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
JJSF icon
1176
J&J Snack Foods
JJSF
$2.11B
– –
-1,062
Closed -$204K
JKS
1177
JinkoSolar
JKS
$1.29B
– –
0
– –
JNJ icon
1178
Johnson & Johnson
JNJ
$429B
– –
0
– –
JNPR
1179
DELISTED
Juniper Networks
JNPR
– –
-22,628
Closed -$560K
JNK icon
1180
SPDR Bloomberg High Yield Bond ETF
JNK
$8.1B
– –
-4,027
Closed -$438K
JPM icon
1181
JPMorgan Chase
JPM
$805B
– –
-33,538
Closed -$3.95M
JWN
1182
DELISTED
Nordstrom
JWN
– –
0
– –
K icon
1183
Kellanova
K
$27.6B
– –
0
– –
KBH icon
1184
KB Home
KBH
$4.62B
– –
0
– –
KIM icon
1185
Kimco Realty
KIM
$15.3B
– –
0
– –
KKR icon
1186
KKR & Co
KKR
$124B
– –
0
– –
KLIC icon
1187
Kulicke & Soffa
KLIC
$1.99B
– –
0
– –
KMB icon
1188
Kimberly-Clark
KMB
$43.1B
– –
0
– –
KMI icon
1189
Kinder Morgan
KMI
$58.8B
– –
0
– –
KMX icon
1190
CarMax
KMX
$9.21B
– –
-3,791
Closed -$334K
KR icon
1191
Kroger
KR
$45B
– –
-46,256
Closed -$1.19M
KSS icon
1192
Kohl's
KSS
$1.86B
– –
0
– –
LAMR icon
1193
Lamar Advertising Co
LAMR
$13B
– –
0
– –
LAZ icon
1194
Lazard
LAZ
$5.3B
– –
0
– –
LBTYA icon
1195
Liberty Global Class A
LBTYA
$3.99B
– –
0
– –
LC icon
1196
LendingClub
LC
$1.89B
– –
0
– –
LE icon
1197
Lands' End
LE
$441M
– –
0
– –
LEA icon
1198
Lear
LEA
$6B
– –
-3,364
Closed -$397K
LEG icon
1199
Leggett & Platt
LEG
$1.38B
– –
0
– –
LEVI icon
1200
Levi Strauss
LEVI
$8.76B
– –
0
– –
46 47
48
49 50