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
SILJ icon
776
Amplify Junior Silver Miners ETF
SILJ
$2.09B
– –
-10,186
Closed -$141K
SJB icon
777
ProShares Short High Yield
SJB
$83.7M
– –
-12,139
Closed -$242K
SJM icon
778
J.M. Smucker
SJM
$11.8B
– –
0
– –
SKT icon
779
Tanger
SKT
$3.9B
– –
0
– –
SLB icon
780
Schlumberger
SLB
$53.4B
– –
0
– –
SLYV icon
781
SPDR S&P 600 Small Cap Value ETF
SLYV
$4.05B
– –
-4,126
Closed -$207K
SMFG icon
782
Sumitomo Mitsui Financial
SMFG
$106B
– –
-42,255
Closed -$236K
SMG icon
783
ScottsMiracle-Gro
SMG
$3.51B
– –
0
– –
SNA icon
784
Snap-on
SNA
$16.8B
– –
0
– –
SNAP icon
785
Snap
SNAP
$12.3B
– –
0
– –
SNPS icon
786
Synopsys
SNPS
$112B
– –
0
– –
SNY icon
787
Sanofi
SNY
$116B
– –
0
– –
SO icon
788
Southern Company
SO
$100B
– –
0
– –
SONY icon
789
Sony
SONY
$172B
– –
0
– –
SOXL icon
790
Direxion Daily Semiconductor Bull 3X Shares
SOXL
$12.2B
– –
-13,170
Closed -$222K
SOXX icon
791
iShares Semiconductor ETF
SOXX
$13.8B
– –
0
– –
SPCE icon
792
Virgin Galactic
SPCE
$183M
– –
0
– –
SPOT icon
793
Spotify
SPOT
$148B
– –
0
– –
SPRU icon
794
Spruce Power Holding Corp
SPRU
$28.4M
– –
0
– –
SPTS icon
795
SPDR Portfolio Short Term Treasury ETF
SPTS
$5.92B
– –
-47,886
Closed -$1.47M
SQQQ icon
796
ProShares UltraPro Short QQQ
SQQQ
$2.27B
– –
-446
Closed -$266K
SRLN icon
797
SPDR Blackstone Senior Loan ETF
SRLN
$6.98B
– –
-6,826
Closed -$305K
SSYS icon
798
Stratasys
SSYS
$861M
– –
0
– –
STLD icon
799
Steel Dynamics
STLD
$19.2B
– –
0
– –
STZ icon
800
Constellation Brands
STZ
$25.7B
– –
0
– –
30 31
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