TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+0.6%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.29B
AUM Growth
+$436M
Cap. Flow
+$265M
Cap. Flow %
20.57%
Top 10 Hldgs %
54.51%
Holding
1,498
New
432
Increased
152
Reduced
152
Closed
382

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$384M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$46.5M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

1
AMZN icon
Amazon
AMZN
+$14.5M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$12.2M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
OKE icon
1001
Oneok
OKE
$45.2B
– –
0
– –
OKTA icon
1002
Okta
OKTA
$16.3B
– –
-5,139
Closed -$506K
OLED icon
1003
Universal Display
OLED
$6.91B
– –
-2,835
Closed -$476K
OLLI icon
1004
Ollie's Bargain Outlet
OLLI
$8.12B
– –
0
– –
OLN icon
1005
Olin
OLN
$2.91B
– –
0
– –
OMC icon
1006
Omnicom Group
OMC
$15.3B
– –
-2,762
Closed -$216K
OMF icon
1007
OneMain Financial
OMF
$7.27B
– –
-5,831
Closed -$214K
ON icon
1008
ON Semiconductor
ON
$19.9B
– –
-18,478
Closed -$355K
ORLY icon
1009
O'Reilly Automotive
ORLY
$90.3B
– –
-15,015
Closed -$399K
OSK icon
1010
Oshkosh
OSK
$8.7B
– –
0
– –
OTEX icon
1011
Open Text
OTEX
$8.59B
– –
0
– –
OZK icon
1012
Bank OZK
OZK
$5.92B
– –
0
– –
PAAS icon
1013
Pan American Silver
PAAS
$14.9B
– –
-41,185
Closed -$646K
PANW icon
1014
Palo Alto Networks
PANW
$132B
– –
-8,316
Closed -$283K
PAYX icon
1015
Paychex
PAYX
$48.7B
– –
-2,455
Closed -$203K
PB icon
1016
Prosperity Bancshares
PB
$6.46B
– –
-4,103
Closed -$290K
PBF icon
1017
PBF Energy
PBF
$3.29B
– –
0
– –
PBYI icon
1018
Puma Biotechnology
PBYI
$230M
– –
-10,396
Closed -$112K
PDBC icon
1019
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$4.49B
– –
-18,405
Closed -$287K
PDD icon
1020
Pinduoduo
PDD
$179B
– –
0
– –
PENN icon
1021
PENN Entertainment
PENN
$2.93B
– –
0
– –
PEP icon
1022
PepsiCo
PEP
$196B
– –
0
– –
PFE icon
1023
Pfizer
PFE
$140B
– –
-32,867
Closed -$1.12M
PG icon
1024
Procter & Gamble
PG
$373B
– –
0
– –
PH icon
1025
Parker-Hannifin
PH
$95.7B
– –
0
– –
39 40
41
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