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
DE icon
1276
Deere & Co
DE
$128B
– –
0
– –
DELL icon
1277
Dell
DELL
$84.4B
– –
0
– –
DEO icon
1278
Diageo
DEO
$61.3B
– –
0
– –
DFS
1279
DELISTED
Discover Financial Services
DFS
– –
0
– –
DGX icon
1280
Quest Diagnostics
DGX
$20.5B
– –
0
– –
DHI icon
1281
D.R. Horton
DHI
$54.2B
– –
-10,889
Closed -$574K
DIN icon
1282
Dine Brands
DIN
$364M
– –
0
– –
DIS icon
1283
Walt Disney
DIS
$212B
– –
-8,036
Closed -$1.05M
DKS icon
1284
Dick's Sporting Goods
DKS
$17.7B
– –
0
– –
DLTR icon
1285
Dollar Tree
DLTR
$20.6B
– –
-19,160
Closed -$2.19M
DNN icon
1286
Denison Mines
DNN
$2.11B
– –
-12,981
Closed -$6K
DOC icon
1287
Healthpeak Properties
DOC
$12.8B
– –
-7,638
Closed -$272K
DOCU icon
1288
DocuSign
DOCU
$16.1B
– –
0
– –
DOMO icon
1289
Domo
DOMO
$603M
– –
0
– –
DOV icon
1290
Dover
DOV
$24.4B
– –
0
– –
DOW icon
1291
Dow Inc
DOW
$17.4B
– –
0
– –
DVN icon
1292
Devon Energy
DVN
$22.1B
– –
-45,291
Closed -$1.09M
EA icon
1293
Electronic Arts
EA
$42.2B
– –
-4,741
Closed -$464K
EAT icon
1294
Brinker International
EAT
$7.04B
– –
0
– –
EBAY icon
1295
eBay
EBAY
$42.3B
– –
0
– –
ECL icon
1296
Ecolab
ECL
$77.6B
– –
0
– –
EDIV icon
1297
SPDR S&P Emerging Markets Dividend ETF
EDIV
$868M
– –
-6,806
Closed -$203K
EDU icon
1298
New Oriental
EDU
$7.98B
– –
0
– –
EFG icon
1299
iShares MSCI EAFE Growth ETF
EFG
$13.2B
– –
-2,699
Closed -$217K
EFX icon
1300
Equifax
EFX
$30.8B
– –
0
– –
50 51
52
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