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
VIPS icon
851
Vipshop
VIPS
$8.58B
– –
-46,205
Closed -$723K
VIV icon
852
Telefônica Brasil
VIV
$19.9B
– –
-11,743
Closed -$90K
VMBS icon
853
Vanguard Mortgage-Backed Securities ETF
VMBS
$14.8B
– –
-4,882
Closed -$265K
VMC icon
854
Vulcan Materials
VMC
$39.5B
– –
0
– –
VNO icon
855
Vornado Realty Trust
VNO
$7.81B
– –
0
– –
VNQI icon
856
Vanguard Global ex-US Real Estate ETF
VNQI
$3.58B
– –
-5,926
Closed -$288K
VOE icon
857
Vanguard Mid-Cap Value ETF
VOE
$18.7B
– –
-2,150
Closed -$218K
VOO icon
858
Vanguard S&P 500 ETF
VOO
$732B
– –
-1,524
Closed -$469K
VOX icon
859
Vanguard Communication Services ETF
VOX
$5.87B
– –
-2,653
Closed -$270K
VRSN icon
860
VeriSign
VRSN
$26.4B
– –
0
– –
VSTM icon
861
Verastem
VSTM
$630M
– –
-1,908
Closed -$28K
VTI icon
862
Vanguard Total Stock Market ETF
VTI
$530B
– –
-2,941
Closed -$501K
VTIP icon
863
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$15.7B
– –
-6,942
Closed -$354K
VTRS icon
864
Viatris
VTRS
$12.2B
– –
0
– –
VTWO icon
865
Vanguard Russell 2000 ETF
VTWO
$12.7B
– –
-6,860
Closed -$415K
VXX icon
866
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$250M
– –
0
– –
VYMI icon
867
Vanguard International High Dividend Yield ETF
VYMI
$11.9B
– –
-4,805
Closed -$250K
VYX icon
868
NCR Voyix
VYX
$1.81B
– –
0
– –
WB icon
869
Weibo
WB
$2.82B
– –
0
– –
WBA
870
DELISTED
Walgreens Boots Alliance
WBA
– –
0
– –
WFC.PRL icon
871
WELLS FARGO 7.5% NON CUMV PERP CONV
WFC.PRL
$4.92B
– –
-2,925
Closed -$3.93M
WHR icon
872
Whirlpool
WHR
$5.34B
– –
0
– –
WMB icon
873
Williams Companies
WMB
$69.4B
– –
-15,960
Closed -$314K
WM icon
874
Waste Management
WM
$88.2B
– –
-3,911
Closed -$443K
WPM icon
875
Wheaton Precious Metals
WPM
$48.1B
– –
0
– –
33 34
35
36 37