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
+$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
ALK icon
1376
Alaska Air
ALK
$7.38B
– –
0
– –
ALKS icon
1377
Alkermes
ALKS
$4.87B
– –
0
– –
ALL icon
1378
Allstate
ALL
$54.6B
– –
-10,776
Closed -$1.17M
ALLY icon
1379
Ally Financial
ALLY
$12.6B
– –
-9,954
Closed -$330K
AMC icon
1380
AMC Entertainment Holdings
AMC
$1.39B
– –
-1,480
Closed -$158K
AMED
1381
DELISTED
Amedisys
AMED
– –
0
– –
AMP icon
1382
Ameriprise Financial
AMP
$48B
– –
-4,118
Closed -$606K
AMT icon
1383
American Tower
AMT
$91.8B
– –
-8,843
Closed -$1.96M
ANF icon
1384
Abercrombie & Fitch
ANF
$4.45B
– –
0
– –
APA icon
1385
APA Corp
APA
$8.17B
– –
-30,943
Closed -$792K
APD icon
1386
Air Products & Chemicals
APD
$64.3B
– –
-1,860
Closed -$413K
APO icon
1387
Apollo Global Management
APO
$76B
– –
0
– –
APPN icon
1388
Appian
APPN
$2.2B
– –
-6,830
Closed -$324K
APTV icon
1389
Aptiv
APTV
$17.4B
– –
0
– –
AR icon
1390
Antero Resources
AR
$9.85B
– –
-17,164
Closed -$52K
ARCC icon
1391
Ares Capital
ARCC
$15.8B
– –
-14,625
Closed -$273K
ARW icon
1392
Arrow Electronics
ARW
$6.42B
– –
0
– –
ASML icon
1393
ASML
ASML
$293B
– –
0
– –
ATI icon
1394
ATI
ATI
$10.6B
– –
0
– –
ATUS icon
1395
Altice USA
ATUS
$1.12B
– –
0
– –
AU icon
1396
AngloGold Ashanti
AU
$29.3B
– –
0
– –
AVB icon
1397
AvalonBay Communities
AVB
$27.4B
– –
0
– –
AVGO icon
1398
Broadcom
AVGO
$1.42T
– –
0
– –
AX icon
1399
Axos Financial
AX
$5.13B
– –
0
– –
AXON icon
1400
Axon Enterprise
AXON
$56.9B
– –
0
– –
54 55
56
57 58