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
LH icon
1201
Labcorp
LH
$23.2B
– –
0
– –
LITE icon
1202
Lumentum
LITE
$10.4B
– –
0
– –
LLY icon
1203
Eli Lilly
LLY
$652B
– –
0
– –
LMT icon
1204
Lockheed Martin
LMT
$108B
– –
-1,098
Closed -$428K
LNW icon
1205
Light & Wonder
LNW
$7.48B
– –
0
– –
LOGI icon
1206
Logitech
LOGI
$15.8B
– –
0
– –
LOW icon
1207
Lowe's Companies
LOW
$151B
– –
-2,668
Closed -$293K
LPTX icon
1208
Leap Therapeutics
LPTX
$11.7M
– –
-1,081
Closed -$13K
LRCX icon
1209
Lam Research
LRCX
$130B
– –
0
– –
LUMN icon
1210
Lumen
LUMN
$4.87B
– –
-22,992
Closed -$287K
LUV icon
1211
Southwest Airlines
LUV
$16.5B
– –
0
– –
LVS icon
1212
Las Vegas Sands
LVS
$36.9B
– –
-26,664
Closed -$1.54M
LYV icon
1213
Live Nation Entertainment
LYV
$37.9B
– –
0
– –
M icon
1214
Macy's
M
$4.64B
– –
-60,729
Closed -$944K
MA icon
1215
Mastercard
MA
$528B
– –
-1,498
Closed -$407K
MAN icon
1216
ManpowerGroup
MAN
$1.91B
– –
0
– –
MAR icon
1217
Marriott International Class A Common Stock
MAR
$71.9B
– –
0
– –
MAS icon
1218
Masco
MAS
$15.9B
– –
-21,744
Closed -$906K
MCD icon
1219
McDonald's
MCD
$224B
– –
0
– –
MCK icon
1220
McKesson
MCK
$85.5B
– –
0
– –
MDB icon
1221
MongoDB
MDB
$26.4B
– –
0
– –
MDT icon
1222
Medtronic
MDT
$119B
– –
0
– –
MELI icon
1223
Mercado Libre
MELI
$123B
– –
0
– –
MET icon
1224
MetLife
MET
$52.9B
– –
0
– –
MGA icon
1225
Magna International
MGA
$12.9B
– –
0
– –
47 48
49
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