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
WPRT
876
Westport Fuel Systems
WPRT
$41.1M
– –
-2,139
Closed -$35K
KBH icon
877
KB Home
KBH
$4.62B
– –
0
– –
KBWB icon
878
Invesco KBW Bank ETF
KBWB
$4.91B
– –
-5,599
Closed -$210K
KEYS icon
879
Keysight
KEYS
$29.1B
– –
-2,152
Closed -$213K
KHC icon
880
Kraft Heinz
KHC
$31.8B
– –
0
– –
KMI icon
881
Kinder Morgan
KMI
$58.8B
– –
0
– –
KO icon
882
Coca-Cola
KO
$290B
– –
0
– –
KSS icon
883
Kohl's
KSS
$1.86B
– –
-10,692
Closed -$198K
KYN icon
884
Kayne Anderson Energy Infrastructure Fund
KYN
$2.07B
– –
-11,280
Closed -$45K
LAZR icon
885
Luminar Technologies
LAZR
$118M
– –
0
– –
LC icon
886
LendingClub
LC
$1.89B
– –
0
– –
LDOS icon
887
Leidos
LDOS
$22.9B
– –
0
– –
LEG icon
888
Leggett & Platt
LEG
$1.38B
– –
0
– –
LEN icon
889
Lennar Class A
LEN
$36.9B
– –
0
– –
LII icon
890
Lennox International
LII
$20.4B
– –
0
– –
LIN icon
891
Linde
LIN
$223B
– –
0
– –
LITE icon
892
Lumentum
LITE
$10.4B
– –
0
– –
LMBS icon
893
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$5.34B
– –
-9,052
Closed -$468K
LOGI icon
894
Logitech
LOGI
$16B
– –
0
– –
LOW icon
895
Lowe's Companies
LOW
$153B
– –
-5,129
Closed -$851K
LRCX icon
896
Lam Research
LRCX
$133B
– –
-14,480
Closed -$480K
LUMN icon
897
Lumen
LUMN
$5.25B
– –
-10,769
Closed -$109K
LVS icon
898
Las Vegas Sands
LVS
$36.9B
– –
0
– –
LYB icon
899
LyondellBasell Industries
LYB
$17.6B
– –
0
– –
LYFT icon
900
Lyft
LYFT
$7.35B
– –
0
– –
34 35
36
37 38