TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
-3.78%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.02B
AUM Growth
+$1.02B
Cap. Flow
-$126M
Cap. Flow %
-12.33%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
123
Reduced
101
Closed
514

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
$88.4M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$30M
3
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.7M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$335M
2
QQQ icon
Invesco QQQ Trust
QQQ
$32.2M
3
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
$7.06M
4
SHV icon
iShares Short Treasury Bond ETF
SHV
$6.93M
5
XOP icon
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$5.75M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
XLF icon
26
Financial Select Sector SPDR Fund
XLF
$53.5B
$6.14M 0.14%
+294,730
New +$6.14M
XLV icon
27
Health Care Select Sector SPDR Fund
XLV
$33.8B
$5.64M 0.13%
63,643
+36,468
+134% +$3.23M
BABA icon
28
Alibaba
BABA
$325B
$5.47M 0.12%
+28,104
New +$5.47M
DCUE
29
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$5.15M 0.12%
56,019
-40,681
-42% -$3.74M
XLI icon
30
Industrial Select Sector SPDR Fund
XLI
$23B
$5.05M 0.11%
85,622
+57,303
+202% +$3.38M
META icon
31
Meta Platforms (Facebook)
META
$1.84T
$4.85M 0.11%
29,100
+27,698
+1,976% +$4.62M
XLY icon
32
Consumer Discretionary Select Sector SPDR Fund
XLY
$23.2B
$4.74M 0.11%
48,294
+30,303
+168% +$2.97M
GS icon
33
Goldman Sachs
GS
$221B
$4.58M 0.1%
29,633
+28,323
+2,162% +$4.38M
FXI icon
34
iShares China Large-Cap ETF
FXI
$6.64B
$4.41M 0.1%
117,474
+66,766
+132% +$2.51M
HYG icon
35
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.7B
$4.26M 0.1%
55,319
-6,535
-11% -$504K
IWB icon
36
iShares Russell 1000 ETF
IWB
$43B
$4.25M 0.1%
30,011
+11,988
+67% +$1.7M
CSCO icon
37
Cisco
CSCO
$267B
$3.89M 0.09%
99,014
+86,338
+681% +$3.39M
GOOGL icon
38
Alphabet (Google) Class A
GOOGL
$2.77T
$3.84M 0.09%
3,304
+3,144
+1,965% +$3.65M
WFC.PRL icon
39
WELLS FARGO 7.5% NON CUMV PERP CONV
WFC.PRL
$4.82B
$3.73M 0.08%
2,925
-111
-4% -$141K
XLC icon
40
The Communication Services Select Sector SPDR Fund
XLC
$25.3B
$3.61M 0.08%
81,555
+54,687
+204% +$2.42M
NFLX icon
41
Netflix
NFLX
$517B
$3.56M 0.08%
+9,486
New +$3.56M
XLB icon
42
Materials Select Sector SPDR Fund
XLB
$5.46B
$3.16M 0.07%
70,061
+62,148
+785% +$2.8M
MINT icon
43
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$13.7B
$3.14M 0.07%
+31,724
New +$3.14M
CAT icon
44
Caterpillar
CAT
$193B
$3.06M 0.07%
+26,381
New +$3.06M
SPTS icon
45
SPDR Portfolio Short Term Treasury ETF
SPTS
$5.89B
$2.99M 0.07%
97,197
+80,155
+470% +$2.46M
IJK icon
46
iShares S&P Mid-Cap 400 Growth ETF
IJK
$9.02B
$2.66M 0.06%
14,880
+11,469
+336% +$2.05M
KBE icon
47
SPDR S&P Bank ETF
KBE
$1.6B
$2.4M 0.05%
88,984
+67,957
+323% +$1.83M
BIDU icon
48
Baidu
BIDU
$33.1B
$2.37M 0.05%
23,548
+19,994
+563% +$2.01M
KRE icon
49
SPDR S&P Regional Banking ETF
KRE
$3.95B
$2.36M 0.05%
72,353
+27,621
+62% +$900K
IWD icon
50
iShares Russell 1000 Value ETF
IWD
$63B
$2.33M 0.05%
23,487
+4,793
+26% +$475K
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