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
ICE icon
201
Intercontinental Exchange
ICE
$99.8B
$582K 0.01%
6,304
+1,795
+40% +$166K
AZO icon
202
AutoZone
AZO
$70.6B
$580K 0.01%
535
+59
+12% +$64K
RL icon
203
Ralph Lauren
RL
$18.9B
$577K 0.01%
+6,040
New +$577K
TEL icon
204
TE Connectivity
TEL
$61.7B
$577K 0.01%
6,187
-209
-3% -$19.5K
ZAYO
205
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$577K 0.01%
17,023
+9,670
+132% +$328K
WRK
206
DELISTED
WestRock Company
WRK
$576K 0.01%
+15,810
New +$576K
DHI icon
207
D.R. Horton
DHI
$54.2B
$574K 0.01%
+10,889
New +$574K
CAT icon
208
Caterpillar
CAT
$198B
$573K 0.01%
4,540
-4,861
-52% -$614K
IBN icon
209
ICICI Bank
IBN
$113B
$572K 0.01%
+46,998
New +$572K
PSX icon
210
Phillips 66
PSX
$53.2B
$568K 0.01%
+5,548
New +$568K
MLNX
211
DELISTED
Mellanox Technologies, Ltd.
MLNX
$563K 0.01%
+5,134
New +$563K
CABO icon
212
Cable One
CABO
$922M
$562K 0.01%
448
-94
-17% -$118K
RIG icon
213
Transocean
RIG
$2.9B
$562K 0.01%
+125,623
New +$562K
CSGP icon
214
CoStar Group
CSGP
$37.9B
$561K 0.01%
+9,450
New +$561K
JNPR
215
DELISTED
Juniper Networks
JNPR
$560K 0.01%
22,628
+8,872
+64% +$220K
TMV icon
216
Direxion Daily 20+ Year Treasury Bear 3X Shares
TMV
$166M
$558K 0.01%
+21,497
New +$558K
BIDU icon
217
Baidu
BIDU
$35.1B
$551K 0.01%
5,362
-8,405
-61% -$864K
EMB icon
218
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.5B
$551K 0.01%
+4,862
New +$551K
SNPS icon
219
Synopsys
SNPS
$111B
$550K 0.01%
4,007
+488
+14% +$67K
FE icon
220
FirstEnergy
FE
$25.1B
$541K ﹤0.01%
11,222
-4,407
-28% -$212K
AG icon
221
First Majestic Silver
AG
$4.47B
$540K ﹤0.01%
+59,389
New +$540K
FL icon
222
Foot Locker
FL
$2.29B
$535K ﹤0.01%
12,390
+4,548
+58% +$196K
TBT icon
223
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$291M
$535K ﹤0.01%
+21,966
New +$535K
VRSN icon
224
VeriSign
VRSN
$26.2B
$534K ﹤0.01%
+2,833
New +$534K
TEF icon
225
Telefonica
TEF
$30.1B
$533K ﹤0.01%
86,719
-6,938
-7% -$42.6K
7 8
9
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