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
VTIP icon
926
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$15.7B
– –
-9,315
Closed -$457K
VTLE icon
927
Vital Energy
VTLE
$647M
– –
-3,537
Closed -$170K
VTRS icon
928
Viatris
VTRS
$11.9B
– –
-18,492
Closed -$366K
VV icon
929
Vanguard Large-Cap ETF
VV
$44.9B
– –
-3,268
Closed -$446K
VWO icon
930
Vanguard FTSE Emerging Markets ETF
VWO
$99B
– –
-37,051
Closed -$1.49M
VXX icon
931
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$249M
– –
-134
Closed -$204K
W icon
932
Wayfair
W
$11.3B
– –
0
– –
WAB icon
933
Wabtec
WAB
$32.4B
– –
0
– –
WAT icon
934
Waters Corp
WAT
$17.4B
– –
-1,166
Closed -$260K
WB icon
935
Weibo
WB
$2.98B
– –
0
– –
WBA
936
DELISTED
Walgreens Boots Alliance
WBA
– –
0
– –
WEN icon
937
Wendy's
WEN
$1.87B
– –
-15,794
Closed -$316K
WGO icon
938
Winnebago Industries
WGO
$953M
– –
0
– –
WH icon
939
Wyndham Hotels & Resorts
WH
$6.43B
– –
0
– –
WHR icon
940
Whirlpool
WHR
$5.24B
– –
0
– –
WIX icon
941
WIX.com
WIX
$9.13B
– –
0
– –
WLK icon
942
Westlake Corp
WLK
$10.9B
– –
0
– –
WMB icon
943
Williams Companies
WMB
$71.8B
– –
-15,940
Closed -$384K
WOLF icon
944
Wolfspeed
WOLF
$230M
– –
0
– –
WPC icon
945
W.P. Carey
WPC
$14.8B
– –
-4,977
Closed -$436K
WRB icon
946
W.R. Berkley
WRB
$27.4B
– –
-8,305
Closed -$267K
WSM icon
947
Williams-Sonoma
WSM
$24.7B
– –
0
– –
WTI icon
948
W&T Offshore
WTI
$261M
– –
-11,786
Closed -$52K
WU icon
949
Western Union
WU
$2.73B
– –
-18,448
Closed -$427K
WW
950
DELISTED
WW International
WW
– –
0
– –
36 37
38
39 40