TSS

Two Sigma Securities Portfolio holdings

AUM $811M
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
+$441M
Cap. Flow
-$250M
Cap. Flow %
-56.65%
Top 10 Hldgs %
36.99%
Holding
1,272
New
435
Increased
91
Reduced
114
Closed
269

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
SPXL icon
101
Direxion Daily S&P 500 Bull 3x Shares
SPXL
$5.45B
$687K 0.02% 9,504 -16,196 -63% -$1.17M
TDG icon
102
TransDigm Group
TDG
$78.8B
$685K 0.02% 1,107 -49 -4% -$30.3K
TECL icon
103
Direxion Daily Technology Bull 3x Shares
TECL
$3.47B
$685K 0.02% +1,686 New +$685K
ASHR icon
104
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$2.34B
$683K 0.02% +17,058 New +$683K
RDS.A
105
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$673K 0.02% +19,155 New +$673K
SRE icon
106
Sempra
SRE
$53.9B
$672K 0.02% +5,278 New +$672K
VRTX icon
107
Vertex Pharmaceuticals
VRTX
$100B
$668K 0.02% 2,828 +1,865 +194% +$441K
DOG icon
108
ProShares Short Dow30
DOG
$120M
$666K 0.02% +16,993 New +$666K
TBT icon
109
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
$666K 0.02% +40,543 New +$666K
HYLB icon
110
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.89B
$663K 0.02% +13,242 New +$663K
UVXY icon
111
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$690M
$661K 0.02% 62,032 +37,750 +155% +$402K
BMY icon
112
Bristol-Myers Squibb
BMY
$96B
$656K 0.02% +10,577 New +$656K
SCHA icon
113
Schwab U.S Small- Cap ETF
SCHA
$18.6B
$656K 0.02% +7,366 New +$656K
CHTR icon
114
Charter Communications
CHTR
$36.3B
$636K 0.02% +961 New +$636K
DPZ icon
115
Domino's
DPZ
$15.6B
$634K 0.02% 1,653 +1,018 +160% +$390K
KMB icon
116
Kimberly-Clark
KMB
$42.8B
$626K 0.01% 4,642 +2,059 +80% +$278K
SPXU icon
117
ProShares UltraPro Short S&P 500
SPXU
$527M
$618K 0.01% 104,430 +73,255 +235% +$434K
SPSB icon
118
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.42B
$600K 0.01% +19,102 New +$600K
JBLU icon
119
JetBlue
JBLU
$1.95B
$597K 0.01% +41,071 New +$597K
UUP icon
120
Invesco DB US Dollar Index Bullish Fund
UUP
$174M
$593K 0.01% 24,465 -6,178 -20% -$150K
FEZ icon
121
SPDR Euro Stoxx 50 ETF
FEZ
$4.54B
$591K 0.01% +14,173 New +$591K
MMM icon
122
3M
MMM
$82.8B
$591K 0.01% +3,380 New +$591K
TYL icon
123
Tyler Technologies
TYL
$24.4B
$591K 0.01% +1,355 New +$591K
EMR icon
124
Emerson Electric
EMR
$74.3B
$565K 0.01% +7,033 New +$565K
K icon
125
Kellanova
K
$27.6B
$564K 0.01% +9,070 New +$564K
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