TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
-3.78%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.02B
AUM Growth
+$1.02B
Cap. Flow
-$126M
Cap. Flow %
-12.33%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
123
Reduced
101
Closed
514

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
$88.4M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$30M
3
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.7M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$335M
2
QQQ icon
Invesco QQQ Trust
QQQ
$32.2M
3
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
$7.06M
4
SHV icon
iShares Short Treasury Bond ETF
SHV
$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
$4.81M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AFL icon
1476
Aflac
AFL
$57.1B
– –
0
– –
AFG icon
1477
American Financial Group
AFG
$11.5B
– –
-3,146
Closed -$345K
AES icon
1478
AES
AES
$9.42B
– –
0
– –
AEP icon
1479
American Electric Power
AEP
$58.8B
– –
0
– –
AEO icon
1480
American Eagle Outfitters
AEO
$2.36B
– –
-41,054
Closed -$603K
AEF
1481
abrdn Emerging Markets Equity Income Fund
AEF
$248M
– –
-13,097
Closed -$100K
AEE icon
1482
Ameren
AEE
$27B
– –
-10,756
Closed -$826K
ADP icon
1483
Automatic Data Processing
ADP
$121B
– –
0
– –
ADM icon
1484
Archer Daniels Midland
ADM
$29.7B
– –
0
– –
ADBE icon
1485
Adobe
ADBE
$148B
– –
0
– –
ACWX icon
1486
iShares MSCI ACWI ex US ETF
ACWX
$6.59B
– –
-17,378
Closed -$854K
CG icon
1487
Carlyle Group
CG
$22.9B
– –
-36,459
Closed -$1.17M
CGC
1488
Canopy Growth
CGC
$437M
– –
0
– –
CGNX icon
1489
Cognex
CGNX
$7.38B
– –
0
– –
EFV icon
1490
iShares MSCI EAFE Value ETF
EFV
$27.5B
– –
-10,511
Closed -$525K
GLDM icon
1491
SPDR Gold MiniShares Trust
GLDM
$17.5B
– –
-14,844
Closed -$225K
GNR icon
1492
SPDR S&P Global Natural Resources ETF
GNR
$3.27B
– –
-9,197
Closed -$424K
GNRC icon
1493
Generac Holdings
GNRC
$10.3B
– –
-7,604
Closed -$765K
GOGO icon
1494
Gogo Inc
GOGO
$1.43B
– –
-19,194
Closed -$123K
B
1495
Barrick Mining Corporation
B
$46.3B
– –
0
– –
GOOS
1496
Canada Goose Holdings
GOOS
$1.28B
– –
0
– –
GPC icon
1497
Genuine Parts
GPC
$19B
– –
0
– –
IBN icon
1498
ICICI Bank
IBN
$113B
– –
-54,427
Closed -$821K
ICE icon
1499
Intercontinental Exchange
ICE
$100B
– –
-4,884
Closed -$452K
IDA icon
1500
Idacorp
IDA
$6.74B
– –
-2,295
Closed -$245K
58 59
60
61 62