TSS

Two Sigma Securities Portfolio holdings

AUM $811M
This Quarter Return
+2.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$700M
AUM Growth
+$700M
Cap. Flow
-$380M
Cap. Flow %
-54.3%
Top 10 Hldgs %
43.92%
Holding
1,209
New
329
Increased
86
Reduced
135
Closed
357

Top Buys

1
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$33.1M
2
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$11.4M
3
AAPL icon
Apple
AAPL
$9.78M
4
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$8.81M
5
MSFT icon
Microsoft
MSFT
$6.7M

Top Sells

1
IVV icon
iShares Core S&P 500 ETF
IVV
$103M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$32.7M
3
IWM icon
iShares Russell 2000 ETF
IWM
$29.3M
4
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$26M
5
AMZN icon
Amazon
AMZN
$19.5M

Sector Composition

1 Technology 4.72%
2 Financials 3.86%
3 Utilities 3.75%
4 Consumer Discretionary 2.61%
5 Healthcare 2.07%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
NEE.PRO
1
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$37.9M 0.85% 781,195 +1,483 +0.2% +$72K
DHR.PRA
2
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$33.1M 0.74% +26,511 New +$33.1M
SRE.PRA
3
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$28.8M 0.65% 294,575 -143,875 -33% -$14.1M
QTS.PRB
4
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$28.7M 0.64% 201,769 +80,069 +66% +$11.4M
AIZP
5
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$23.8M 0.53% 228,483 +40,000 +21% +$4.16M
CCI.PRA
6
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$23.4M 0.52% 15,753 -12,399 -44% -$18.4M
SOLN
7
DELISTED
The Southern Company
SOLN
$21.8M 0.49% 495,261 -52,109 -10% -$2.3M
CFXA
8
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$21.5M 0.48% 176,471 -124,997 -41% -$15.3M
DCUE
9
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$14.5M 0.32% 142,912 +86,893 +155% +$8.81M
IWF icon
10
iShares Russell 1000 Growth ETF
IWF
$116B
$10.7M 0.24% 55,793 -16,585 -23% -$3.18M
AAPL icon
11
Apple
AAPL
$3.45T
$10.2M 0.23% 27,967 +26,818 +2,334% +$9.78M
OEF icon
12
iShares S&P 100 ETF
OEF
$22B
$9.3M 0.21% 65,276 -41,632 -39% -$5.93M
IWM icon
13
iShares Russell 2000 ETF
IWM
$67B
$8.63M 0.19% 60,301 -204,714 -77% -$29.3M
CME icon
14
CME Group
CME
$96B
$7.47M 0.17% 45,983 +976 +2% +$159K
BAC.PRL icon
15
Bank of America Series L
BAC.PRL
$3.84B
$6.7M 0.15% 4,991 – –
MSFT icon
16
Microsoft
MSFT
$3.77T
$6.7M 0.15% +32,896 New +$6.7M
IEMG icon
17
iShares Core MSCI Emerging Markets ETF
IEMG
$102B
$6.1M 0.14% +128,168 New +$6.1M
VTI icon
18
Vanguard Total Stock Market ETF
VTI
$526B
$5.26M 0.12% 33,630 -25,571 -43% -$4M
SHV icon
19
iShares Short Treasury Bond ETF
SHV
$20.8B
$5.06M 0.11% +45,714 New +$5.06M
QQQ icon
20
Invesco QQQ Trust
QQQ
$364B
$4.91M 0.11% 19,810 -29,608 -60% -$7.33M
IVE icon
21
iShares S&P 500 Value ETF
IVE
$41.2B
$4.63M 0.1% 42,816 +28,029 +190% +$3.03M
IWD icon
22
iShares Russell 1000 Value ETF
IWD
$63.5B
$4.1M 0.09% 36,393 +12,906 +55% +$1.45M
IWB icon
23
iShares Russell 1000 ETF
IWB
$43.2B
$3.99M 0.09% 23,265 -6,746 -22% -$1.16M
IVV icon
24
iShares Core S&P 500 ETF
IVV
$662B
$3.8M 0.09% 12,256 -332,971 -96% -$103M
WFC.PRL icon
25
WELLS FARGO 7.5% NON CUMV PERP CONV
WFC.PRL
$4.82B
$3.79M 0.09% 2,925 – –
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