TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$1.29B
Cap. Flow
+$335M
Cap. Flow %
26.07%
Top 10 Hldgs %
54.51%
Holding
1,498
New
433
Increased
151
Reduced
153
Closed
384

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
DXJ icon
201
WisdomTree Japan Hedged Equity Fund
DXJ
$3.72B
$602K ﹤0.01%
+11,187
New +$602K
GM icon
202
General Motors
GM
$55B
$600K ﹤0.01%
+16,391
New +$600K
GWPH
203
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$596K ﹤0.01%
+5,698
New +$596K
WDAY icon
204
Workday
WDAY
$62.3B
$595K ﹤0.01%
3,617
+1,975
+120% +$325K
WPM icon
205
Wheaton Precious Metals
WPM
$46.5B
$593K ﹤0.01%
19,916
+1,250
+7% +$37.2K
AMZN icon
206
Amazon
AMZN
$2.41T
$582K ﹤0.01%
315
-7,821
-96% -$14.5M
EXR icon
207
Extra Space Storage
EXR
$30.4B
$578K ﹤0.01%
+5,473
New +$578K
CDNS icon
208
Cadence Design Systems
CDNS
$94.6B
$570K ﹤0.01%
+8,219
New +$570K
AAP icon
209
Advance Auto Parts
AAP
$3.54B
$569K ﹤0.01%
3,554
-4,171
-54% -$668K
IJH icon
210
iShares Core S&P Mid-Cap ETF
IJH
$99.4B
$569K ﹤0.01%
2,765
+1,043
+61% +$215K
LYFT icon
211
Lyft
LYFT
$7.02B
$562K ﹤0.01%
13,058
+6,395
+96% +$275K
ZNGA
212
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$562K ﹤0.01%
91,789
+67,170
+273% +$411K
RJF icon
213
Raymond James Financial
RJF
$33.2B
$553K ﹤0.01%
+6,176
New +$553K
WFC icon
214
Wells Fargo
WFC
$258B
$553K ﹤0.01%
10,273
-61,057
-86% -$3.29M
CSIQ icon
215
Canadian Solar
CSIQ
$663M
$547K ﹤0.01%
+24,754
New +$547K
PGR icon
216
Progressive
PGR
$145B
$547K ﹤0.01%
+7,552
New +$547K
SHW icon
217
Sherwin-Williams
SHW
$90.5B
$546K ﹤0.01%
936
-259
-22% -$151K
TGNA icon
218
TEGNA Inc
TGNA
$3.41B
$536K ﹤0.01%
+32,102
New +$536K
NTAP icon
219
NetApp
NTAP
$23.2B
$530K ﹤0.01%
8,516
+832
+11% +$51.8K
TDC icon
220
Teradata
TDC
$1.96B
$530K ﹤0.01%
+19,794
New +$530K
EFV icon
221
iShares MSCI EAFE Value ETF
EFV
$27.5B
$525K ﹤0.01%
10,511
-597
-5% -$29.8K
CZR
222
DELISTED
Caesars Entertainment Corporation
CZR
$525K ﹤0.01%
+38,597
New +$525K
BBVA icon
223
Banco Bilbao Vizcaya Argentaria
BBVA
$104B
$524K ﹤0.01%
+93,863
New +$524K
D icon
224
Dominion Energy
D
$50.3B
$524K ﹤0.01%
+6,332
New +$524K
SSO icon
225
ProShares Ultra S&P500
SSO
$7.13B
$524K ﹤0.01%
3,471
-23,273
-87% -$3.51M
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