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
MHK icon
1226
Mohawk Industries
MHK
$8.65B
– –
0
– –
MKSI icon
1227
MKS Inc. Common Stock
MKSI
$7.02B
– –
0
– –
MMC icon
1228
Marsh & McLennan
MMC
$100B
– –
-3,222
Closed -$322K
MMM icon
1229
3M
MMM
$82.7B
– –
0
– –
CI icon
1230
Cigna
CI
$81.5B
– –
-2,023
Closed -$307K
CIEN icon
1231
Ciena
CIEN
$16.5B
– –
-5,515
Closed -$216K
CIG icon
1232
CEMIG Preferred Shares
CIG
$5.84B
– –
-264,835
Closed -$458K
CIM
1233
Chimera Investment
CIM
$1.2B
– –
0
– –
CLB icon
1234
Core Laboratories
CLB
$592M
– –
-4,820
Closed -$225K
CLH icon
1235
Clean Harbors
CLH
$12.7B
– –
0
– –
CLX icon
1236
Clorox
CLX
$15.5B
– –
-2,656
Closed -$403K
CM icon
1237
Canadian Imperial Bank of Commerce
CM
$72.8B
– –
0
– –
CMC icon
1238
Commercial Metals
CMC
$6.63B
– –
0
– –
CMCSA icon
1239
Comcast
CMCSA
$125B
– –
0
– –
CMP icon
1240
Compass Minerals
CMP
$784M
– –
0
– –
CMPR icon
1241
Cimpress
CMPR
$1.54B
– –
-2,548
Closed -$336K
CMS icon
1242
CMS Energy
CMS
$21.4B
– –
-6,285
Closed -$402K
CNC icon
1243
Centene
CNC
$14.2B
– –
-7,552
Closed -$327K
CNI icon
1244
Canadian National Railway
CNI
$60.3B
– –
-3,667
Closed -$330K
CNQ icon
1245
Canadian Natural Resources
CNQ
$63.2B
– –
-37,918
Closed -$494K
CNX icon
1246
CNX Resources
CNX
$4.18B
– –
0
– –
COO icon
1247
Cooper Companies
COO
$13.5B
– –
0
– –
COP icon
1248
ConocoPhillips
COP
$116B
– –
-41,009
Closed -$2.34M
COR icon
1249
Cencora
COR
$56.7B
– –
0
– –
CORT icon
1250
Corcept Therapeutics
CORT
$7.31B
– –
0
– –
48 49
50
51 52