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
SAN icon
251
Banco Santander
SAN
$141B
$342K 0.01%
112,090
-127,688
-53% -$390K
WSM icon
252
Williams-Sonoma
WSM
$24.5B
$341K 0.01%
+6,690
New +$341K
HYD icon
253
VanEck High Yield Muni ETF
HYD
$3.33B
$341K 0.01%
+5,533
New +$341K
WDC icon
254
Western Digital
WDC
$31.9B
$341K 0.01%
+8,146
New +$341K
CRNC icon
255
Cerence
CRNC
$397M
$340K 0.01%
+3,380
New +$340K
IEF icon
256
iShares 7-10 Year Treasury Bond ETF
IEF
$35.9B
$340K 0.01%
+2,838
New +$340K
VMW
257
DELISTED
VMware, Inc
VMW
$340K 0.01%
+2,424
New +$340K
ONC
258
BeOne Medicines Ltd. American Depositary Shares
ONC
$37.2B
$339K 0.01%
1,311
+433
+49% +$112K
CI icon
259
Cigna
CI
$81.5B
$336K 0.01%
1,614
-2,167
-57% -$451K
MDB icon
260
MongoDB
MDB
$26.5B
$335K 0.01%
+934
New +$335K
EEMV icon
261
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$4.6B
$334K 0.01%
5,469
-90
-2% -$5.5K
GSY icon
262
Invesco Ultra Short Duration ETF
GSY
$2.95B
$334K 0.01%
+6,599
New +$334K
TOTL icon
263
SPDR DoubleLine Total Return Tactical ETF
TOTL
$3.88B
$334K 0.01%
6,782
+928
+16% +$45.7K
SCHW icon
264
Charles Schwab
SCHW
$167B
$333K 0.01%
+6,276
New +$333K
XLU icon
265
Utilities Select Sector SPDR Fund
XLU
$20.7B
$333K 0.01%
5,310
-14,042
-73% -$881K
AMAT icon
266
Applied Materials
AMAT
$128B
$332K 0.01%
+3,850
New +$332K
CTXS
267
DELISTED
Citrix Systems Inc
CTXS
$332K 0.01%
+2,555
New +$332K
DOW icon
268
Dow Inc
DOW
$17.3B
$330K 0.01%
+5,949
New +$330K
QDEL icon
269
QuidelOrtho
QDEL
$1.98B
$330K 0.01%
+1,836
New +$330K
FDX icon
270
FedEx
FDX
$53.3B
$329K 0.01%
1,267
-1,803
-59% -$468K
GBT
271
DELISTED
Global Blood Therapeutics, Inc.
GBT
$329K 0.01%
+7,601
New +$329K
GDX icon
272
VanEck Gold Miners ETF
GDX
$20B
$328K 0.01%
+9,095
New +$328K
BNTX icon
273
BioNTech
BNTX
$26.9B
$327K 0.01%
+4,012
New +$327K
AZO icon
274
AutoZone
AZO
$70.4B
$326K 0.01%
+275
New +$326K
SCHZ icon
275
Schwab US Aggregate Bond ETF
SCHZ
$8.9B
$326K 0.01%
11,638
-2,578
-18% -$72.2K
9 10
11
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