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
MCD icon
176
McDonald's
MCD
$226B
$442K 0.01%
2,060
-1,065
-34% -$229K
ABT icon
177
Abbott
ABT
$231B
$441K 0.01%
+4,027
New +$441K
COF icon
178
Capital One
COF
$145B
$441K 0.01%
4,460
+937
+27% +$92.7K
SVXY icon
179
ProShares Short VIX Short-Term Futures ETF
SVXY
$250M
$441K 0.01%
21,296
-4,990
-19% -$103K
TBF icon
180
ProShares Short 20+ Year Treasury ETF
TBF
$71.1M
$440K 0.01%
+27,910
New +$440K
TEL icon
181
TE Connectivity
TEL
$61.6B
$436K 0.01%
3,602
-1,256
-26% -$152K
SPYD icon
182
SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.27B
$434K 0.01%
+13,185
New +$434K
AGG icon
183
iShares Core US Aggregate Bond ETF
AGG
$131B
$433K 0.01%
+3,662
New +$433K
ING icon
184
ING
ING
$71.7B
$432K 0.01%
45,726
+3,175
+7% +$30K
UBS icon
185
UBS Group
UBS
$128B
$431K 0.01%
30,525
+8,099
+36% +$114K
LMT icon
186
Lockheed Martin
LMT
$107B
$430K 0.01%
1,211
-648
-35% -$230K
F icon
187
Ford
F
$46.5B
$427K 0.01%
48,543
+27,338
+129% +$240K
SPMB icon
188
SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.3B
$427K 0.01%
+16,147
New +$427K
UHAL icon
189
U-Haul Holding Co
UHAL
$10.9B
$427K 0.01%
+9,400
New +$427K
NUE icon
190
Nucor
NUE
$33.3B
$423K 0.01%
+7,952
New +$423K
CYBR icon
191
CyberArk
CYBR
$23.1B
$422K 0.01%
2,610
+18
+0.7% +$2.91K
ACWV icon
192
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
$419K 0.01%
+4,323
New +$419K
DHR icon
193
Danaher
DHR
$143B
$419K 0.01%
+2,125
New +$419K
SBAC icon
194
SBA Communications
SBAC
$21B
$419K 0.01%
+1,486
New +$419K
XLP icon
195
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
$416K 0.01%
6,173
-20,560
-77% -$1.39M
IWM icon
196
iShares Russell 2000 ETF
IWM
$67.4B
$412K 0.01%
+2,103
New +$412K
OTIS icon
197
Otis Worldwide
OTIS
$33.9B
$411K 0.01%
+6,082
New +$411K
DAL icon
198
Delta Air Lines
DAL
$39.5B
$408K 0.01%
10,141
+316
+3% +$12.7K
ES icon
199
Eversource Energy
ES
$23.5B
$406K 0.01%
+4,691
New +$406K
CGNX icon
200
Cognex
CGNX
$7.43B
$405K 0.01%
+5,044
New +$405K
6 7
8
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