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
FLIR
726
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
0
– –
APHA
727
DELISTED
Aphria Inc. Common Shares
APHA
– –
0
– –
DWFI
728
DELISTED
SPDR Dorsey Wright Fixed Income Allocation ETF
DWFI
– –
-16,527
Closed -$401K
AIZP
729
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
– –
-202,958
Closed -$23.7M
SRE.PRA
730
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
– –
-334,400
Closed -$32.9M
WPX
731
DELISTED
WPX Energy, Inc.
WPX
– –
-42,078
Closed -$206K
BSJK
732
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
– –
-8,994
Closed -$210K
CBL
733
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-35,223
Closed -$6K
HTZ
734
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-13,918
Closed -$15K
ZOM
735
DELISTED
Zomedica Corp.
ZOM
– –
-65,821
Closed -$7K
ETFC
736
DELISTED
E*Trade Financial Corporation
ETFC
– –
0
– –
DISCA
737
DELISTED
Discovery, Inc. Series A Common Stock
DISCA
– –
0
– –
CTIC
738
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-23,248
Closed -$50K
ATVI
739
DELISTED
Activision Blizzard Inc.
ATVI
– –
0
– –
DISH
740
DELISTED
DISH Network Corp.
DISH
– –
0
– –
SIVB
741
DELISTED
SVB Financial Group
SIVB
– –
0
– –
BSCK
742
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
– –
-23,408
Closed -$497K
RIBT
743
DELISTED
RiceBran Technologies
RIBT
– –
-1,062
Closed -$4K
WLL
744
DELISTED
Whiting Petroleum Corporation
WLL
– –
0
– –
TAT
745
DELISTED
TransAtlantic Petroleum LTD.
TAT
– –
-37,944
Closed -$9K
PLM
746
DELISTED
PolyMet Mining Corp.
PLM
– –
-21,351
Closed -$78K
NEE.PRQ
747
DELISTED
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
– –
-175,000
Closed -$8.36M
RGLS
748
DELISTED
Regulus Therapeutics
RGLS
– –
-1,666
Closed -$9K
RIO icon
749
Rio Tinto
RIO
$101B
– –
0
– –
RITM icon
750
Rithm Capital
RITM
$6.63B
– –
0
– –
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