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
FSLR icon
1351
First Solar
FSLR
$22B
– –
0
– –
FTNT icon
1352
Fortinet
FTNT
$60.4B
– –
-21,465
Closed -$330K
FTSL icon
1353
First Trust Senior Loan Fund ETF
FTSL
$2.4B
– –
-5,417
Closed -$256K
FXH icon
1354
First Trust Health Care AlphaDEX Fund
FXH
$934M
– –
-4,629
Closed -$343K
FXL icon
1355
First Trust Technology AlphaDEX Fund
FXL
$1.37B
– –
-3,405
Closed -$222K
FXO icon
1356
First Trust Financials AlphaDEX Fund
FXO
$2.23B
– –
-9,468
Closed -$301K
FXY icon
1357
Invesco CurrencyShares Japanese Yen Trust
FXY
$562M
– –
-2,632
Closed -$231K
GAU
1358
Galiano Gold
GAU
$657M
– –
-24,619
Closed -$23K
CPB icon
1359
Campbell Soup
CPB
$10.1B
– –
0
– –
STRA icon
1360
Strategic Education
STRA
$1.96B
– –
-2,208
Closed -$300K
COF icon
1361
Capital One
COF
$142B
– –
0
– –
DPZ icon
1362
Domino's
DPZ
$15.7B
– –
0
– –
ENTG icon
1363
Entegris
ENTG
$12.4B
– –
0
– –
EOG icon
1364
EOG Resources
EOG
$64.4B
– –
-37,661
Closed -$2.8M
HOUS icon
1365
Anywhere Real Estate
HOUS
$724M
– –
0
– –
HRI icon
1366
Herc Holdings
HRI
$4.6B
– –
0
– –
MFC icon
1367
Manulife Financial
MFC
$52.1B
– –
0
– –
MODG icon
1368
Topgolf Callaway Brands
MODG
$1.7B
– –
-13,696
Closed -$266K
MOMO
1369
Hello Group
MOMO
$1.37B
– –
0
– –
MOS icon
1370
The Mosaic Company
MOS
$10.3B
– –
0
– –
MPC icon
1371
Marathon Petroleum
MPC
$54.8B
– –
-43,610
Closed -$2.65M
MPLX icon
1372
MPLX
MPLX
$51.5B
– –
0
– –
MRK icon
1373
Merck
MRK
$212B
– –
-8,258
Closed -$663K
MRVL icon
1374
Marvell Technology
MRVL
$54.6B
– –
-12,364
Closed -$309K
MUR icon
1375
Murphy Oil
MUR
$3.56B
– –
0
– –
53 54
55
56 57