TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$850M
Cap. Flow
+$120M
Cap. Flow %
14.17%
Top 10 Hldgs %
27.41%
Holding
1,522
New
342
Increased
163
Reduced
183
Closed
504

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
IWM icon
1
iShares Russell 2000 ETF
IWM
$67B
$38.3M 0.35% 253,210 +223,713 +758% +$33.9M
SPY icon
2
SPDR S&P 500 ETF Trust
SPY
$658B
$32.1M 0.29% 108,099 -314,481 -74% -$93.3M
SRE.PRA
3
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$22.6M 0.21% +191,294 New +$22.6M
NEE.PRO
4
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.6M 0.21% +450,000 New +$22.6M
CCI.PRA
5
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$19.1M 0.17% +15,052 New +$19.1M
IWN icon
6
iShares Russell 2000 Value ETF
IWN
$11.8B
$17.5M 0.16% 146,698 +78,933 +116% +$9.43M
VTI icon
7
Vanguard Total Stock Market ETF
VTI
$526B
$16.6M 0.15% 109,975 +58,526 +114% +$8.84M
FTV.PRA
8
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.8M 0.14% +17,511 New +$15.8M
AMZN icon
9
Amazon
AMZN
$2.44T
$14.1M 0.13% 8,136 +7,409 +1,019% +$12.9M
IJR icon
10
iShares Core S&P Small-Cap ETF
IJR
$85.2B
$13.9M 0.13% 179,158 +125,581 +234% +$9.78M
CFXA
11
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$13.9M 0.13% +106,255 New +$13.9M
IWD icon
12
iShares Russell 1000 Value ETF
IWD
$63.5B
$12.2M 0.11% 95,254 +58,773 +161% +$7.54M
IWB icon
13
iShares Russell 1000 ETF
IWB
$43.2B
$12M 0.11% 73,013 +38,287 +110% +$6.3M
IWO icon
14
iShares Russell 2000 Growth ETF
IWO
$12.4B
$11.6M 0.11% 60,026 +26,521 +79% +$5.11M
MDY icon
15
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
$11.6M 0.11% 32,777 +29,459 +888% +$10.4M
AIZP
16
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$11.3M 0.1% +90,298 New +$11.3M
AVTR.PRA
17
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
$10.7M 0.1% +200,000 New +$10.7M
IWF icon
18
iShares Russell 1000 Growth ETF
IWF
$116B
$10.4M 0.09% 65,006 -10,835 -14% -$1.73M
CME icon
19
CME Group
CME
$96B
$9.54M 0.09% 45,120 +74 +0.2% +$15.6K
XLI icon
20
Industrial Select Sector SPDR Fund
XLI
$23.3B
$6.89M 0.06% +88,785 New +$6.89M
XLP icon
21
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
$6.89M 0.06% 112,111 +60,471 +117% +$3.71M
OEF icon
22
iShares S&P 100 ETF
OEF
$22B
$6.87M 0.06% 52,224 +23,275 +80% +$3.06M
AGG icon
23
iShares Core US Aggregate Bond ETF
AGG
$131B
$6.4M 0.06% 56,513 +51,459 +1,018% +$5.82M
RSP icon
24
Invesco S&P 500 Equal Weight ETF
RSP
$74.2B
$6.14M 0.06% 56,841 +561 +1% +$60.6K
DVY icon
25
iShares Select Dividend ETF
DVY
$20.8B
$5.35M 0.05% 52,478 +35,599 +211% +$3.63M
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