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
TRV icon
826
Travelers Companies
TRV
$61.6B
– –
0
– –
TSCO icon
827
Tractor Supply
TSCO
$31.3B
– –
0
– –
TSM icon
828
TSMC
TSM
$1.3T
– –
-5,381
Closed -$436K
TTWO icon
829
Take-Two Interactive
TTWO
$45.7B
– –
0
– –
TWLO icon
830
Twilio
TWLO
$16.4B
– –
0
– –
TWM icon
831
ProShares UltraShort Russell2000
TWM
$34.1M
– –
-800
Closed -$144K
TXG icon
832
10x Genomics
TXG
$1.68B
– –
0
– –
TXN icon
833
Texas Instruments
TXN
$168B
– –
0
– –
U icon
834
Unity
U
$19.2B
– –
0
– –
W icon
835
Wayfair
W
$11.2B
– –
0
– –
FLG
836
Flagstar Financial, Inc.
FLG
$5.24B
– –
-6,413
Closed -$159K
UAA icon
837
Under Armour
UAA
$2.16B
– –
0
– –
ULTA icon
838
Ulta Beauty
ULTA
$23B
– –
0
– –
UNG icon
839
United States Natural Gas Fund
UNG
$615M
– –
-5,333
Closed -$243K
UPRO icon
840
ProShares UltraPro S&P 500
UPRO
$4.58B
– –
-18,212
Closed -$509K
UPS icon
841
United Parcel Service
UPS
$71.5B
– –
0
– –
URI icon
842
United Rentals
URI
$60.8B
– –
-1,272
Closed -$222K
USO icon
843
United States Oil Fund
USO
$912M
– –
-7,287
Closed -$206K
UTHR icon
844
United Therapeutics
UTHR
$18.3B
– –
0
– –
V icon
845
Visa
V
$668B
– –
-3,029
Closed -$606K
VB icon
846
Vanguard Small-Cap ETF
VB
$66.8B
– –
-1,817
Closed -$279K
VCR icon
847
Vanguard Consumer Discretionary ETF
VCR
$6.52B
– –
-895
Closed -$210K
VEEV icon
848
Veeva Systems
VEEV
$46.3B
– –
0
– –
VET icon
849
Vermilion Energy
VET
$1.13B
– –
-14,478
Closed -$34K
VIAV icon
850
Viavi Solutions
VIAV
$2.61B
– –
0
– –
32 33
34
35 36