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
PHB icon
1026
Invesco Fundamental High Yield Corporate Bond ETF
PHB
$353M
– –
-15,417
Closed -$293K
PHM icon
1027
Pultegroup
PHM
$27B
– –
0
– –
PID icon
1028
Invesco International Dividend Achievers ETF
PID
$864M
– –
-20,307
Closed -$326K
PII icon
1029
Polaris
PII
$3.32B
– –
0
– –
PINS icon
1030
Pinterest
PINS
$24.8B
– –
-14,994
Closed -$397K
PKG icon
1031
Packaging Corp of America
PKG
$19.3B
– –
0
– –
PLCE icon
1032
Children's Place
PLCE
$143M
– –
0
– –
PLG
1033
Platinum Group Metals
PLG
$181M
– –
-10,895
Closed -$16K
PLNT icon
1034
Planet Fitness
PLNT
$8.61B
– –
0
– –
PM icon
1035
Philip Morris
PM
$256B
– –
0
– –
SPG icon
1036
Simon Property Group
SPG
$58.6B
– –
-6,566
Closed -$1.02M
PNC icon
1037
PNC Financial Services
PNC
$78.9B
– –
0
– –
POR icon
1038
Portland General Electric
POR
$4.64B
– –
-3,771
Closed -$213K
PPC icon
1039
Pilgrim's Pride
PPC
$10.4B
– –
0
– –
PPL icon
1040
PPL Corp
PPL
$26.4B
– –
0
– –
PRGO icon
1041
Perrigo
PRGO
$3.07B
– –
0
– –
PRU icon
1042
Prudential Financial
PRU
$37.1B
– –
0
– –
PSEC icon
1043
Prospect Capital
PSEC
$1.31B
– –
-25,011
Closed -$165K
PSMT icon
1044
Pricesmart
PSMT
$3.41B
– –
0
– –
PSTG icon
1045
Pure Storage
PSTG
$25.9B
– –
-17,465
Closed -$296K
PSX icon
1046
Phillips 66
PSX
$53.5B
– –
-5,548
Closed -$568K
PTCT icon
1047
PTC Therapeutics
PTCT
$4.64B
– –
0
– –
PTON icon
1048
Peloton Interactive
PTON
$3.24B
– –
0
– –
PWR icon
1049
Quanta Services
PWR
$55.6B
– –
0
– –
QAI icon
1050
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$705M
– –
-9,741
Closed -$296K
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