TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$1.29B
Cap. Flow
+$335M
Cap. Flow %
26.07%
Top 10 Hldgs %
54.51%
Holding
1,498
New
433
Increased
151
Reduced
153
Closed
384

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
SPY icon
1
SPDR S&P 500 ETF Trust
SPY
$658B
$419M 2.82% 1,301,932 +1,193,833 +1,104% +$384M
IWM icon
2
iShares Russell 2000 ETF
IWM
$67B
$48.2M 0.32% 290,895 +37,685 +15% +$6.24M
QQQ icon
3
Invesco QQQ Trust
QQQ
$364B
$46.5M 0.31% +218,534 New +$46.5M
SRE.PRA
4
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$38.1M 0.26% 317,200 +125,906 +66% +$15.1M
NEE.PRO
5
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$25.6M 0.17% 500,000 +50,000 +11% +$2.56M
MDY icon
6
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
$25.3M 0.17% 67,355 +34,578 +105% +$13M
AIZP
7
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$20.8M 0.14% 161,526 +71,228 +79% +$9.16M
SOLN
8
DELISTED
The Southern Company
SOLN
$15M 0.1% 277,855 +185,425 +201% +$9.99M
FTV.PRA
9
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$13.8M 0.09% 14,224 -3,287 -19% -$3.2M
DCUE
10
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$10.3M 0.07% +96,700 New +$10.3M
IWF icon
11
iShares Russell 1000 Growth ETF
IWF
$116B
$10.2M 0.07% 57,881 -7,125 -11% -$1.25M
VTI icon
12
Vanguard Total Stock Market ETF
VTI
$526B
$10M 0.07% 61,322 -48,653 -44% -$7.96M
IWN icon
13
iShares Russell 2000 Value ETF
IWN
$11.8B
$9.67M 0.07% 75,226 -71,472 -49% -$9.19M
CME icon
14
CME Group
CME
$96B
$9.21M 0.06% 45,869 +749 +2% +$150K
QTS.PRB
15
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$9.13M 0.06% +70,672 New +$9.13M
IWO icon
16
iShares Russell 2000 Growth ETF
IWO
$12.4B
$7.57M 0.05% 35,354 -24,672 -41% -$5.29M
EEM icon
17
iShares MSCI Emerging Markets ETF
EEM
$19B
$7.55M 0.05% 168,228 +149,783 +812% +$6.72M
DIA icon
18
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
$7.16M 0.05% +25,098 New +$7.16M
CCI.PRA
19
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$7.05M 0.05% 5,501 -9,551 -63% -$12.2M
SHV icon
20
iShares Short Treasury Bond ETF
SHV
$20.8B
$6.93M 0.05% +62,711 New +$6.93M
CFXA
21
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.51M 0.04% 41,255 -65,000 -61% -$10.3M
HYG icon
22
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$5.44M 0.04% +61,854 New +$5.44M
XOP icon
23
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$1.9B
$5.15M 0.03% 217,360 +124,875 +135% +$2.96M
IJR icon
24
iShares Core S&P Small-Cap ETF
IJR
$85.2B
$5.08M 0.03% 60,624 -118,534 -66% -$9.94M
OEF icon
25
iShares S&P 100 ETF
OEF
$22B
$4.83M 0.03% 33,509 -18,715 -36% -$2.7M
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