TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$441M
Cap. Flow
-$250M
Cap. Flow %
-56.65%
Top 10 Hldgs %
36.99%
Holding
1,272
New
435
Increased
91
Reduced
114
Closed
269

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
TT icon
151
Trane Technologies
TT
$90.9B
$487K 0.01%
+3,354
New +$487K
COP icon
152
ConocoPhillips
COP
$118B
$486K 0.01%
+12,145
New +$486K
EMLP icon
153
First Trust North American Energy Infrastructure Fund
EMLP
$3.3B
$485K 0.01%
+23,111
New +$485K
BIDU icon
154
Baidu
BIDU
$33.1B
$483K 0.01%
+2,232
New +$483K
GRMN icon
155
Garmin
GRMN
$45.6B
$481K 0.01%
+4,017
New +$481K
IEI icon
156
iShares 3-7 Year Treasury Bond ETF
IEI
$16.8B
$479K 0.01%
+3,604
New +$479K
BKNG icon
157
Booking.com
BKNG
$181B
$479K 0.01%
215
-754
-78% -$1.68M
LBRDK icon
158
Liberty Broadband Class C
LBRDK
$8.6B
$477K 0.01%
+3,015
New +$477K
MDLZ icon
159
Mondelez International
MDLZ
$79.3B
$473K 0.01%
+8,083
New +$473K
DBC icon
160
Invesco DB Commodity Index Tracking Fund
DBC
$1.28B
$470K 0.01%
+31,994
New +$470K
EWY icon
161
iShares MSCI South Korea ETF
EWY
$5.17B
$468K 0.01%
+5,440
New +$468K
IEFA icon
162
iShares Core MSCI EAFE ETF
IEFA
$149B
$464K 0.01%
+6,718
New +$464K
ITOT icon
163
iShares Core S&P Total US Stock Market ETF
ITOT
$75B
$464K 0.01%
+5,383
New +$464K
CARR icon
164
Carrier Global
CARR
$53.2B
$463K 0.01%
+12,266
New +$463K
JPST icon
165
JPMorgan Ultra-Short Income ETF
JPST
$33B
$463K 0.01%
9,112
+305
+3% +$15.5K
PEP icon
166
PepsiCo
PEP
$203B
$463K 0.01%
+3,123
New +$463K
RSP icon
167
Invesco S&P 500 Equal Weight ETF
RSP
$73.5B
$462K 0.01%
3,622
-14,832
-80% -$1.89M
IGV icon
168
iShares Expanded Tech-Software Sector ETF
IGV
$9.77B
$458K 0.01%
+1,294
New +$458K
C icon
169
Citigroup
C
$175B
$453K 0.01%
7,345
+1,904
+35% +$117K
MU icon
170
Micron Technology
MU
$133B
$453K 0.01%
6,027
+102
+2% +$7.67K
MTUM icon
171
iShares MSCI USA Momentum Factor ETF
MTUM
$18B
$450K 0.01%
+2,793
New +$450K
MDIV icon
172
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$434M
$449K 0.01%
29,895
+11,946
+67% +$179K
KRE icon
173
SPDR S&P Regional Banking ETF
KRE
$3.97B
$447K 0.01%
+8,609
New +$447K
EMLC icon
174
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.67B
$445K 0.01%
+13,367
New +$445K
FCNCA icon
175
First Citizens BancShares
FCNCA
$25.7B
$444K 0.01%
+774
New +$444K
5 6
7
8 9