TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+1.41%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$441M
AUM Growth
-$205M
Cap. Flow
-$343M
Cap. Flow %
-77.71%
Top 10 Hldgs %
36.99%
Holding
1,272
New
430
Increased
91
Reduced
114
Closed
268

Top Buys

1
BDX icon
Becton Dickinson
BDX
+$11.2M
2
PCGU
PG&E Corporation
PCGU
+$4.93M
3
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
+$3.16M
4
D icon
Dominion Energy
D
+$2.95M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$2.92M

Top Sells

1
TSLA icon
Tesla
TSLA
+$110M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

1 Healthcare 7.7%
2 Financials 6.41%
3 Technology 6.12%
4 Consumer Discretionary 5.68%
5 Industrials 2.85%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
GILD icon
1076
Gilead Sciences
GILD
$143B
– –
0
– –
GIS icon
1077
General Mills
GIS
$26.7B
– –
0
– –
GLBS icon
1078
Globus Maritime Ltd
GLBS
$21.8M
– –
-823
Closed -$10K
GLD icon
1079
SPDR Gold Trust
GLD
$115B
– –
0
– –
GRPN icon
1080
Groupon
GRPN
$916M
– –
0
– –
GSK icon
1081
GSK
GSK
$81.5B
– –
0
– –
GT icon
1082
Goodyear
GT
$2.45B
– –
0
– –
GWW icon
1083
W.W. Grainger
GWW
$47.5B
– –
0
– –
HAL icon
1084
Halliburton
HAL
$19.3B
– –
0
– –
HAS icon
1085
Hasbro
HAS
$10.9B
– –
0
– –
HBI icon
1086
Hanesbrands
HBI
$2.21B
– –
-11,737
Closed -$185K
HES
1087
DELISTED
Hess
HES
– –
0
– –
HIG icon
1088
Hartford Financial Services
HIG
$36.9B
– –
-5,582
Closed -$206K
HLT icon
1089
Hilton Worldwide
HLT
$64.2B
– –
-4,130
Closed -$352K
HMC icon
1090
Honda
HMC
$44.4B
– –
0
– –
HOG icon
1091
Harley-Davidson
HOG
$3.65B
– –
0
– –
HPQ icon
1092
HP
HPQ
$26.5B
– –
0
– –
IYT icon
1093
iShares US Transportation ETF
IYT
$604M
– –
-7,028
Closed -$350K
HRL icon
1094
Hormel Foods
HRL
$13.7B
– –
0
– –
HSBC icon
1095
HSBC
HSBC
$237B
– –
0
– –
HST icon
1096
Host Hotels & Resorts
HST
$12.1B
– –
0
– –
HUSA icon
1097
Houston American Energy
HUSA
$256M
– –
-1,843
Closed -$36K
HWM icon
1098
Howmet Aerospace
HWM
$74.1B
– –
0
– –
HYS icon
1099
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.45B
– –
-4,331
Closed -$406K
IAC icon
1100
IAC Inc
IAC
$2.88B
– –
-5,608
Closed -$367K
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44
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