TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
+2.01%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$646M
AUM Growth
+$646M
Cap. Flow
-$49.1M
Cap. Flow %
-7.61%
Top 10 Hldgs %
48.41%
Holding
1,100
New
264
Increased
81
Reduced
129
Closed
340

Top Buys

1
TSLA icon
Tesla
TSLA
$67.3M
2
PCGU
PG&E Corporation
PCGU
$27.7M
3
NEE.PRQ
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
$8.36M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
$6.45M
5
XLF icon
Financial Select Sector SPDR Fund
XLF
$5.85M

Top Sells

1
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$23.4M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$19.5M
3
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$16.8M
4
SOLN
The Southern Company
SOLN
$13.3M
5
IWM icon
iShares Russell 2000 ETF
IWM
$8.63M

Sector Composition

1 Consumer Discretionary 13.69%
2 Financials 3.18%
3 Utilities 2.78%
4 Healthcare 2.25%
5 Technology 2.17%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
TSLA icon
1
Tesla
TSLA
$1.08T
$67.4M 1.38% 157,136 +156,946 +82,603% +$67.3M
DHR.PRA
2
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$41.8M 0.85% 28,342 +1,831 +7% +$2.7M
SRE.PRA
3
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$32.9M 0.67% 334,400 +39,825 +14% +$3.92M
PCGU
4
DELISTED
PG&E Corporation
PCGU
$27.7M 0.57% +282,187 New +$27.7M
QTS.PRB
5
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$26.4M 0.54% 186,770 -14,999 -7% -$2.12M
AIZP
6
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$23.7M 0.48% 202,958 -25,525 -11% -$2.98M
NEE.PRO
7
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.8M 0.47% 421,568 -359,627 -46% -$19.5M
SOLN
8
DELISTED
The Southern Company
SOLN
$9.79M 0.2% 210,361 -284,900 -58% -$13.3M
DCUE
9
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$8.95M 0.18% 87,989 -54,923 -38% -$5.59M
NEE.PRQ
10
DELISTED
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
$8.36M 0.17% +175,000 New +$8.36M
CME icon
11
CME Group
CME
$96B
$7.92M 0.16% 47,364 +1,381 +3% +$231K
BAC.PRL icon
12
Bank of America Series L
BAC.PRL
$3.84B
$7.43M 0.15% 4,991 – –
XLF icon
13
Financial Select Sector SPDR Fund
XLF
$54.1B
$7.13M 0.15% 296,404 +242,857 +454% +$5.85M
CFXA
14
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.9M 0.14% 51,389 -125,082 -71% -$16.8M
QQQ icon
15
Invesco QQQ Trust
QQQ
$364B
$6.79M 0.14% 24,436 +4,626 +23% +$1.29M
AEP icon
16
American Electric Power
AEP
$59.4B
$6.56M 0.13% 80,299 +41,117 +105% +$3.36M
EFA icon
17
iShares MSCI EAFE ETF
EFA
$66B
$6.53M 0.13% 102,559 +48,322 +89% +$3.08M
GOOGL icon
18
Alphabet (Google) Class A
GOOGL
$2.57T
$6.45M 0.13% +4,401 New +$6.45M
OEF icon
19
iShares S&P 100 ETF
OEF
$22B
$6.26M 0.13% 40,169 -25,107 -38% -$3.91M
SPY icon
20
SPDR S&P 500 ETF Trust
SPY
$658B
$5.77M 0.12% 17,242 +11,987 +228% +$4.01M
AEPPZ
21
DELISTED
American Electric Power Company, Inc. Corporate Units
AEPPZ
$4.9M 0.1% +100,000 New +$4.9M
IWD icon
22
iShares Russell 1000 Value ETF
IWD
$63.5B
$4.59M 0.09% 38,874 +2,481 +7% +$293K
SJNK icon
23
SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
$4.58M 0.09% 176,897 +42,102 +31% +$1.09M
AMZN icon
24
Amazon
AMZN
$2.44T
$4.57M 0.09% 1,450 +608 +72% +$1.91M
BDX icon
25
Becton Dickinson
BDX
$55.3B
$4.32M 0.09% 18,575 +9,354 +101% +$2.18M
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