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
BNDX icon
1201
Vanguard Total International Bond ETF
BNDX
$68.5B
– –
-8,677
Closed -$505K
BOX icon
1202
Box
BOX
$4.75B
– –
0
– –
BP icon
1203
BP
BP
$88.8B
– –
0
– –
BSX icon
1204
Boston Scientific
BSX
$156B
– –
0
– –
BUD icon
1205
AB InBev
BUD
$115B
– –
-9,891
Closed -$533K
BURL icon
1206
Burlington
BURL
$17.7B
– –
-2,403
Closed -$495K
BX icon
1207
Blackstone
BX
$141B
– –
0
– –
BXP icon
1208
Boston Properties
BXP
$11.8B
– –
-2,655
Closed -$213K
BBBY
1209
Bed Bath & Beyond, Inc.
BBBY
$602M
– –
0
– –
CAG icon
1210
Conagra Brands
CAG
$9.34B
– –
0
– –
CAH icon
1211
Cardinal Health
CAH
$35.7B
– –
0
– –
CAR icon
1212
Avis
CAR
$5.48B
– –
0
– –
CARM icon
1213
Carisma Therapeutics
CARM
$15.7M
– –
-1,021
Closed -$29K
CASY icon
1214
Casey's General Stores
CASY
$20.3B
– –
0
– –
CB icon
1215
Chubb
CB
$111B
– –
-2,694
Closed -$313K
CCJ icon
1216
Cameco
CCJ
$34.7B
– –
0
– –
CCL icon
1217
Carnival Corp
CCL
$43.3B
– –
-15,179
Closed -$230K
CDE icon
1218
Coeur Mining
CDE
$9.52B
– –
-12,130
Closed -$90K
CDNS icon
1219
Cadence Design Systems
CDNS
$93B
– –
0
– –
CDNA icon
1220
CareDx
CDNA
$715M
– –
0
– –
CF icon
1221
CF Industries
CF
$14.1B
– –
0
– –
CG icon
1222
Carlyle Group
CG
$23.9B
– –
-9,530
Closed -$235K
CGC
1223
Canopy Growth
CGC
$434M
– –
-1,819
Closed -$260K
CHGG icon
1224
Chegg
CHGG
$180M
– –
0
– –
CHKP icon
1225
Check Point Software Technologies
CHKP
$21B
– –
0
– –
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