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
AYI icon
1401
Acuity Brands
AYI
$10.2B
– –
0
– –
BA icon
1402
Boeing
BA
$174B
– –
-3,550
Closed -$1.35M
BABA icon
1403
Alibaba
BABA
$311B
– –
0
– –
BAC icon
1404
Bank of America
BAC
$373B
– –
-41,296
Closed -$1.21M
BAC.PRL icon
1405
Bank of America Series L
BAC.PRL
$3.85B
– –
-317
Closed -$474K
BALL icon
1406
Ball Corp
BALL
$13.6B
– –
0
– –
BB icon
1407
BlackBerry
BB
$2.21B
– –
-32,849
Closed -$172K
BBY icon
1408
Best Buy
BBY
$16B
– –
-3,360
Closed -$232K
BCX icon
1409
BlackRock Resources & Commodities Strategy Trust
BCX
$785M
– –
-10,396
Closed -$78K
BDX icon
1410
Becton Dickinson
BDX
$54.5B
– –
0
– –
BEN icon
1411
Franklin Resources
BEN
$13.3B
– –
-10,689
Closed -$308K
BG icon
1412
Bunge Global
BG
$16.4B
– –
-4,618
Closed -$261K
BGY icon
1413
BlackRock Enhanced International Dividend Trust
BGY
$533M
– –
-13,940
Closed -$76K
BHC icon
1414
Bausch Health
BHC
$2.67B
– –
-10,457
Closed -$228K
BHF icon
1415
Brighthouse Financial
BHF
$2.57B
– –
0
– –
BK icon
1416
Bank of New York Mellon
BK
$74.2B
– –
0
– –
BKE icon
1417
Buckle
BKE
$3.01B
– –
0
– –
BKNG icon
1418
Booking.com
BKNG
$177B
– –
-1,556
Closed -$3.05M
BKR icon
1419
Baker Hughes
BKR
$44.8B
– –
0
– –
BLK icon
1420
Blackrock
BLK
$171B
– –
-531
Closed -$237K
BMO icon
1421
Bank of Montreal
BMO
$88.6B
– –
0
– –
BN icon
1422
Brookfield
BN
$97.4B
– –
-18,165
Closed -$516K
BND icon
1423
Vanguard Total Bond Market
BND
$134B
– –
-51,186
Closed -$4.32M
BMY icon
1424
Bristol-Myers Squibb
BMY
$96.6B
– –
-74,023
Closed -$3.75M
BNDX icon
1425
Vanguard Total International Bond ETF
BNDX
$68.2B
– –
-8,090
Closed -$476K
55 56
57
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