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
SWK icon
801
Stanley Black & Decker
SWK
$11.9B
– –
0
– –
SWBI icon
802
Smith & Wesson
SWBI
$390M
– –
-11,739
Closed -$182K
SYF icon
803
Synchrony
SYF
$28.3B
– –
0
– –
SYK icon
804
Stryker
SYK
$150B
– –
-1,998
Closed -$416K
T icon
805
AT&T
T
$210B
– –
-37,733
Closed -$813K
TAP icon
806
Molson Coors Class B
TAP
$9.78B
– –
0
– –
TDOC icon
807
Teladoc Health
TDOC
$1.38B
– –
0
– –
TEAM icon
808
Atlassian
TEAM
$47.8B
– –
0
– –
TECK icon
809
Teck Resources
TECK
$19.1B
– –
0
– –
TENB icon
810
Tenable Holdings
TENB
$3.73B
– –
0
– –
TER icon
811
Teradyne
TER
$18.3B
– –
0
– –
TFC icon
812
Truist Financial
TFC
$58.4B
– –
0
– –
TGT icon
813
Target
TGT
$41.3B
– –
-2,696
Closed -$424K
TGTX icon
814
TG Therapeutics
TGTX
$5.08B
– –
0
– –
THO icon
815
Thor Industries
THO
$5.79B
– –
0
– –
TLRY icon
816
Tilray
TLRY
$1.25B
– –
0
– –
TM icon
817
Toyota
TM
$262B
– –
0
– –
TME icon
818
Tencent Music
TME
$38.9B
– –
0
– –
TMO icon
819
Thermo Fisher Scientific
TMO
$182B
– –
-683
Closed -$302K
TMUS icon
820
T-Mobile US
TMUS
$273B
– –
0
– –
TNA icon
821
Direxion Daily Small Cap Bull 3x Shares
TNA
$2.2B
– –
0
– –
TNXP icon
822
Tonix Pharmaceuticals
TNXP
$226M
– –
0
– -$16K
TOL icon
823
Toll Brothers
TOL
$14B
– –
0
– –
TPR icon
824
Tapestry
TPR
$21.9B
– –
0
– –
TRIP icon
825
TripAdvisor
TRIP
$2.06B
– –
0
– –
31 32
33
34 35