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
USFD icon
876
US Foods
USFD
$17.5B
– –
-7,305
Closed -$300K
TJX icon
877
TJX Companies
TJX
$156B
– –
-4,311
Closed -$240K
TKR icon
878
Timken Company
TKR
$5.32B
– –
0
– –
TMF icon
879
Direxion Daily 20+ Year Treasury Bull 3X Shares
TMF
$5.51B
– –
-768
Closed -$235K
TNA icon
880
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.19B
– –
-62,181
Closed -$3.46M
TNL icon
881
Travel + Leisure Co
TNL
$4B
– –
0
– –
TOL icon
882
Toll Brothers
TOL
$13.8B
– –
-14,623
Closed -$600K
TPR icon
883
Tapestry
TPR
$21.9B
– –
-28,149
Closed -$733K
TRGP icon
884
Targa Resources
TRGP
$35.2B
– –
0
– –
TRI icon
885
Thomson Reuters
TRI
$76.8B
– –
-3,062
Closed -$212K
TRIP icon
886
TripAdvisor
TRIP
$2.06B
– –
0
– –
TRN icon
887
Trinity Industries
TRN
$2.28B
– –
0
– –
TROW icon
888
T Rowe Price
TROW
$23.4B
– –
-7,257
Closed -$829K
TRP icon
889
TC Energy
TRP
$54B
– –
0
– –
TSLA icon
890
Tesla
TSLA
$1.12T
– –
0
– –
TSM icon
891
TSMC
TSM
$1.35T
– –
0
– –
TT icon
892
Trane Technologies
TT
$92.9B
– –
-10,065
Closed -$1.24M
TTD icon
893
Trade Desk
TTD
$22.6B
– –
0
– –
TTWO icon
894
Take-Two Interactive
TTWO
$45B
– –
0
– –
TV icon
895
Televisa
TV
$1.48B
– –
-10,329
Closed -$101K
TW icon
896
Tradeweb Markets
TW
$25.3B
– –
0
– –
UAA icon
897
Under Armour
UAA
$2.14B
– –
0
– –
UAL icon
898
United Airlines
UAL
$34.8B
– –
0
– –
UDR icon
899
UDR
UDR
$12.7B
– –
-6,039
Closed -$293K
UHS icon
900
Universal Health Services
UHS
$11.8B
– –
0
– –
34 35
36
37 38