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
LYV icon
901
Live Nation Entertainment
LYV
$39.3B
– –
0
– –
MA icon
902
Mastercard
MA
$530B
– –
-996
Closed -$337K
MAC icon
903
Macerich
MAC
$4.68B
– –
-15,932
Closed -$108K
MAR icon
904
Marriott International Class A Common Stock
MAR
$72.8B
– –
-2,178
Closed -$202K
MCHI icon
905
iShares MSCI China ETF
MCHI
$8.12B
– –
-7,206
Closed -$534K
MCHP icon
906
Microchip Technology
MCHP
$35.2B
– –
0
– –
MCO icon
907
Moody's
MCO
$91B
– –
0
– –
MDT icon
908
Medtronic
MDT
$121B
– –
0
– –
MELI icon
909
Mercado Libre
MELI
$119B
– –
0
– –
MET icon
910
MetLife
MET
$52.9B
– –
-5,489
Closed -$204K
MFC icon
911
Manulife Financial
MFC
$52.2B
– –
-10,528
Closed -$146K
MGA icon
912
Magna International
MGA
$13B
– –
0
– –
MGM icon
913
MGM Resorts International
MGM
$9.8B
– –
-19,101
Closed -$415K
MGNI icon
914
Magnite
MGNI
$3.47B
– –
0
– –
MKSI icon
915
MKS Inc. Common Stock
MKSI
$7.32B
– –
0
– –
MKTX icon
916
MarketAxess Holdings
MKTX
$6.99B
– –
0
– –
MLKN icon
917
MillerKnoll
MLKN
$1.44B
– –
-15,791
Closed -$476K
MLM icon
918
Martin Marietta Materials
MLM
$37.8B
– –
-998
Closed -$235K
MMC icon
919
Marsh & McLennan
MMC
$99.2B
– –
-5,959
Closed -$683K
MO icon
920
Altria Group
MO
$111B
– –
0
– –
MOH icon
921
Molina Healthcare
MOH
$9.51B
– –
-1,497
Closed -$274K
MOMO
922
Hello Group
MOMO
$1.27B
– –
0
– –
MOS icon
923
The Mosaic Company
MOS
$10.2B
– –
0
– –
MP icon
924
MP Materials
MP
$11.2B
– –
0
– –
MPC icon
925
Marathon Petroleum
MPC
$55.1B
– –
0
– –
35 36
37
38 39