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
IAG icon
1101
IAMGOLD
IAG
$6.27B
– –
-22,935
Closed -$88K
IAU icon
1102
iShares Gold Trust
IAU
$53.5B
– –
-69,374
Closed -$2.5M
IBB icon
1103
iShares Biotechnology ETF
IBB
$5.64B
– –
-7,937
Closed -$1.08M
IBN icon
1104
ICICI Bank
IBN
$113B
– –
-23,479
Closed -$231K
ICE icon
1105
Intercontinental Exchange
ICE
$98.6B
– –
-2,812
Closed -$281K
IEMG icon
1106
iShares Core MSCI Emerging Markets ETF
IEMG
$105B
– –
-47,034
Closed -$2.48M
IEV icon
1107
iShares Europe ETF
IEV
$2.32B
– –
-12,632
Closed -$529K
IEX icon
1108
IDEX
IEX
$12.1B
– –
-1,284
Closed -$234K
IGF icon
1109
iShares Global Infrastructure ETF
IGF
$8.12B
– –
-6,754
Closed -$261K
IGHG icon
1110
ProShares Investment Grade-Interest Rate Hedged
IGHG
$263M
– –
-3,302
Closed -$236K
IJJ icon
1111
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.06B
– –
-3,268
Closed -$220K
IJR icon
1112
iShares Core S&P Small-Cap ETF
IJR
$85.1B
– –
-11,143
Closed -$783K
ILMN icon
1113
Illumina
ILMN
$14.7B
– –
0
– –
IMAX icon
1114
IMAX
IMAX
$1.67B
– –
0
– –
INFY icon
1115
Infosys
INFY
$70.4B
– –
-18,191
Closed -$251K
IP icon
1116
International Paper
IP
$24.5B
– –
0
– –
IQ icon
1117
iQIYI
IQ
$2.5B
– –
0
– –
IRBT icon
1118
iRobot
IRBT
$107M
– –
0
– –
IRM icon
1119
Iron Mountain
IRM
$28.8B
– –
0
– –
IRTC icon
1120
iRhythm Technologies
IRTC
$5.85B
– –
-980
Closed -$233K
ITB icon
1121
iShares US Home Construction ETF
ITB
$3.24B
– –
0
– –
ITW icon
1122
Illinois Tool Works
ITW
$76.5B
– –
0
– –
IVW icon
1123
iShares S&P 500 Growth ETF
IVW
$65B
– –
-8,320
Closed -$481K
IWD icon
1124
iShares Russell 1000 Value ETF
IWD
$63.4B
– –
-38,874
Closed -$4.59M
IWS icon
1125
iShares Russell Mid-Cap Value ETF
IWS
$14.1B
– –
-15,136
Closed -$1.22M
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