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
LL
676
DELISTED
LL Flooring Holdings, Inc.
LL
– –
0
– –
SIX
677
DELISTED
Six Flags Entertainment Corp.
SIX
– –
0
– –
SCPX
678
DELISTED
Scorpius Holdings, Inc.
SCPX
– –
-1
Closed -$22K
PXD
679
DELISTED
Pioneer Natural Resource Co.
PXD
– –
0
– –
MDC
680
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
0
– –
FSR
681
DELISTED
Fisker Inc.
FSR
– –
-17,007
Closed -$245K
AYX
682
DELISTED
Alteryx, Inc.
AYX
– –
-4,211
Closed -$478K
JT
683
DELISTED
Jianpu Technology Inc. American Depositary Shares, each representing twenty Class A Ordinary Shares
JT
– –
-1,298
Closed -$5K
CHS
684
DELISTED
Chicos FAS, Inc.
CHS
– –
-14,184
Closed -$14K
SGEN
685
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-1,061
Closed -$208K
KMF
686
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
– –
-12,198
Closed -$49K
LTRPA
687
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-19,420
Closed -$34K
FFTI
688
DELISTED
FormulaFolios Tactical Income ETF
FFTI
– –
-9,906
Closed -$237K
SDC
689
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-19,696
Closed -$230K
RIDE
690
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
– –
-797
Closed -$308K
BBBY
691
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
0
– –
AUY
692
DELISTED
Yamana Gold, Inc.
AUY
– –
0
– –
COUP
693
DELISTED
Coupa Software Incorporated
COUP
– –
0
– –
PRTY
694
DELISTED
Party City Holdco Inc.
PRTY
– –
-17,725
Closed -$46K
DS
695
DELISTED
Drive Shack Inc.
DS
– –
-10,004
Closed -$11K
ABMD
696
DELISTED
Abiomed Inc
ABMD
– –
-1,154
Closed -$320K
CLVS
697
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-18,320
Closed -$107K
HTGM
698
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-126
Closed -$7K
DNKN
699
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
0
– –
CLR
700
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
0
– –
26 27
28
29 30