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
BNS icon
1426
Scotiabank
BNS
$79B
– –
0
– –
BPOP icon
1427
Popular Inc
BPOP
$8.59B
– –
0
– –
EB icon
1428
Eventbrite
EB
$253M
– –
0
– –
BRK.B icon
1429
Berkshire Hathaway Class B
BRK.B
$1.09T
– –
-3,270
Closed -$680K
BSX icon
1430
Boston Scientific
BSX
$159B
– –
0
– –
BTG icon
1431
B2Gold
BTG
$5.34B
– –
-23,259
Closed -$75K
BXP icon
1432
Boston Properties
BXP
$11.9B
– –
0
– –
BYND icon
1433
Beyond Meat
BYND
$180M
– –
0
– –
BZUN
1434
Baozun
BZUN
$223M
– –
0
– –
CABO icon
1435
Cable One
CABO
$903M
– –
-448
Closed -$562K
CACI icon
1436
CACI
CACI
$10.1B
– –
0
– –
CAG icon
1437
Conagra Brands
CAG
$9.07B
– –
-14,814
Closed -$454K
CAKE icon
1438
Cheesecake Factory
CAKE
$3.04B
– –
0
– –
CALM icon
1439
Cal-Maine
CALM
$5.48B
– –
0
– –
CAR icon
1440
Avis
CAR
$5.51B
– –
0
– –
CARS icon
1441
Cars.com
CARS
$838M
– –
0
– –
CASY icon
1442
Casey's General Stores
CASY
$18.5B
– –
0
– –
CAT icon
1443
Caterpillar
CAT
$197B
– –
-4,540
Closed -$573K
CB icon
1444
Chubb
CB
$112B
– –
0
– –
CBRL icon
1445
Cracker Barrel
CBRL
$1.16B
– –
0
– –
CC icon
1446
Chemours
CC
$2.26B
– –
0
– –
CCI icon
1447
Crown Castle
CCI
$41.6B
– –
0
– –
CCK icon
1448
Crown Holdings
CCK
$10.7B
– –
0
– –
CDE icon
1449
Coeur Mining
CDE
$9.06B
– –
-24,026
Closed -$116K
CE icon
1450
Celanese
CE
$5.08B
– –
-1,763
Closed -$216K
56 57
58
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