TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-0.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$850M
AUM Growth
+$190M
Cap. Flow
+$120M
Cap. Flow %
14.13%
Top 10 Hldgs %
27.41%
Holding
1,522
New
340
Increased
163
Reduced
183
Closed
497

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
$33.9M
2
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$22.6M
3
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.6M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$19.1M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$93.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
$23.9M
3
SMH icon
VanEck Semiconductor ETF
SMH
$11.1M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$9.18M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
$6.36M

Sector Composition

1 Financials 6.59%
2 Consumer Discretionary 4.85%
3 Energy 4.32%
4 Technology 3.85%
5 Healthcare 3.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PEG icon
1051
Public Service Enterprise Group
PEG
$40.5B
– –
-9,912
Closed -$583K
PEP icon
1052
PepsiCo
PEP
$200B
– –
0
– –
PFG icon
1053
Principal Financial Group
PFG
$17.8B
– –
-4,877
Closed -$282K
PG icon
1054
Procter & Gamble
PG
$375B
– –
0
– –
PGR icon
1055
Progressive
PGR
$143B
– –
-11,609
Closed -$928K
PH icon
1056
Parker-Hannifin
PH
$96.1B
– –
-2,027
Closed -$345K
PHIO icon
1057
Phio Pharmaceuticals
PHIO
$11.7M
– –
-8
Closed -$18K
PHM icon
1058
Pultegroup
PHM
$27.7B
– –
-12,737
Closed -$403K
PII icon
1059
Polaris
PII
$3.33B
– –
0
– –
PKG icon
1060
Packaging Corp of America
PKG
$19.8B
– –
-4,032
Closed -$384K
PLCE icon
1061
Children's Place
PLCE
$121M
– –
0
– –
PLD icon
1062
Prologis
PLD
$105B
– –
0
– –
PLNT icon
1063
Planet Fitness
PLNT
$8.77B
– –
0
– –
PLUG icon
1064
Plug Power
PLUG
$1.69B
– –
-36,871
Closed -$83K
PLUR icon
1065
Pluri
PLUR
$39.5M
– –
-176
Closed -$9K
PM icon
1066
Philip Morris
PM
$251B
– –
-9,794
Closed -$769K
PNC icon
1067
PNC Financial Services
PNC
$80.5B
– –
0
– –
PNW icon
1068
Pinnacle West Capital
PNW
$10.6B
– –
-2,307
Closed -$217K
PPL icon
1069
PPL Corp
PPL
$26.6B
– –
-7,251
Closed -$225K
PRGO icon
1070
Perrigo
PRGO
$3.12B
– –
0
– –
PRI icon
1071
Primerica
PRI
$8.85B
– –
-2,030
Closed -$243K
PRSO icon
1072
Peraso
PRSO
$8.59M
– –
-27
Closed -$4K
PRU icon
1073
Prudential Financial
PRU
$37.2B
– –
0
– –
PSCD icon
1074
Invesco S&P SmallCap Consumer Discretionary ETF
PSCD
$23M
– –
-7,891
Closed -$470K
PSCT icon
1075
Invesco S&P SmallCap Information Technology ETF
PSCT
$279M
– –
-8,127
Closed -$227K
41 42
43
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