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
BGS icon
226
B&G Foods
BGS
$372M
$520K ﹤0.01%
+29,019
New +$520K
BFH icon
227
Bread Financial
BFH
$3.12B
$519K ﹤0.01%
5,796
+3,163
+120% +$283K
RGLD icon
228
Royal Gold
RGLD
$11.9B
$518K ﹤0.01%
+4,236
New +$518K
EWZ icon
229
iShares MSCI Brazil ETF
EWZ
$5.39B
$511K ﹤0.01%
+10,771
New +$511K
SPTS icon
230
SPDR Portfolio Short Term Treasury ETF
SPTS
$5.89B
$511K ﹤0.01%
+17,042
New +$511K
AMJ
231
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$510K ﹤0.01%
23,392
-21,632
-48% -$472K
AMX icon
232
America Movil
AMX
$58.8B
$507K ﹤0.01%
+31,688
New +$507K
EXEL icon
233
Exelixis
EXEL
$10.1B
$506K ﹤0.01%
+28,711
New +$506K
ADAM
234
Adamas Trust, Inc. Common Stock
ADAM
$666M
$504K ﹤0.01%
20,223
-19,417
-49% -$484K
SJM icon
235
J.M. Smucker
SJM
$12B
$503K ﹤0.01%
+4,832
New +$503K
HEDJ icon
236
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.79B
$499K ﹤0.01%
+14,132
New +$499K
NYT icon
237
New York Times
NYT
$9.64B
$499K ﹤0.01%
+15,520
New +$499K
ESS icon
238
Essex Property Trust
ESS
$17B
$498K ﹤0.01%
+1,656
New +$498K
LQD icon
239
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.6B
$490K ﹤0.01%
+3,831
New +$490K
SBSW icon
240
Sibanye-Stillwater
SBSW
$5.72B
$488K ﹤0.01%
49,106
+28,623
+140% +$284K
CPRT icon
241
Copart
CPRT
$48.3B
$487K ﹤0.01%
21,432
+3,132
+17% +$71.2K
ALGN icon
242
Align Technology
ALGN
$9.76B
$486K ﹤0.01%
+1,741
New +$486K
XLB icon
243
Materials Select Sector SPDR Fund
XLB
$5.48B
$486K ﹤0.01%
7,913
-29,528
-79% -$1.81M
XEL icon
244
Xcel Energy
XEL
$42.7B
$485K ﹤0.01%
7,642
+2,416
+46% +$153K
AZN icon
245
AstraZeneca
AZN
$254B
$484K ﹤0.01%
9,717
+2,045
+27% +$102K
AEM icon
246
Agnico Eagle Mines
AEM
$74.5B
$482K ﹤0.01%
+7,826
New +$482K
FCFS icon
247
FirstCash
FCFS
$6.69B
$475K ﹤0.01%
+5,889
New +$475K
CMA icon
248
Comerica
CMA
$9.07B
$473K ﹤0.01%
+6,586
New +$473K
CMI icon
249
Cummins
CMI
$55.2B
$470K ﹤0.01%
2,629
+1,236
+89% +$221K
QID icon
250
ProShares UltraShort QQQ
QID
$274M
$468K ﹤0.01%
996
+330
+50% +$155K
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