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
SHOP icon
176
Shopify
SHOP
$182B
$687K ﹤0.01%
+1,727
New +$687K
PAA icon
177
Plains All American Pipeline
PAA
$12.3B
$680K ﹤0.01%
+36,954
New +$680K
PARA
178
DELISTED
Paramount Global Class B
PARA
$676K ﹤0.01%
+16,109
New +$676K
NUAN
179
DELISTED
Nuance Communications, Inc.
NUAN
$671K ﹤0.01%
37,619
+26,732
+246% +$447K
AGNC icon
180
AGNC Investment
AGNC
$10.4B
$669K ﹤0.01%
+37,853
New +$669K
LBTYK icon
181
Liberty Global Class C
LBTYK
$4.1B
$665K ﹤0.01%
+30,518
New +$665K
SPXU icon
182
ProShares UltraPro Short S&P 500
SPXU
$531M
$661K ﹤0.01%
33,030
+3,429
+12% +$68.6K
MCO icon
183
Moody's
MCO
$89B
$656K ﹤0.01%
+2,765
New +$656K
CNP icon
184
CenterPoint Energy
CNP
$24.6B
$648K ﹤0.01%
+23,778
New +$648K
CHKP icon
185
Check Point Software Technologies
CHKP
$20.6B
$646K ﹤0.01%
5,820
+3,631
+166% +$403K
GT icon
186
Goodyear
GT
$2.4B
$645K ﹤0.01%
41,451
+24,565
+145% +$382K
PLD icon
187
Prologis
PLD
$103B
$644K ﹤0.01%
+7,229
New +$644K
SAVE
188
DELISTED
Spirit Airlines, Inc.
SAVE
$643K ﹤0.01%
+15,953
New +$643K
GILD icon
189
Gilead Sciences
GILD
$140B
$640K ﹤0.01%
+9,853
New +$640K
OVV icon
190
Ovintiv
OVV
$10.6B
$631K ﹤0.01%
134,455
+68,713
+105% +$322K
VOYA icon
191
Voya Financial
VOYA
$7.28B
$625K ﹤0.01%
+10,253
New +$625K
CHL
192
DELISTED
China Mobile Limited
CHL
$623K ﹤0.01%
+14,729
New +$623K
IYT icon
193
iShares US Transportation ETF
IYT
$607M
$620K ﹤0.01%
3,172
-451
-12% -$88.2K
SAP icon
194
SAP
SAP
$316B
$620K ﹤0.01%
4,628
+1,913
+70% +$256K
WCC icon
195
WESCO International
WCC
$10.6B
$616K ﹤0.01%
+10,366
New +$616K
SCHP icon
196
Schwab US TIPS ETF
SCHP
$13.9B
$610K ﹤0.01%
+10,768
New +$610K
BLUE
197
DELISTED
bluebird bio
BLUE
$608K ﹤0.01%
+6,930
New +$608K
CSCO icon
198
Cisco
CSCO
$268B
$608K ﹤0.01%
12,676
-48,015
-79% -$2.3M
EWY icon
199
iShares MSCI South Korea ETF
EWY
$5.17B
$607K ﹤0.01%
+9,754
New +$607K
AEO icon
200
American Eagle Outfitters
AEO
$2.36B
$603K ﹤0.01%
+41,054
New +$603K
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8
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