TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-0.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$850M
AUM Growth
+$190M
Cap. Flow
+$120M
Cap. Flow %
14.13%
Top 10 Hldgs %
27.41%
Holding
1,522
New
340
Increased
163
Reduced
183
Closed
497

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
$33.9M
2
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$22.6M
3
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.6M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$19.1M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$93.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
$23.9M
3
SMH icon
VanEck Semiconductor ETF
SMH
$11.1M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$9.18M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
$6.36M

Sector Composition

1 Financials 6.59%
2 Consumer Discretionary 4.85%
3 Energy 4.32%
4 Technology 3.85%
5 Healthcare 3.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VWOB icon
976
Vanguard Emerging Markets Government Bond ETF
VWOB
$4.58B
– –
-2,577
Closed -$207K
VXF icon
977
Vanguard Extended Market ETF
VXF
$24.1B
– –
-1,838
Closed -$218K
VXUS icon
978
Vanguard Total International Stock ETF
VXUS
$102B
– –
-18,303
Closed -$965K
VYX icon
979
NCR Voyix
VYX
$1.84B
– –
0
– –
W icon
980
Wayfair
W
$11.6B
– –
-1,987
Closed -$290K
WAB icon
981
Wabtec
WAB
$33B
– –
0
– –
WB icon
982
Weibo
WB
$2.87B
– –
0
– –
WBA
983
DELISTED
Walgreens Boots Alliance
WBA
– –
-10,726
Closed -$586K
WCC icon
984
WESCO International
WCC
$10.7B
– –
-5,632
Closed -$285K
WDC icon
985
Western Digital
WDC
$31.9B
– –
-10,626
Closed -$382K
WELL icon
986
Welltower
WELL
$112B
– –
-4,748
Closed -$387K
WGO icon
987
Winnebago Industries
WGO
$1.03B
– –
0
– –
WH icon
988
Wyndham Hotels & Resorts
WH
$6.59B
– –
0
– –
WHR icon
989
Whirlpool
WHR
$5.28B
– –
-2,271
Closed -$323K
WIX icon
990
WIX.com
WIX
$8.52B
– –
0
– –
WSM icon
991
Williams-Sonoma
WSM
$24.7B
– –
0
– –
WTW icon
992
Willis Towers Watson
WTW
$32.1B
– –
-1,186
Closed -$227K
WW
993
DELISTED
WW International
WW
– –
0
– –
WYNN icon
994
Wynn Resorts
WYNN
$12.6B
– –
-7,906
Closed -$980K
WY icon
995
Weyerhaeuser
WY
$18.9B
– –
0
– –
WYY icon
996
WidePoint Corp
WYY
$49.2M
– –
-1,622
Closed -$7K
X
997
DELISTED
US Steel
X
– –
-25,368
Closed -$388K
XBI icon
998
SPDR S&P Biotech ETF
XBI
$5.39B
– –
0
– –
XHR
999
Xenia Hotels & Resorts
XHR
$1.38B
– –
-11,537
Closed -$241K
XLU icon
1000
Utilities Select Sector SPDR Fund
XLU
$20.7B
– –
-53,165
Closed -$3.17M
38 39
40
41 42