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
NVS icon
951
Novartis
NVS
$245B
– –
0
– –
NWL icon
952
Newell Brands
NWL
$2.54B
– –
0
– –
O icon
953
Realty Income
O
$54.4B
– –
0
– –
OGI
954
Organigram Holdings
OGI
$221M
– –
0
– –
OKTA icon
955
Okta
OKTA
$15.9B
– –
0
– –
ON icon
956
ON Semiconductor
ON
$19.7B
– –
0
– –
ORLY icon
957
O'Reilly Automotive
ORLY
$89.2B
– –
0
– –
OSK icon
958
Oshkosh
OSK
$8.75B
– –
0
– –
OVV icon
959
Ovintiv
OVV
$11B
– –
0
– –
OXY icon
960
Occidental Petroleum
OXY
$45.6B
– –
-12,847
Closed -$129K
OZK icon
961
Bank OZK
OZK
$5.89B
– –
0
– –
PAAS icon
962
Pan American Silver
PAAS
$15.3B
– –
0
– –
PANW icon
963
Palo Alto Networks
PANW
$132B
– –
0
– –
PARA
964
DELISTED
Paramount Global Class B
PARA
– –
0
– –
PAYC icon
965
Paycom
PAYC
$12.4B
– –
0
– –
PBF icon
966
PBF Energy
PBF
$3.26B
– –
-17,905
Closed -$102K
PBI icon
967
Pitney Bowes
PBI
$1.96B
– –
0
– –
PBR.A icon
968
Petrobras Class A
PBR.A
$75.5B
– –
-46,075
Closed -$324K
PBW icon
969
Invesco WilderHill Clean Energy ETF
PBW
$357M
– –
0
– –
PCY icon
970
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.26B
– –
-10,776
Closed -$292K
PDD icon
971
Pinduoduo
PDD
$177B
– –
0
– –
PENN icon
972
PENN Entertainment
PENN
$2.93B
– –
0
– –
PFE icon
973
Pfizer
PFE
$140B
– –
-9,000
Closed -$313K
PFF icon
974
iShares Preferred and Income Securities ETF
PFF
$14.6B
– –
-6,051
Closed -$221K
PGR icon
975
Progressive
PGR
$144B
– –
-3,594
Closed -$340K
37 38
39
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