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
IGSB icon
1151
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$21.4B
– –
-5,143
Closed -$276K
BRSL
1152
Brightstar Lottery PLC
BRSL
$3.19B
– –
0
– –
IHF icon
1153
iShares US Healthcare Providers ETF
IHF
$800M
– –
-11,245
Closed -$364K
IHY icon
1154
VanEck International High Yield Bond ETF
IHY
$46.5M
– –
-10,045
Closed -$246K
INCY icon
1155
Incyte
INCY
$16.9B
– –
0
– –
ING icon
1156
ING
ING
$72.5B
– –
0
– –
INTC icon
1157
Intel
INTC
$114B
– –
0
– –
IP icon
1158
International Paper
IP
$25B
– –
-23,884
Closed -$946K
IPG icon
1159
Interpublic Group of Companies
IPG
$9.89B
– –
0
– –
IQ icon
1160
iQIYI
IQ
$2.62B
– –
0
– –
IRBT icon
1161
iRobot
IRBT
$104M
– –
0
– –
ISRG icon
1162
Intuitive Surgical
ISRG
$168B
– –
-2,727
Closed -$491K
ITOT icon
1163
iShares Core S&P Total US Stock Market ETF
ITOT
$75.7B
– –
-5,058
Closed -$339K
ITW icon
1164
Illinois Tool Works
ITW
$77.7B
– –
0
– –
IUSV icon
1165
iShares Core S&P US Value ETF
IUSV
$22B
– –
-4,471
Closed -$258K
IVR icon
1166
Invesco Mortgage Capital
IVR
$523M
– –
-1,529
Closed -$234K
IVZ icon
1167
Invesco
IVZ
$9.81B
– –
-23,180
Closed -$393K
IWP icon
1168
iShares Russell Mid-Cap Growth ETF
IWP
$20.6B
– –
-3,614
Closed -$255K
IWR icon
1169
iShares Russell Mid-Cap ETF
IWR
$44.7B
– –
-7,679
Closed -$430K
IXUS icon
1170
iShares Core MSCI Total International Stock ETF
IXUS
$48.6B
– –
-7,888
Closed -$456K
IYR icon
1171
iShares US Real Estate ETF
IYR
$3.74B
– –
-3,173
Closed -$297K
JBHT icon
1172
JB Hunt Transport Services
JBHT
$13.8B
– –
0
– –
JBLU icon
1173
JetBlue
JBLU
$1.88B
– –
-31,265
Closed -$524K
JBL icon
1174
Jabil
JBL
$22.4B
– –
0
– –
JD icon
1175
JD.com
JD
$46.6B
– –
-14,162
Closed -$400K
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