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
COTY icon
1251
Coty
COTY
$3.81B
– –
-33,838
Closed -$356K
COST icon
1252
Costco
COST
$427B
– –
-11,890
Closed -$3.43M
CP icon
1253
Canadian Pacific Kansas City
CP
$70.3B
– –
-9,135
Closed -$406K
CPHI icon
1254
China Pharma Holdings
CPHI
$5.48M
– –
-21
Closed -$3K
CPRI icon
1255
Capri Holdings
CPRI
$2.53B
– –
0
– –
CRM icon
1256
Salesforce
CRM
$239B
– –
-15,480
Closed -$2.3M
CRON
1257
Cronos Group
CRON
$957M
– –
0
– –
CRUS icon
1258
Cirrus Logic
CRUS
$5.94B
– –
0
– –
CRVL icon
1259
CorVel
CRVL
$4.39B
– –
-12,555
Closed -$317K
CSGP icon
1260
CoStar Group
CSGP
$37.9B
– –
-9,450
Closed -$561K
CSX icon
1261
CSX Corp
CSX
$60.6B
– –
-12,117
Closed -$280K
CTSH icon
1262
Cognizant
CTSH
$35.1B
– –
0
– –
CVE icon
1263
Cenovus Energy
CVE
$28.7B
– –
-20,420
Closed -$192K
CVEO icon
1264
Civeo
CVEO
$294M
– –
-1,024
Closed -$16K
CVI icon
1265
CVR Energy
CVI
$3.16B
– –
0
– –
CVNA icon
1266
Carvana
CVNA
$50.9B
– –
0
– –
CVS icon
1267
CVS Health
CVS
$93.6B
– –
-5,365
Closed -$338K
CWB icon
1268
SPDR Bloomberg Convertible Securities ETF
CWB
$4.42B
– –
-3,982
Closed -$209K
CXW icon
1269
CoreCivic
CXW
$2.11B
– –
0
– –
CYH icon
1270
Community Health Systems
CYH
$409M
– –
-19,173
Closed -$69K
CYBR icon
1271
CyberArk
CYBR
$23.3B
– –
0
– –
DBC icon
1272
Invesco DB Commodity Index Tracking Fund
DBC
$1.26B
– –
-18,270
Closed -$275K
DBI icon
1273
Designer Brands
DBI
$231M
– –
-13,176
Closed -$226K
DDM icon
1274
ProShares Ultra Dow30
DDM
$439M
– –
-18,117
Closed -$898K
DDOG icon
1275
Datadog
DDOG
$47.5B
– –
0
– –
49 50
51
52 53