank of Commerce
CM
$72.9B
$685K 0.02%
+11,816
New +$685K
EWC icon
144
iShares MSCI Canada ETF
EWC
$3.22B
$682K 0.02%
+31,196
New +$682K
MELI icon
145
Mercado Libre
MELI
$120B
$663K 0.01%
+1,357
New +$663K
FVD icon
146
First Trust Value Line Dividend Fund
FVD
$9.1B
$662K 0.01%
23,926
-66
-0.3% -$1.83K
LUV icon
147
Southwest Airlines
LUV
$17B
$662K 0.01%
+18,578
New +$662K
BSJK
148
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$662K 0.01%
+28,785
New +$662K
SSO icon
149
ProShares Ultra S&P500
SSO
$7.13B
$661K 0.01%
7,439
+3,968
+114% +$353K
DEM icon
150
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.1B
$658K 0.01%
+20,413
New +$658K
4 5
6
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