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
AMH icon
276
American Homes 4 Rent
AMH
$12.9B
$325K 0.01%
+10,832
New +$325K
FDN icon
277
First Trust Dow Jones Internet Index Fund ETF
FDN
$7.31B
$325K 0.01%
1,533
-320
-17% -$67.8K
COR icon
278
Cencora
COR
$56.7B
$323K 0.01%
+3,302
New +$323K
NUGT icon
279
Direxion Daily Gold Miners Index Bull 2X Shares
NUGT
$847M
$323K 0.01%
4,655
+808
+21% +$56.1K
VALE icon
280
Vale
VALE
$44.4B
$323K 0.01%
19,276
-8,180
-30% -$137K
BEKE icon
281
KE Holdings
BEKE
$22.4B
$323K 0.01%
5,254
+601
+13% +$36.9K
PEN icon
282
Penumbra
PEN
$11B
$322K 0.01%
+1,840
New +$322K
UYG icon
283
ProShares Ultra Financials
UYG
$864M
$322K 0.01%
+7,609
New +$322K
DEM icon
284
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.13B
$318K 0.01%
+7,725
New +$318K
RTX icon
285
RTX Corp
RTX
$211B
$316K 0.01%
4,415
-705
-14% -$50.5K
THD icon
286
iShares MSCI Thailand ETF
THD
$234M
$316K 0.01%
+4,094
New +$316K
USMV icon
287
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$316K 0.01%
4,660
-24,702
-84% -$1.68M
BSV icon
288
Vanguard Short-Term Bond ETF
BSV
$38.5B
$315K 0.01%
3,797
-7,050
-65% -$585K
MRNA icon
289
Moderna
MRNA
$9.78B
$314K 0.01%
+3,002
New +$314K
BSJL
290
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
$314K 0.01%
+13,599
New +$314K
AJG icon
291
Arthur J. Gallagher & Co
AJG
$76.7B
$313K 0.01%
+2,530
New +$313K
EQIX icon
292
Equinix
EQIX
$75.7B
$313K 0.01%
438
+162
+59% +$116K
ISRG icon
293
Intuitive Surgical
ISRG
$167B
$313K 0.01%
+1,146
New +$313K
Y
294
DELISTED
Alleghany Corporation
Y
$313K 0.01%
+519
New +$313K
IBM icon
295
IBM
IBM
$232B
$312K 0.01%
2,595
-6,695
-72% -$805K
GWPH
296
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$310K 0.01%
+2,689
New +$310K
ORCL icon
297
Oracle
ORCL
$654B
$308K 0.01%
4,762
-1,929
-29% -$125K
ALLY icon
298
Ally Financial
ALLY
$12.7B
$307K 0.01%
+8,607
New +$307K
DGRO icon
299
iShares Core Dividend Growth ETF
DGRO
$33.7B
$307K 0.01%
+6,846
New +$307K
WDAY icon
300
Workday
WDAY
$61.7B
$307K 0.01%
+1,283
New +$307K
10 11
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