TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+0.6%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.29B
AUM Growth
+$436M
Cap. Flow
+$265M
Cap. Flow %
20.57%
Top 10 Hldgs %
54.51%
Holding
1,498
New
432
Increased
152
Reduced
152
Closed
382

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$384M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$46.5M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

1
AMZN icon
Amazon
AMZN
+$14.5M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$12.2M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CDK
776
DELISTED
CDK Global, Inc.
CDK
– –
0
– –
COHR
777
DELISTED
Coherent Inc
COHR
– –
0
– –
PLAN
778
DELISTED
Anaplan, Inc.
PLAN
– –
0
– –
AVTR.PRA
779
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
– –
-200,000
Closed -$10.7M
DISCK
780
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
0
– –
PBCT
781
DELISTED
People's United Financial Inc
PBCT
– –
-20,772
Closed -$325K
INFO
782
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-4,527
Closed -$303K
XLNX
783
DELISTED
Xilinx Inc
XLNX
– –
-5,136
Closed -$493K
SC
784
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
0
– –
RDS.A
785
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-36,992
Closed -$2.18M
TGP
786
DELISTED
Teekay LNG Partners L.P.
TGP
– –
0
– –
KSU
787
DELISTED
Kansas City Southern
KSU
– –
0
– –
CVA
788
DELISTED
Covanta Holding Corporation
CVA
– –
0
– –
CSOD
789
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
0
– –
CLDR
790
DELISTED
Cloudera, Inc.
CLDR
– –
-22,460
Closed -$199K
PFPT
791
DELISTED
Proofpoint, Inc.
PFPT
– –
0
– –
QTS
792
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
0
– –
ALXN
793
DELISTED
Alexion Pharmaceuticals Inc
ALXN
– –
-11,513
Closed -$1.13M
WORK
794
DELISTED
Slack Technologies, Inc.
WORK
– –
0
– –
PRAH
795
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-2,726
Closed -$271K
NAV
796
DELISTED
Navistar International
NAV
– –
0
– –
GRUB
797
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
0
– –
FLIR
798
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-7,557
Closed -$397K
VAR
799
DELISTED
Varian Medical Systems, Inc.
VAR
– –
0
– –
MIK
800
DELISTED
Michaels Stores, Inc
MIK
– –
-36,579
Closed -$358K
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