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
SYF icon
476
Synchrony
SYF
$27.8B
$247K ﹤0.01%
+6,853
New +$247K
BIIB icon
477
Biogen
BIIB
$20.9B
$246K ﹤0.01%
828
-8,152
-91% -$2.42M
IRM icon
478
Iron Mountain
IRM
$28.8B
$246K ﹤0.01%
+7,722
New +$246K
SCHR icon
479
Schwab Intermediately-Term US Treasury ETF
SCHR
$11.4B
$246K ﹤0.01%
+8,964
New +$246K
TPH icon
480
Tri Pointe Homes
TPH
$3.07B
$246K ﹤0.01%
+15,774
New +$246K
TSCO icon
481
Tractor Supply
TSCO
$31B
$246K ﹤0.01%
+13,170
New +$246K
IDA icon
482
Idacorp
IDA
$6.76B
$245K ﹤0.01%
+2,295
New +$245K
KIE icon
483
SPDR S&P Insurance ETF
KIE
$815M
$245K ﹤0.01%
6,927
+1,109
+19% +$39.2K
MLM icon
484
Martin Marietta Materials
MLM
$37.2B
$245K ﹤0.01%
+877
New +$245K
NFG icon
485
National Fuel Gas
NFG
$7.87B
$245K ﹤0.01%
+5,262
New +$245K
HPQ icon
486
HP
HPQ
$26.5B
$244K ﹤0.01%
11,892
-5,633
-32% -$116K
HDS
487
DELISTED
HD Supply Holdings, Inc.
HDS
$244K ﹤0.01%
6,075
-2,200
-27% -$88.4K
TXMD icon
488
TherapeuticsMD
TXMD
$12.7M
$243K ﹤0.01%
2,008
+1,606
+400% +$194K
CUZ icon
489
Cousins Properties
CUZ
$4.91B
$242K ﹤0.01%
+5,862
New +$242K
EGO icon
490
Eldorado Gold
EGO
$5.45B
$242K ﹤0.01%
30,144
-17,819
-37% -$143K
UNFI icon
491
United Natural Foods
UNFI
$1.72B
$242K ﹤0.01%
+27,680
New +$242K
TWO
492
Two Harbors Investment
TWO
$1.06B
$241K ﹤0.01%
+4,120
New +$241K
UNP icon
493
Union Pacific
UNP
$128B
$241K ﹤0.01%
1,331
-698
-34% -$126K
PMT
494
PennyMac Mortgage Investment
PMT
$1.08B
$240K ﹤0.01%
+10,757
New +$240K
MUFG icon
495
Mitsubishi UFJ Financial
MUFG
$179B
$239K ﹤0.01%
44,054
+11,719
+36% +$63.6K
TWLO icon
496
Twilio
TWLO
$16B
$239K ﹤0.01%
+2,435
New +$239K
VRTX icon
497
Vertex Pharmaceuticals
VRTX
$99.6B
$239K ﹤0.01%
+1,093
New +$239K
DHC
498
Diversified Healthcare Trust
DHC
$1.05B
$238K ﹤0.01%
+28,161
New +$238K
MKTX icon
499
MarketAxess Holdings
MKTX
$6.9B
$238K ﹤0.01%
629
-177
-22% -$67K
SJI
500
DELISTED
South Jersey Industries, Inc.
SJI
$238K ﹤0.01%
+7,222
New +$238K
18 19
20
21 22