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
WYNN icon
951
Wynn Resorts
WYNN
$12.8B
– –
0
– –
X
952
DELISTED
US Steel
X
– –
0
– –
XBI icon
953
SPDR S&P Biotech ETF
XBI
$5.42B
– –
0
– –
XLF icon
954
Financial Select Sector SPDR Fund
XLF
$53.9B
– –
-11,569
Closed -$324K
XLP icon
955
Consumers Staples Select Sector SPDR Fund
XLP
$15.9B
– –
-112,111
Closed -$6.89M
XLRE icon
956
Real Estate Select Sector SPDR Fund
XLRE
$7.72B
– –
-27,230
Closed -$1.07M
XPO icon
957
XPO
XPO
$15.3B
– –
0
– –
XRAY icon
958
Dentsply Sirona
XRAY
$2.73B
– –
-4,267
Closed -$227K
XSOE icon
959
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$2.01B
– –
-7,397
Closed -$205K
XYL icon
960
Xylem
XYL
$33.5B
– –
0
– –
YELP icon
961
Yelp
YELP
$1.97B
– –
0
– –
YETI icon
962
Yeti Holdings
YETI
$2.88B
– –
0
– –
YUM icon
963
Yum! Brands
YUM
$40.5B
– –
0
– –
ZION icon
964
Zions Bancorporation
ZION
$8.56B
– –
-8,325
Closed -$371K
PRKS icon
965
United Parks & Resorts
PRKS
$2.77B
– –
0
– –
XTIA icon
966
XTI Aerospace
XTIA
$45M
– –
0
– -$3K
VRN
967
DELISTED
Veren
VRN
– –
-35,846
Closed -$153K
CNH
968
CNH Industrial
CNH
$14.1B
– –
-18,601
Closed -$164K
GAP
969
The Gap, Inc.
GAP
$8.93B
– –
0
– –
SGI
970
Somnigroup International Inc.
SGI
$17.9B
– –
0
– –
JOYY
971
JOYY Inc. American Depositary Shares
JOYY
$3.23B
– –
0
– –
MNST icon
972
Monster Beverage
MNST
$61.3B
– –
0
– –
MOAT icon
973
VanEck Morningstar Wide Moat ETF
MOAT
$12.7B
– –
-8,169
Closed -$410K
MS icon
974
Morgan Stanley
MS
$246B
– –
-107,694
Closed -$4.6M
MSI icon
975
Motorola Solutions
MSI
$80.3B
– –
0
– –
37 38
39
40 41