TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
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
+$190M
Cap. Flow
+$120M
Cap. Flow %
14.13%
Top 10 Hldgs %
27.41%
Holding
1,522
New
340
Increased
163
Reduced
183
Closed
497

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
XME icon
1001
SPDR S&P Metals & Mining ETF
XME
$2.35B
– –
0
– –
XMMO icon
1002
Invesco S&P MidCap Momentum ETF
XMMO
$4.36B
– –
-10,653
Closed -$627K
MYSZ icon
1003
My Size
MYSZ
$4.17M
– –
-4
Closed -$9K
NBR icon
1004
Nabors Industries
NBR
$560M
– –
-2,478
Closed -$359K
NBY icon
1005
NovaBay Pharmaceuticals
NBY
$21.7M
– –
-17
Closed -$34K
NCLH icon
1006
Norwegian Cruise Line
NCLH
$11.6B
– –
0
– –
NCV
1007
Virtus Convertible & Income Fund
NCV
$336M
– –
-3,391
Closed -$77K
NDAQ icon
1008
Nasdaq
NDAQ
$53.6B
– –
-6,801
Closed -$218K
NEA icon
1009
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.32B
– –
-14,413
Closed -$199K
NFLX icon
1010
Netflix
NFLX
$529B
– –
0
– –
NKE icon
1011
Nike
NKE
$109B
– –
-15,534
Closed -$1.3M
NKTR icon
1012
Nektar Therapeutics
NKTR
$764M
– –
0
– –
NNDM
1013
Nano Dimension
NNDM
$293M
– –
-2,012
Closed -$10K
NOC icon
1014
Northrop Grumman
NOC
$83.2B
– –
-3,046
Closed -$984K
NRG icon
1015
NRG Energy
NRG
$28.6B
– –
0
– –
NRO
1016
Neuberger Berman Real Estate Securities Income Fund
NRO
$208M
– –
-28,945
Closed -$142K
NTES icon
1017
NetEase
NTES
$85B
– –
0
– –
NTNX icon
1018
Nutanix
NTNX
$18.7B
– –
0
– –
NUGT icon
1019
Direxion Daily Gold Miners Index Bull 2X Shares
NUGT
$847M
– –
-4,437
Closed -$609K
NUE icon
1020
Nucor
NUE
$33.8B
– –
0
– –
NVR icon
1021
NVR
NVR
$23.5B
– –
-91
Closed -$307K
NWL icon
1022
Newell Brands
NWL
$2.68B
– –
-34,154
Closed -$527K
NWSA icon
1023
News Corp Class A
NWSA
$16.6B
– –
-22,075
Closed -$298K
NXE icon
1024
NexGen Energy
NXE
$4.46B
– –
-12,536
Closed -$20K
NXPI icon
1025
NXP Semiconductors
NXPI
$57.2B
– –
-5,264
Closed -$514K
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