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
HLT icon
1151
Hilton Worldwide
HLT
$64B
– –
-3,597
Closed -$352K
HMY icon
1152
Harmony Gold Mining
HMY
$8.78B
– –
-10,076
Closed -$23K
HOG icon
1153
Harley-Davidson
HOG
$3.67B
– –
-12,949
Closed -$464K
HRI icon
1154
Herc Holdings
HRI
$4.6B
– –
0
– –
HRB icon
1155
H&R Block
HRB
$6.85B
– –
-23,136
Closed -$678K
HSIC icon
1156
Henry Schein
HSIC
$8.42B
– –
-5,992
Closed -$419K
HSY icon
1157
Hershey
HSY
$37.6B
– –
-1,556
Closed -$209K
HUBS icon
1158
HubSpot
HUBS
$25.7B
– –
0
– –
HUN icon
1159
Huntsman Corp
HUN
$1.95B
– –
0
– –
HWM icon
1160
Howmet Aerospace
HWM
$71.8B
– –
-10,319
Closed -$204K
HYG icon
1161
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
– –
-64,778
Closed -$5.65M
IBIO icon
1162
iBio
IBIO
$16.4M
– –
-45
Closed -$16K
IBM icon
1163
IBM
IBM
$232B
– –
0
– –
IBND icon
1164
SPDR Bloomberg International Corporate Bond ETF
IBND
$449M
– –
-6,148
Closed -$210K
IBRX icon
1165
ImmunityBio
IBRX
$2.27B
– –
-12,175
Closed -$12K
IEO icon
1166
iShares US Oil & Gas Exploration & Production ETF
IEO
$468M
– –
-6,222
Closed -$349K
IEUS icon
1167
iShares MSCI Europe Small-Cap ETF
IEUS
$153M
– –
-8,409
Closed -$422K
IFRX icon
1168
InflaRx
IFRX
$112M
– –
-17,708
Closed -$56K
IGC icon
1169
IGC Pharma
IGC
$39.4M
– –
-13,874
Closed -$23K
BRSL
1170
Brightstar Lottery PLC
BRSL
$3.18B
– –
0
– –
IJK icon
1171
iShares S&P Mid-Cap 400 Growth ETF
IJK
$9.22B
– –
-6,632
Closed -$375K
IJT icon
1172
iShares S&P Small-Cap 600 Growth ETF
IJT
$6.28B
– –
-3,550
Closed -$324K
ILF icon
1173
iShares Latin America 40 ETF
ILF
$1.78B
– –
-17,642
Closed -$595K
INCY icon
1174
Incyte
INCY
$16.9B
– –
-3,029
Closed -$257K
INDY icon
1175
iShares S&P India Nifty 50 Index Fund
INDY
$644M
– –
-14,612
Closed -$561K
45 46
47
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