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
AON icon
1176
Aon
AON
$78.1B
– –
0
– –
APA icon
1177
APA Corp
APA
$8.33B
– –
0
– –
APD icon
1178
Air Products & Chemicals
APD
$64B
– –
-1,529
Closed -$455K
APH icon
1179
Amphenol
APH
$145B
– –
-26,788
Closed -$725K
APPN icon
1180
Appian
APPN
$2.3B
– –
0
– –
APTV icon
1181
Aptiv
APTV
$17.8B
– –
0
– –
ASH icon
1182
Ashland
ASH
$2.42B
– –
0
– –
ASML icon
1183
ASML
ASML
$312B
– –
0
– –
AVB icon
1184
AvalonBay Communities
AVB
$27.4B
– –
0
– –
AVGO icon
1185
Broadcom
AVGO
$1.74T
– –
-13,620
Closed -$496K
AVT icon
1186
Avnet
AVT
$4.5B
– –
0
– –
AYTU icon
1187
AYTU BioPharma
AYTU
$20.5M
– –
-101
Closed -$24K
AZN icon
1188
AstraZeneca
AZN
$251B
– –
0
– –
BALL icon
1189
Ball Corp
BALL
$13.6B
– –
0
– –
BGC icon
1190
BGC Group
BGC
$4.76B
– –
-21,658
Closed -$52K
BHC icon
1191
Bausch Health
BHC
$2.64B
– –
-11,632
Closed -$181K
BHP icon
1192
BHP
BHP
$135B
– –
0
– –
BILI icon
1193
Bilibili
BILI
$10.2B
– –
0
– –
BJRI icon
1194
BJ's Restaurants
BJRI
$691M
– –
-8,934
Closed -$263K
BKLN icon
1195
Invesco Senior Loan ETF
BKLN
$6.87B
– –
-27,666
Closed -$601K
BKYI
1196
BIO-key International
BKYI
$5.21M
– –
-128
Closed -$8K
BLDP
1197
Ballard Power Systems
BLDP
$580M
– –
0
– –
BLK icon
1198
Blackrock
BLK
$171B
– –
0
– –
BMO icon
1199
Bank of Montreal
BMO
$90.5B
– –
0
– –
BMRN icon
1200
BioMarin Pharmaceuticals
BMRN
$10.5B
– –
0
– –
46 47
48
49 50