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
EXK
1326
Endeavour Silver
EXK
$1.74B
– –
-41,127
Closed -$91K
EXPD icon
1327
Expeditors International
EXPD
$16.4B
– –
0
– –
EXPE icon
1328
Expedia Group
EXPE
$26.6B
– –
-5,465
Closed -$735K
EZU icon
1329
iShare MSCI Eurozone ETF
EZU
$7.85B
– –
-12,082
Closed -$470K
FANG icon
1330
Diamondback Energy
FANG
$40.2B
– –
0
– –
FAS icon
1331
Direxion Daily Financial Bull 3x Shares
FAS
$2.59B
– –
-11,857
Closed -$921K
FAST icon
1332
Fastenal
FAST
$55.1B
– –
0
– –
FAZ icon
1333
Direxion Daily Financial Bear 3x Shares
FAZ
$108M
– –
-1,289
Closed -$357K
FBIN icon
1334
Fortune Brands Innovations
FBIN
$7.3B
– –
0
– –
FBT icon
1335
First Trust NYSE Arca Biotechnology Index Fund
FBT
$1.09B
– –
-6,087
Closed -$753K
FCEL icon
1336
FuelCell Energy
FCEL
$92.3M
– –
-884
Closed -$9K
FCX icon
1337
Freeport-McMoran
FCX
$66.5B
– –
-103,570
Closed -$991K
FDD icon
1338
First Trust STOXX European Select Dividend Income Fund
FDD
$673M
– –
-11,803
Closed -$150K
FE icon
1339
FirstEnergy
FE
$25.1B
– –
-11,222
Closed -$541K
FFIV icon
1340
F5
FFIV
$18.1B
– –
-1,630
Closed -$229K
FHN icon
1341
First Horizon
FHN
$11.3B
– –
-15,049
Closed -$244K
FI icon
1342
Fiserv
FI
$73.4B
– –
0
– –
FIS icon
1343
Fidelity National Information Services
FIS
$35.9B
– –
-19,083
Closed -$2.53M
FITB icon
1344
Fifth Third Bancorp
FITB
$30.2B
– –
0
– –
FIVE icon
1345
Five Below
FIVE
$8.46B
– –
0
– –
FIVN icon
1346
FIVE9
FIVN
$2.06B
– –
-6,400
Closed -$344K
FL icon
1347
Foot Locker
FL
$2.29B
– –
-12,390
Closed -$535K
FLS icon
1348
Flowserve
FLS
$7.22B
– –
0
– –
FMC icon
1349
FMC
FMC
$4.72B
– –
0
– –
FNF icon
1350
Fidelity National Financial
FNF
$16.5B
– –
-4,884
Closed -$209K
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