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
ACN icon
1151
Accenture
ACN
$151B
– –
0
– –
ACWI icon
1152
iShares MSCI ACWI ETF
ACWI
$22.3B
– –
-17,215
Closed -$1.38M
ADI icon
1153
Analog Devices
ADI
$122B
– –
0
– –
ADM icon
1154
Archer Daniels Midland
ADM
$29.5B
– –
0
– –
ADP icon
1155
Automatic Data Processing
ADP
$118B
– –
-1,802
Closed -$251K
BAC.PRL icon
1156
Bank of America Series L
BAC.PRL
$3.93B
– –
-4,991
Closed -$7.43M
AEE icon
1157
Ameren
AEE
$26.8B
– –
0
– –
AEG icon
1158
Aegon
AEG
$12B
– –
-62,391
Closed -$147K
AEM icon
1159
Agnico Eagle Mines
AEM
$76.8B
– –
0
– –
AEO icon
1160
American Eagle Outfitters
AEO
$3.34B
– –
0
– –
AGNC icon
1161
AGNC Investment
AGNC
$10.7B
– –
-23,933
Closed -$333K
AIHS icon
1162
Senmiao Technology Ltd
AIHS
$2.46M
– –
-128
Closed -$8K
AIZ icon
1163
Assurant
AIZ
$10.6B
– –
-1,755
Closed -$213K
AKAM icon
1164
Akamai
AKAM
$11B
– –
0
– –
ALL icon
1165
Allstate
ALL
$52.7B
– –
0
– –
ALNY icon
1166
Alnylam Pharmaceuticals
ALNY
$61.5B
– –
0
– –
ALTO icon
1167
Alto Ingredients
ALTO
$89M
– –
0
– –
AMBA icon
1168
Ambarella
AMBA
$3.56B
– –
0
– –
AMD icon
1169
Advanced Micro Devices
AMD
$259B
– –
-6,380
Closed -$523K
AME icon
1170
Ametek
AME
$43.3B
– –
0
– –
AMGN icon
1171
Amgen
AMGN
$150B
– –
0
– –
AMRN
1172
Amarin Corp
AMRN
$310M
– –
0
– –
AMT icon
1173
American Tower
AMT
$90.7B
– –
0
– –
AMX icon
1174
America Movil
AMX
$59.6B
– –
-12,598
Closed -$157K
AN icon
1175
AutoNation
AN
$8.42B
– –
0
– –
45 46
47
48 49