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
ZEN
701
DELISTED
ZENDESK INC
ZEN
– –
0
– –
AMPE
702
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
– –
-40
Closed -$12K
DRE
703
DELISTED
Duke Realty Corp.
DRE
– –
-7,138
Closed -$263K
ENDP
704
DELISTED
Endo International plc
ENDP
– –
0
– –
GSV
705
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-15,073
Closed -$12K
SOLN
706
DELISTED
The Southern Company
SOLN
– –
-210,361
Closed -$9.79M
WBT
707
DELISTED
Welbilt, Inc.
WBT
– –
0
– –
PSTH
708
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
– –
0
– –
GPL
709
DELISTED
Great Panther Mining Limited
GPL
– –
-2,531
Closed -$22K
CERN
710
DELISTED
Cerner Corp
CERN
– –
-4,125
Closed -$298K
DCUE
711
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
– –
-87,989
Closed -$8.95M
ZNGA
712
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
0
– –
DHR.PRA
713
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
– –
-28,342
Closed -$41.8M
XLNX
714
DELISTED
Xilinx Inc
XLNX
– –
0
– –
SC
715
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
0
– –
CFXA
716
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
– –
-51,389
Closed -$6.9M
KSU
717
DELISTED
Kansas City Southern
KSU
– –
0
– –
SOGO
718
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
– –
-14,965
Closed -$133K
QTS.PRB
719
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
– –
-186,770
Closed -$26.4M
PFPT
720
DELISTED
Proofpoint, Inc.
PFPT
– –
0
– –
QTS
721
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
0
– –
MIE
722
DELISTED
COHEN & STEERS MLP INCOME AND ENERGY OPPORTUNITY FUND, INC.
MIE
– –
-10,678
Closed -$16K
WORK
723
DELISTED
Slack Technologies, Inc.
WORK
– –
0
– –
GRUB
724
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
0
– –
CMD
725
DELISTED
Cantel Medical Corporation
CMD
– –
0
– –
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29
30 31