TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-3.78%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.02B
AUM Growth
-$262M
Cap. Flow
-$255M
Cap. Flow %
-24.89%
Top 10 Hldgs %
38.24%
Holding
1,543
New
356
Increased
124
Reduced
100
Closed
513

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
+$88.4M
2
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$30M
3
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.7M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$335M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$32.2M
3
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$7.06M
4
SHV icon
iShares Short Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$4.81M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
SGEN
676
DELISTED
Seagen Inc. Common Stock
SGEN
– –
0
– –
ICPT
677
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-8,575
Closed -$1.06M
SDC
678
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-17,450
Closed -$153K
TRTN
679
DELISTED
Triton International Limited
TRTN
– –
0
– –
RETA
680
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
– –
-1,103
Closed -$225K
MMP
681
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-30,302
Closed -$1.91M
WWE
682
DELISTED
World Wrestling Entertainment
WWE
– –
-3,259
Closed -$211K
RTL
683
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
– –
-17,742
Closed -$235K
MTEM
684
DELISTED
Molecular Templates, Inc.
MTEM
– –
-687
Closed -$144K
GER
685
DELISTED
Goldman Sachs MLP Energy Renaissance Fund
GER
– –
-1,486
Closed -$58K
DBD
686
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
0
– –
MNTV
687
DELISTED
Momentive Global Inc. Common Stock
MNTV
– –
0
– –
ABB
688
DELISTED
ABB Ltd.
ABB
– –
0
– –
BIOC
689
DELISTED
Biocept, Inc.
BIOC
– –
-130
Closed -$11K
BSMX
690
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-11,788
Closed -$80K
ATCO
691
DELISTED
Atlas Corp.
ATCO
– –
0
– –
COUP
692
DELISTED
Coupa Software Incorporated
COUP
– –
0
– –
SJI
693
DELISTED
South Jersey Industries, Inc.
SJI
– –
-7,222
Closed -$238K
TTM
694
DELISTED
Tata Motors Limited
TTM
– –
-86,535
Closed -$1.12M
PRTY
695
DELISTED
Party City Holdco Inc.
PRTY
– –
-36,748
Closed -$86K
ABMD
696
DELISTED
Abiomed Inc
ABMD
– –
0
– –
CLVS
697
DELISTED
Clovis Oncology, Inc.
CLVS
– –
0
– –
CLR
698
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-7,885
Closed -$270K
ZEN
699
DELISTED
ZENDESK INC
ZEN
– –
0
– –
TEN
700
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-10,776
Closed -$141K
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