TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+0.6%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.29B
AUM Growth
+$436M
Cap. Flow
+$265M
Cap. Flow %
20.57%
Top 10 Hldgs %
54.51%
Holding
1,498
New
432
Increased
152
Reduced
152
Closed
382

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$384M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$46.5M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

1
AMZN icon
Amazon
AMZN
+$14.5M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$12.2M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
HBAN icon
1126
Huntington Bancshares
HBAN
$25.9B
– –
-34,612
Closed -$494K
HD icon
1127
Home Depot
HD
$418B
– –
0
– –
HEI icon
1128
HEICO
HEI
$44.2B
– –
-1,691
Closed -$211K
HES
1129
DELISTED
Hess
HES
– –
-45,928
Closed -$2.78M
HII icon
1130
Huntington Ingalls Industries
HII
$10.6B
– –
-1,169
Closed -$248K
HIW icon
1131
Highwoods Properties
HIW
$3.45B
– –
0
– –
HLF icon
1132
Herbalife
HLF
$1.02B
– –
0
– –
HOG icon
1133
Harley-Davidson
HOG
$3.77B
– –
0
– –
HON icon
1134
Honeywell
HON
$136B
– –
-7,667
Closed -$1.3M
HRL icon
1135
Hormel Foods
HRL
$14B
– –
-7,596
Closed -$332K
HSBC icon
1136
HSBC
HSBC
$229B
– –
-28,347
Closed -$1.09M
HSY icon
1137
Hershey
HSY
$38B
– –
0
– –
HUBB icon
1138
Hubbell
HUBB
$23.2B
– –
-2,252
Closed -$296K
HUN icon
1139
Huntsman Corp
HUN
$1.95B
– –
0
– –
HUSA icon
1140
Houston American Energy
HUSA
$222M
– –
-382
Closed -$9K
HUYA
1141
Huya Inc
HUYA
$774M
– –
-13,490
Closed -$319K
IAC icon
1142
IAC Inc
IAC
$2.92B
– –
-7,789
Closed -$303K
IAT icon
1143
iShares US Regional Banks ETF
IAT
$648M
– –
-7,771
Closed -$362K
IBB icon
1144
iShares Biotechnology ETF
IBB
$5.76B
– –
-8,124
Closed -$808K
IBM icon
1145
IBM
IBM
$239B
– –
0
– –
IDXX icon
1146
Idexx Laboratories
IDXX
$52.2B
– –
-846
Closed -$230K
IEI icon
1147
iShares 3-7 Year Treasury Bond ETF
IEI
$16.9B
– –
-2,573
Closed -$326K
IEV icon
1148
iShares Europe ETF
IEV
$2.33B
– –
-6,182
Closed -$267K
IFV icon
1149
First Trust Dorsey Wright International Focus 5 ETF
IFV
$173M
– –
-12,594
Closed -$239K
IGE icon
1150
iShares North American Natural Resources ETF
IGE
$619M
– –
-8,834
Closed -$257K
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