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
FCEL icon
1051
FuelCell Energy
FCEL
$130M
– –
0
– –
FDS icon
1052
Factset
FDS
$13.7B
– –
-928
Closed -$311K
FE icon
1053
FirstEnergy
FE
$25B
– –
0
– –
FFIV icon
1054
F5
FFIV
$18.8B
– –
0
– –
FI icon
1055
Fiserv
FI
$71.8B
– –
0
– –
FITB icon
1056
Fifth Third Bancorp
FITB
$30.1B
– –
0
– –
FIVE icon
1057
Five Below
FIVE
$8.05B
– –
0
– –
FIVN icon
1058
FIVE9
FIVN
$1.95B
– –
0
– –
FIW icon
1059
First Trust Water ETF
FIW
$1.9B
– –
0
– –
IYR icon
1060
iShares US Real Estate ETF
IYR
$3.6B
– –
0
– –
FL
1061
DELISTED
Foot Locker
FL
– –
0
– –
FMC icon
1062
FMC
FMC
$4.61B
– –
0
– –
FSLR icon
1063
First Solar
FSLR
$21.9B
– –
0
– –
FTI icon
1064
TechnipFMC
FTI
$16.8B
– –
-24,125
Closed -$113K
FTNT icon
1065
Fortinet
FTNT
$60.9B
– –
0
– –
FTSM icon
1066
First Trust Enhanced Short Maturity ETF
FTSM
$6.17B
– –
-4,876
Closed -$293K
FTV icon
1067
Fortive
FTV
$16.2B
– –
0
– –
FVD icon
1068
First Trust Value Line Dividend Fund
FVD
$9.08B
– –
-6,572
Closed -$207K
FXE icon
1069
Invesco CurrencyShares Euro Currency Trust
FXE
$529M
– –
-3,437
Closed -$379K
FXH icon
1070
First Trust Health Care AlphaDEX Fund
FXH
$914M
– –
-5,725
Closed -$542K
FXN icon
1071
First Trust Energy AlphaDEX Fund
FXN
$285M
– –
-68,729
Closed -$385K
GDXJ icon
1072
VanEck Junior Gold Miners ETF
GDXJ
$7.39B
– –
-7,118
Closed -$394K
GEN icon
1073
Gen Digital
GEN
$18B
– –
0
– –
GES icon
1074
Guess, Inc.
GES
$868M
– –
0
– –
GH icon
1075
Guardant Health
GH
$7.05B
– –
0
– –
41 42
43
44 45