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
STLA icon
851
Stellantis
STLA
$25.3B
– –
-29,575
Closed -$383K
STLD icon
852
Steel Dynamics
STLD
$19.5B
– –
0
– –
STM icon
853
STMicroelectronics
STM
$23B
– –
-16,497
Closed -$319K
STNE icon
854
StoneCo
STNE
$4.71B
– –
0
– –
STT icon
855
State Street
STT
$31.4B
– –
0
– –
STX icon
856
Seagate
STX
$41.1B
– –
-5,257
Closed -$283K
STWD icon
857
Starwood Property Trust
STWD
$7.6B
– –
-13,521
Closed -$327K
SU icon
858
Suncor Energy
SU
$51.3B
– –
-11,128
Closed -$351K
SVXY icon
859
ProShares Short VIX Short-Term Futures ETF
SVXY
$251M
– –
-28,006
Closed -$748K
SWK icon
860
Stanley Black & Decker
SWK
$11.9B
– –
-12,555
Closed -$1.81M
SWBI icon
861
Smith & Wesson
SWBI
$416M
– –
0
– –
SYK icon
862
Stryker
SYK
$146B
– –
0
– –
T icon
863
AT&T
T
$209B
– –
0
– –
TAL icon
864
TAL Education Group
TAL
$6.37B
– –
0
– –
TAP icon
865
Molson Coors Class B
TAP
$9.7B
– –
-16,700
Closed -$960K
TBT icon
866
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$281M
– –
-21,966
Closed -$535K
TCOM icon
867
Trip.com Group
TCOM
$47.4B
– –
-8,605
Closed -$252K
TDG icon
868
TransDigm Group
TDG
$72.5B
– –
-1,569
Closed -$817K
TEAM icon
869
Atlassian
TEAM
$45.7B
– –
0
– –
TECL icon
870
Direxion Daily Technology Bull 3x Shares
TECL
$3.76B
– –
-30,140
Closed -$503K
TECS icon
871
Direxion Daily Technology Bear 3x Shares
TECS
$51.9M
– –
-24
Closed -$256K
TEL icon
872
TE Connectivity
TEL
$62.2B
– –
-6,187
Closed -$577K
TGT icon
873
Target
TGT
$41.3B
– –
-6,704
Closed -$717K
THG icon
874
Hanover Insurance
THG
$6.37B
– –
-2,111
Closed -$286K
THO icon
875
Thor Industries
THO
$5.66B
– –
0
– –
33 34
35
36 37