TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$1.29B
Cap. Flow
+$335M
Cap. Flow %
26.07%
Top 10 Hldgs %
54.51%
Holding
1,498
New
433
Increased
151
Reduced
153
Closed
384

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
TFC icon
101
Truist Financial
TFC
$60.4B
$1.08M 0.01% +19,137 New +$1.08M
ICPT
102
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.06M 0.01% +8,575 New +$1.06M
TLT icon
103
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
$1.06M 0.01% 7,811 +3,355 +75% +$454K
VFC icon
104
VF Corp
VFC
$5.91B
$1.06M 0.01% +10,613 New +$1.06M
ILMN icon
105
Illumina
ILMN
$15.8B
$1.06M 0.01% 3,187 -12,951 -80% -$4.3M
AGN
106
DELISTED
Allergan plc
AGN
$1.05M 0.01% 5,492 +2,574 +88% +$492K
KHC icon
107
Kraft Heinz
KHC
$33.1B
$1.03M 0.01% +31,993 New +$1.03M
NEM icon
108
Newmont
NEM
$81.7B
$1.03M 0.01% 23,638 -38,745 -62% -$1.68M
J icon
109
Jacobs Solutions
J
$17.5B
$1.02M 0.01% +11,403 New +$1.02M
AON icon
110
Aon
AON
$79.1B
$1.01M 0.01% +4,828 New +$1.01M
FDX icon
111
FedEx
FDX
$54.5B
$1M 0.01% 6,622 -7,792 -54% -$1.18M
CXO
112
DELISTED
CONCHO RESOURCES INC.
CXO
$1M 0.01% 11,431 +8,458 +284% +$741K
BAX icon
113
Baxter International
BAX
$12.7B
$996K 0.01% +11,912 New +$996K
KBE icon
114
SPDR S&P Bank ETF
KBE
$1.62B
$994K 0.01% 21,027 -21,005 -50% -$993K
STZ icon
115
Constellation Brands
STZ
$28.5B
$991K 0.01% 5,222 +1,044 +25% +$198K
AAL icon
116
American Airlines Group
AAL
$8.82B
$973K 0.01% 33,924 -4,725 -12% -$136K
IVV icon
117
iShares Core S&P 500 ETF
IVV
$662B
$968K 0.01% +2,994 New +$968K
VNQ icon
118
Vanguard Real Estate ETF
VNQ
$34.6B
$962K 0.01% 10,370 -22,404 -68% -$2.08M
FDS icon
119
Factset
FDS
$14.1B
$959K 0.01% 3,575 +2,365 +195% +$634K
SRPT icon
120
Sarepta Therapeutics
SRPT
$1.78B
$959K 0.01% +7,434 New +$959K
URTH icon
121
iShares MSCI World ETF
URTH
$5.61B
$958K 0.01% +9,694 New +$958K
MT icon
122
ArcelorMittal
MT
$25.4B
$957K 0.01% 54,575 +43,545 +395% +$764K
EDIT icon
123
Editas Medicine
EDIT
$231M
$952K 0.01% +32,149 New +$952K
DGRO icon
124
iShares Core Dividend Growth ETF
DGRO
$33.7B
$937K 0.01% +22,267 New +$937K
DD icon
125
DuPont de Nemours
DD
$32.2B
$929K 0.01% 14,478 +8,881 +159% +$570K
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5
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