TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
-0.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$850M
AUM Growth
+$850M
Cap. Flow
+$120M
Cap. Flow %
14.17%
Top 10 Hldgs %
27.41%
Holding
1,522
New
342
Increased
163
Reduced
183
Closed
504

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
$33.9M
2
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$22.6M
3
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.6M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$19.1M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$93.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
$23.9M
3
SMH icon
VanEck Semiconductor ETF
SMH
$11.1M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$9.18M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
$6.36M

Sector Composition

1 Financials 6.59%
2 Consumer Discretionary 4.85%
3 Energy 4.32%
4 Technology 3.85%
5 Healthcare 3.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CSCO icon
51
Cisco
CSCO
$268B
$3M 0.03%
60,691
+21,146
+53% +$1.04M
EWG icon
52
iShares MSCI Germany ETF
EWG
$2.49B
$2.95M 0.03%
109,575
+99,513
+989% +$2.68M
SJNK icon
53
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.85B
$2.92M 0.03%
107,956
+80,688
+296% +$2.18M
BIL icon
54
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$41.9B
$2.81M 0.03%
30,693
+24,660
+409% +$2.26M
EOG icon
55
EOG Resources
EOG
$65.8B
$2.8M 0.03%
37,661
+35,015
+1,323% +$2.6M
HES
56
DELISTED
Hess
HES
$2.78M 0.03%
45,928
+27,199
+145% +$1.65M
MPC icon
57
Marathon Petroleum
MPC
$54.4B
$2.65M 0.02%
43,610
+33,234
+320% +$2.02M
IYF icon
58
iShares US Financials ETF
IYF
$4.03B
$2.6M 0.02%
20,212
+2,987
+17% +$385K
UPRO icon
59
ProShares UltraPro S&P 500
UPRO
$4.43B
$2.56M 0.02%
46,286
-79,385
-63% -$4.39M
FIS icon
60
Fidelity National Information Services
FIS
$35.6B
$2.53M 0.02%
+19,083
New +$2.53M
GOOG icon
61
Alphabet (Google) Class C
GOOG
$2.79T
$2.52M 0.02%
2,070
+1,390
+204% +$1.69M
ACN icon
62
Accenture
ACN
$158B
$2.45M 0.02%
12,737
+5,880
+86% +$1.13M
SPXL icon
63
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.41B
$2.43M 0.02%
46,482
-76,630
-62% -$4.01M
NEM icon
64
Newmont
NEM
$82.8B
$2.37M 0.02%
62,383
+51,542
+475% +$1.95M
USO icon
65
United States Oil Fund
USO
$967M
$2.37M 0.02%
208,516
+74,786
+56% +$848K
OXY icon
66
Occidental Petroleum
OXY
$45.6B
$2.35M 0.02%
52,738
+27,087
+106% +$1.2M
COP icon
67
ConocoPhillips
COP
$118B
$2.34M 0.02%
41,009
+24,864
+154% +$1.42M
CRM icon
68
Salesforce
CRM
$245B
$2.3M 0.02%
+15,480
New +$2.3M
SLB icon
69
Schlumberger
SLB
$52.2B
$2.28M 0.02%
+66,666
New +$2.28M
DLTR icon
70
Dollar Tree
DLTR
$21.3B
$2.19M 0.02%
19,160
+11,383
+146% +$1.3M
XLB icon
71
Materials Select Sector SPDR Fund
XLB
$5.46B
$2.18M 0.02%
37,441
+22,650
+153% +$1.32M
RDS.A
72
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$2.18M 0.02%
36,992
+13,331
+56% +$785K
FDX icon
73
FedEx
FDX
$53.2B
$2.1M 0.02%
14,414
+12,098
+522% +$1.76M
BIIB icon
74
Biogen
BIIB
$20.8B
$2.09M 0.02%
8,980
+1,110
+14% +$258K
XOP icon
75
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.86B
$2.07M 0.02%
92,485
-8,617
-9% -$193K
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