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
MTCH icon
976
Match Group
MTCH
$9.33B
– –
0
– –
MTB icon
977
M&T Bank
MTB
$31.1B
– –
0
– –
MUE icon
978
BlackRock MuniHoldings Quality Fund II
MUE
$216M
– –
-10,702
Closed -$137K
NCLH icon
979
Norwegian Cruise Line
NCLH
$11.5B
– –
0
– –
NEE icon
980
NextEra Energy, Inc.
NEE
$144B
– –
-4,884
Closed -$284K
NET icon
981
Cloudflare
NET
$76.2B
– –
-10,592
Closed -$197K
NFLX icon
982
Netflix
NFLX
$537B
– –
0
– –
NKE icon
983
Nike
NKE
$109B
– –
0
– –
NMR icon
984
Nomura Holdings
NMR
$21.8B
– –
-27,963
Closed -$119K
NOC icon
985
Northrop Grumman
NOC
$83.3B
– –
0
– –
NOG icon
986
Northern Oil and Gas
NOG
$2.41B
– –
-2,770
Closed -$54K
NOV icon
987
NOV
NOV
$4.92B
– –
-74,504
Closed -$1.58M
NOW icon
988
ServiceNow
NOW
$195B
– –
-3,375
Closed -$857K
NSC icon
989
Norfolk Southern
NSC
$61.8B
– –
-7,400
Closed -$1.33M
NTES icon
990
NetEase
NTES
$91.2B
– –
0
– –
NTRS icon
991
Northern Trust
NTRS
$24.3B
– –
-7,954
Closed -$742K
NUE icon
992
Nucor
NUE
$32.4B
– –
0
– –
NVDA icon
993
NVIDIA
NVDA
$4.16T
– –
-62,480
Closed -$272K
NVS icon
994
Novartis
NVS
$249B
– –
-9,732
Closed -$846K
NWL icon
995
Newell Brands
NWL
$2.65B
– –
0
– –
NXPI icon
996
NXP Semiconductors
NXPI
$56.9B
– –
0
– –
O icon
997
Realty Income
O
$54.4B
– –
0
– –
OC icon
998
Owens Corning
OC
$13B
– –
0
– –
OHI icon
999
Omega Healthcare
OHI
$12.8B
– –
0
– –
OI icon
1000
O-I Glass
OI
$2B
– –
-25,012
Closed -$257K
38 39
40
41 42