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
MSCI icon
926
MSCI
MSCI
$44.1B
– –
0
– –
MSFT icon
927
Microsoft
MSFT
$3.73T
– –
-1,024
Closed -$215K
MT icon
928
ArcelorMittal
MT
$26.4B
– –
0
– –
MTN icon
929
Vail Resorts
MTN
$5.46B
– –
-995
Closed -$213K
NAT icon
930
Nordic American Tanker
NAT
$680M
– –
-17,843
Closed -$62K
NBIX icon
931
Neurocrine Biosciences
NBIX
$14.1B
– –
-4,036
Closed -$388K
QAI icon
932
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$706M
– –
-7,948
Closed -$246K
NDAQ icon
933
Nasdaq
NDAQ
$55B
– –
0
– –
NEAR icon
934
iShares Short Maturity Bond ETF
NEAR
$3.55B
– –
-6,736
Closed -$338K
NEE icon
935
NextEra Energy, Inc.
NEE
$146B
– –
0
– –
NEM icon
936
Newmont
NEM
$85.9B
– –
-8,852
Closed -$562K
NET icon
937
Cloudflare
NET
$77.3B
– –
0
– –
NI icon
938
NiSource
NI
$19.1B
– –
-11,302
Closed -$249K
NKE icon
939
Nike
NKE
$109B
– –
-1,697
Closed -$213K
NOC icon
940
Northrop Grumman
NOC
$82.3B
– –
0
– –
NOV icon
941
NOV
NOV
$4.84B
– –
0
– –
NOW icon
942
ServiceNow
NOW
$193B
– –
0
– –
NRG icon
943
NRG Energy
NRG
$30.8B
– –
0
– –
NRGU icon
944
MicroSectors U.S. Big Oil 3x Leveraged ETNs due February 17, 2045
NRGU
$10M
– –
-2,001
Closed -$63K
NSPR icon
945
InspireMD
NSPR
$99.7M
– –
-712
Closed -$3K
NTAP icon
946
NetApp
NTAP
$24.8B
– –
0
– –
NTES icon
947
NetEase
NTES
$92.1B
– –
0
– –
NTNX icon
948
Nutanix
NTNX
$20.5B
– –
0
– –
NTRS icon
949
Northern Trust
NTRS
$24.6B
– –
0
– –
NVO icon
950
Novo Nordisk
NVO
$242B
– –
0
– –
36 37
38
39 40