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
-$255M
Cap. Flow %
-24.89%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
124
Reduced
100
Closed
513

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
CSM icon
151
ProShares Large Cap Core Plus
CSM
$467M
$656K 0.01%
+22,170
New +$656K
FDT icon
152
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$608M
$650K 0.01%
16,334
+9,793
+150% +$390K
TJX icon
153
TJX Companies
TJX
$155B
$649K 0.01%
+13,568
New +$649K
WPM icon
154
Wheaton Precious Metals
WPM
$46.5B
$646K 0.01%
23,460
+3,544
+18% +$97.6K
FTSL icon
155
First Trust Senior Loan Fund ETF
FTSL
$2.4B
$627K 0.01%
+14,998
New +$627K
SPY icon
156
SPDR S&P 500 ETF Trust
SPY
$656B
$621K 0.01%
2,410
-1,299,522
-100% -$335M
ADSK icon
157
Autodesk
ADSK
$67.6B
$617K 0.01%
+3,954
New +$617K
ACWI icon
158
iShares MSCI ACWI ETF
ACWI
$22B
$615K 0.01%
9,836
-6,117
-38% -$382K
ENB icon
159
Enbridge
ENB
$105B
$610K 0.01%
20,976
+10,350
+97% +$301K
VYMI icon
160
Vanguard International High Dividend Yield ETF
VYMI
$11.7B
$609K 0.01%
+13,450
New +$609K
RWK icon
161
Invesco S&P MidCap 400 Revenue ETF
RWK
$980M
$603K 0.01%
+14,667
New +$603K
PEY icon
162
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
$582K 0.01%
+44,909
New +$582K
TBF icon
163
ProShares Short 20+ Year Treasury ETF
TBF
$71.6M
$580K 0.01%
37,360
+22,889
+158% +$355K
BHP icon
164
BHP
BHP
$142B
$579K 0.01%
17,682
-63,043
-78% -$2.06M
SVXY icon
165
ProShares Short VIX Short-Term Futures ETF
SVXY
$246M
$579K 0.01%
+37,366
New +$579K
SMMV icon
166
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
$338M
$578K 0.01%
+22,341
New +$578K
CFA icon
167
VictoryShares US 500 Volatility Wtd ETF
CFA
$529M
$577K 0.01%
+13,600
New +$577K
RDIV icon
168
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$848M
$575K 0.01%
+24,796
New +$575K
JHMM icon
169
John Hancock Multifactor Mid Cap ETF
JHMM
$4.29B
$567K 0.01%
+19,971
New +$567K
IBDM
170
DELISTED
iShares iBonds Dec 2021 Term Corporate ETF
IBDM
$562K 0.01%
+22,792
New +$562K
VOX icon
171
Vanguard Communication Services ETF
VOX
$5.74B
$560K 0.01%
+7,357
New +$560K
BYND icon
172
Beyond Meat
BYND
$178M
$559K 0.01%
+8,389
New +$559K
SDOW icon
173
ProShares UltraPro Short Dow 30
SDOW
$178M
$556K 0.01%
+721
New +$556K
GM icon
174
General Motors
GM
$55B
$544K 0.01%
26,196
+9,805
+60% +$204K
SPGP icon
175
Invesco S&P 500 GARP ETF
SPGP
$2.73B
$543K 0.01%
+12,186
New +$543K
5 6
7
8 9