TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
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
-$262M
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
TSM icon
201
TSMC
TSM
$1.26T
$485K 0.01%
+10,157
New +$485K
DBEU icon
202
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$696M
$483K 0.01%
+19,963
New +$483K
AZO icon
203
AutoZone
AZO
$70.6B
$480K 0.01%
567
-564
-50% -$477K
IDLV icon
204
Invesco S&P International Developed Low Volatility ETF
IDLV
$330M
$469K 0.01%
+17,840
New +$469K
AMD icon
205
Advanced Micro Devices
AMD
$245B
$458K 0.01%
10,068
+4,547
+82% +$207K
CHNG
206
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$456K 0.01%
+45,646
New +$456K
RDS.B
207
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$452K 0.01%
+13,847
New +$452K
IBDN
208
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
$449K 0.01%
+18,129
New +$449K
ROBO icon
209
ROBO Global Robotics & Automation Index ETF
ROBO
$1.11B
$448K 0.01%
+13,345
New +$448K
FYX icon
210
First Trust Small Cap Core AlphaDEX Fund
FYX
$889M
$446K 0.01%
+10,837
New +$446K
EZM icon
211
WisdomTree US MidCap Fund
EZM
$824M
$443K 0.01%
+16,772
New +$443K
PBP icon
212
Invesco S&P 500 BuyWrite ETF
PBP
$292M
$442K 0.01%
+26,410
New +$442K
GGB icon
213
Gerdau
GGB
$6.39B
$441K 0.01%
+290,625
New +$441K
UPRO icon
214
ProShares UltraPro S&P 500
UPRO
$4.49B
$440K 0.01%
+31,816
New +$440K
INFY icon
215
Infosys
INFY
$67.9B
$436K 0.01%
53,103
+27,609
+108% +$227K
FPX icon
216
First Trust US Equity Opportunities ETF
FPX
$1.03B
$435K 0.01%
+6,897
New +$435K
POWA icon
217
Invesco Bloomberg Pricing Power ETF
POWA
$190M
$434K 0.01%
9,690
+4,262
+79% +$191K
GBIL icon
218
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$6.25B
$432K 0.01%
+4,291
New +$432K
DIS icon
219
Walt Disney
DIS
$212B
$431K 0.01%
+4,458
New +$431K
SU icon
220
Suncor Energy
SU
$48.5B
$425K 0.01%
+26,869
New +$425K
VNQI icon
221
Vanguard Global ex-US Real Estate ETF
VNQI
$3.55B
$425K 0.01%
+9,910
New +$425K
WGO icon
222
Winnebago Industries
WGO
$1.03B
$423K 0.01%
+15,227
New +$423K
EWH icon
223
iShares MSCI Hong Kong ETF
EWH
$712M
$421K 0.01%
21,132
+9,220
+77% +$184K
SCHZ icon
224
Schwab US Aggregate Bond ETF
SCHZ
$8.9B
$419K 0.01%
+15,444
New +$419K
FDL icon
225
First Trust Morningstar Dividend Leaders Index Fund
FDL
$5.77B
$417K 0.01%
+18,690
New +$417K
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