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
IVV icon
1
iShares Core S&P 500 ETF
IVV
$662B
$89.2M 2.01% 345,227 +342,233 +11,431% +$88.4M
SRE.PRA
2
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$40.6M 0.91% 438,450 +121,250 +38% +$11.2M
NEE.PRO
3
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$36.9M 0.83% 779,712 +279,712 +56% +$13.2M
CCI.PRA
4
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$35.2M 0.79% 28,152 +22,651 +412% +$28.3M
BDXA
5
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$32.7M 0.74% 625,000 +574,456 +1,137% +$30M
IWM icon
6
iShares Russell 2000 ETF
IWM
$67B
$30.3M 0.68% 265,015 -25,880 -9% -$2.96M
CFXA
7
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$27.7M 0.62% 301,468 +260,213 +631% +$23.9M
FTV.PRA
8
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$26M 0.58% 36,101 +21,877 +154% +$15.7M
SOLN
9
DELISTED
The Southern Company
SOLN
$24.3M 0.55% 547,370 +269,515 +97% +$12M
AIZP
10
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$20.1M 0.45% 188,483 +26,957 +17% +$2.87M
QTS.PRB
11
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$15.6M 0.35% 121,700 +51,028 +72% +$6.56M
AMZN icon
12
Amazon
AMZN
$2.44T
$15.4M 0.35% 7,897 +7,582 +2,407% +$14.8M
IWN icon
13
iShares Russell 2000 Value ETF
IWN
$11.8B
$14.1M 0.32% 172,338 +97,112 +129% +$7.97M
IJR icon
14
iShares Core S&P Small-Cap ETF
IJR
$85.2B
$13.9M 0.31% 247,117 +186,493 +308% +$10.5M
OEF icon
15
iShares S&P 100 ETF
OEF
$22B
$12.7M 0.29% 106,908 +73,399 +219% +$8.71M
IWO icon
16
iShares Russell 2000 Growth ETF
IWO
$12.4B
$11.7M 0.26% 73,792 +38,438 +109% +$6.08M
IWF icon
17
iShares Russell 1000 Growth ETF
IWF
$116B
$10.9M 0.25% 72,378 +14,497 +25% +$2.18M
DIA icon
18
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
$10.9M 0.24% 49,569 +24,471 +98% +$5.36M
MDY icon
19
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
$10.6M 0.24% 40,508 -26,847 -40% -$7.06M
QQQ icon
20
Invesco QQQ Trust
QQQ
$364B
$9.41M 0.21% 49,418 -169,116 -77% -$32.2M
CME icon
21
CME Group
CME
$96B
$7.78M 0.18% 45,007 -862 -2% -$149K
VTI icon
22
Vanguard Total Stock Market ETF
VTI
$526B
$7.63M 0.17% 59,201 -2,121 -3% -$273K
GFLU
23
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$7.46M 0.17% +163,014 New +$7.46M
AVGO icon
24
Broadcom
AVGO
$1.4T
$6.41M 0.14% +27,018 New +$6.41M
BAC.PRL icon
25
Bank of America Series L
BAC.PRL
$3.84B
$6.32M 0.14% +4,991 New +$6.32M
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