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
CTSH icon
1276
Cognizant
CTSH
$35.1B
– –
-5,960
Closed -$378K
CTVA icon
1277
Corteva
CTVA
$49.1B
– –
0
– –
CVI icon
1278
CVR Energy
CVI
$3.16B
– –
0
– –
CVNA icon
1279
Carvana
CVNA
$50.9B
– –
0
– –
EXP icon
1280
Eagle Materials
EXP
$7.86B
– –
-5,418
Closed -$502K
CXW icon
1281
CoreCivic
CXW
$2.11B
– –
0
– –
CYBR icon
1282
CyberArk
CYBR
$23.3B
– –
-2,208
Closed -$282K
CYCC icon
1283
Cyclacel Pharmaceuticals
CYCC
$15.9M
– –
0
– -$8K
D icon
1284
Dominion Energy
D
$49.7B
– –
-6,704
Closed -$518K
DBEF icon
1285
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$7.95B
– –
-18,302
Closed -$579K
DBRG icon
1286
DigitalBridge
DBRG
$2.04B
– –
-5,544
Closed -$111K
DBX icon
1287
Dropbox
DBX
$8.06B
– –
0
– –
DE icon
1288
Deere & Co
DE
$128B
– –
-1,287
Closed -$213K
DECK icon
1289
Deckers Outdoor
DECK
$17.9B
– –
0
– –
DELL icon
1290
Dell
DELL
$84.4B
– –
-9,674
Closed -$249K
DEO icon
1291
Diageo
DEO
$61.3B
– –
0
– –
DFS
1292
DELISTED
Discover Financial Services
DFS
– –
0
– –
DGLY icon
1293
Digital Ally
DGLY
$3.06M
– –
0
– -$19K
DGX icon
1294
Quest Diagnostics
DGX
$20.5B
– –
-2,497
Closed -$254K
DHC
1295
Diversified Healthcare Trust
DHC
$995M
– –
-23,572
Closed -$195K
DHR icon
1296
Danaher
DHR
$143B
– –
0
– –
DIA icon
1297
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.8B
– –
-34,535
Closed -$9.18M
DIN icon
1298
Dine Brands
DIN
$364M
– –
0
– –
DINO icon
1299
HF Sinclair
DINO
$9.56B
– –
0
– –
DKS icon
1300
Dick's Sporting Goods
DKS
$17.7B
– –
0
– –
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52
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