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
QCOM icon
1051
Qualcomm
QCOM
$173B
– –
-3,215
Closed -$245K
QLD icon
1052
ProShares Ultra QQQ
QLD
$9.15B
– –
-67,716
Closed -$1.64M
QNRX
1053
Quoin Pharmaceuticals
QNRX
$4.45M
– –
0
– -$9K
QRVO icon
1054
Qorvo
QRVO
$8.5B
– –
0
– –
QSR icon
1055
Restaurant Brands International
QSR
$20.3B
– –
-2,961
Closed -$211K
R icon
1056
Ryder
R
$7.67B
– –
-5,652
Closed -$293K
RBBN icon
1057
Ribbon Communications
RBBN
$719M
– –
-16,289
Closed -$95K
RDFN
1058
DELISTED
Redfin
RDFN
– –
0
– –
REAL icon
1059
The RealReal
REAL
$948M
– –
0
– –
RFCI icon
1060
RiverFront Dynamic Core Income
RFCI
$18.3M
– –
-8,707
Closed -$220K
RGEN icon
1061
Repligen
RGEN
$6.79B
– –
0
– –
RGR icon
1062
Sturm, Ruger & Co
RGR
$576M
– –
0
– –
RH icon
1063
RH
RH
$4.51B
– –
0
– –
RHP icon
1064
Ryman Hospitality Properties
RHP
$6.33B
– –
-5,512
Closed -$451K
RIO icon
1065
Rio Tinto
RIO
$104B
– –
0
– –
RL icon
1066
Ralph Lauren
RL
$18.7B
– –
-6,040
Closed -$577K
RMBS icon
1067
Rambus
RMBS
$7.88B
– –
0
– –
ROKU icon
1068
Roku
ROKU
$14.6B
– –
0
– –
ROST icon
1069
Ross Stores
ROST
$49.6B
– –
-2,783
Closed -$306K
RPG icon
1070
Invesco S&P 500 Pure Growth ETF
RPG
$1.73B
– –
-9,515
Closed -$225K
RVLV icon
1071
Revolve Group
RVLV
$1.67B
– –
0
– –
SA
1072
Seabridge Gold
SA
$1.83B
– –
0
– –
SAIC icon
1073
Saic
SAIC
$4.72B
– –
0
– –
SAM icon
1074
Boston Beer
SAM
$2.45B
– –
0
– –
SBGI icon
1075
Sinclair Inc
SBGI
$970M
– –
0
– –
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