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
BHC icon
501
Bausch Health
BHC
$2.64B
$228K ﹤0.01%
+10,457
New +$228K
VIAB
502
DELISTED
Viacom Inc. Class B
VIAB
$228K ﹤0.01%
+9,495
New +$228K
AEG icon
503
Aegon
AEG
$12B
$227K ﹤0.01%
59,607
-26,657
-31% -$102K
CMI icon
504
Cummins
CMI
$55.8B
$227K ﹤0.01%
+1,393
New +$227K
DUST icon
505
Direxion Daily Gold Miners Index Bear 2X Shares
DUST
$58.9M
$227K ﹤0.01%
+110
New +$227K
UYG icon
506
ProShares Ultra Financials
UYG
$865M
$227K ﹤0.01%
4,846
-1,124
-19% -$52.7K
XRAY icon
507
Dentsply Sirona
XRAY
$2.73B
$227K ﹤0.01%
+4,267
New +$227K
DBI icon
508
Designer Brands
DBI
$229M
$226K ﹤0.01%
+13,176
New +$226K
EG icon
509
Everest Group
EG
$14.3B
$226K ﹤0.01%
+849
New +$226K
WUBA
510
DELISTED
58.COM INC
WUBA
$226K ﹤0.01%
+4,582
New +$226K
AXP icon
511
American Express
AXP
$225B
$225K ﹤0.01%
1,900
-6,979
-79% -$826K
CLB icon
512
Core Laboratories
CLB
$577M
$225K ﹤0.01%
4,820
-3,775
-44% -$176K
RPG icon
513
Invesco S&P 500 Pure Growth ETF
RPG
$1.75B
$225K ﹤0.01%
9,515
-390
-4% -$9.22K
HUM icon
514
Humana
HUM
$32.9B
$223K ﹤0.01%
871
-19
-2% -$4.87K
NI icon
515
NiSource
NI
$19.2B
$223K ﹤0.01%
7,466
-26,148
-78% -$781K
PGHY icon
516
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$186M
$223K ﹤0.01%
+9,720
New +$223K
FXL icon
517
First Trust Technology AlphaDEX Fund
FXL
$1.41B
$222K ﹤0.01%
+3,405
New +$222K
UGI icon
518
UGI
UGI
$7.38B
$221K ﹤0.01%
+4,400
New +$221K
NEU icon
519
NewMarket
NEU
$7.86B
$220K ﹤0.01%
467
-50
-10% -$23.6K
RFCI icon
520
RiverFront Dynamic Core Income
RFCI
$18.3M
$220K ﹤0.01%
+8,707
New +$220K
SHYD icon
521
VanEck Short High Yield Muni ETF
SHYD
$353M
$219K ﹤0.01%
+8,694
New +$219K
MMP
522
DELISTED
Magellan Midstream Partners, L.P.
MMP
$219K ﹤0.01%
+3,311
New +$219K
SBNY
523
DELISTED
Signature Bank
SBNY
$219K ﹤0.01%
+1,834
New +$219K
HAL icon
524
Halliburton
HAL
$19.3B
$218K ﹤0.01%
11,554
-39,767
-77% -$750K
MDLZ icon
525
Mondelez International
MDLZ
$80.6B
$218K ﹤0.01%
3,940
-3,205
-45% -$177K
19 20
21
22 23