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
EWI icon
201
iShares MSCI Italy ETF
EWI
$709M
$401K 0.01%
+13,619
New +$401K
LAD icon
202
Lithia Motors
LAD
$8.77B
$401K 0.01%
+1,369
New +$401K
NSC icon
203
Norfolk Southern
NSC
$62.3B
$400K 0.01%
1,682
-1,067
-39% -$254K
SWKS icon
204
Skyworks Solutions
SWKS
$11.2B
$400K 0.01%
+2,618
New +$400K
IWO icon
205
iShares Russell 2000 Growth ETF
IWO
$12.5B
$399K 0.01%
1,392
-3,385
-71% -$970K
MRVL icon
206
Marvell Technology
MRVL
$54.5B
$398K 0.01%
+8,362
New +$398K
EFAV icon
207
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.43B
$395K 0.01%
5,375
-5,075
-49% -$373K
PRF icon
208
Invesco FTSE RAFI US 1000 ETF
PRF
$8.1B
$395K 0.01%
+14,820
New +$395K
SWAV
209
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$395K 0.01%
+3,805
New +$395K
MVST icon
210
Microvast
MVST
$825M
$394K 0.01%
+23,063
New +$394K
UAL icon
211
United Airlines
UAL
$34.6B
$393K 0.01%
+9,090
New +$393K
RMD icon
212
ResMed
RMD
$40.5B
$391K 0.01%
1,839
-65
-3% -$13.8K
SCZ icon
213
iShares MSCI EAFE Small-Cap ETF
SCZ
$10.8B
$390K 0.01%
+5,699
New +$390K
EWZ icon
214
iShares MSCI Brazil ETF
EWZ
$5.46B
$389K 0.01%
10,489
-16,841
-62% -$625K
GME icon
215
GameStop
GME
$10.2B
$387K 0.01%
82,124
-35,684
-30% -$168K
CE icon
216
Celanese
CE
$5.29B
$385K 0.01%
+2,965
New +$385K
TNDM icon
217
Tandem Diabetes Care
TNDM
$841M
$385K 0.01%
+4,027
New +$385K
XMLV icon
218
Invesco S&P MidCap Low Volatility ETF
XMLV
$819M
$384K 0.01%
+7,987
New +$384K
H icon
219
Hyatt Hotels
H
$13.9B
$383K 0.01%
+5,155
New +$383K
HOLX icon
220
Hologic
HOLX
$14.9B
$381K 0.01%
5,230
-3,065
-37% -$223K
GBIL icon
221
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$6.25B
$379K 0.01%
+3,788
New +$379K
OLED icon
222
Universal Display
OLED
$6.89B
$379K 0.01%
1,648
-105
-6% -$24.1K
EUM icon
223
ProShares Trust Short MSCI Emerging Markets
EUM
$11M
$378K 0.01%
14,657
+6,800
+87% +$175K
SIRI icon
224
SiriusXM
SIRI
$8.1B
$374K 0.01%
5,864
-2,119
-27% -$135K
FEP icon
225
First Trust Europe AlphaDEX Fund
FEP
$335M
$372K 0.01%
+9,750
New +$372K
7 8
9
10 11