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
SJIU
801
DELISTED
South Jersey Industries, Inc.
SJIU
– –
-100,000
Closed -$5.22M
MUH
802
DELISTED
Blackrock Muniholdings Fund II, Inc.
MUH
– –
-11,716
Closed -$177K
WPX
803
DELISTED
WPX Energy, Inc.
WPX
– –
0
– –
TIF
804
DELISTED
Tiffany & Co.
TIF
– –
-4,650
Closed -$431K
DNKN
805
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-2,551
Closed -$202K
GPOR
806
DELISTED
Gulfport Energy Corp.
GPOR
– –
-21,064
Closed -$57K
AMAG
807
DELISTED
AMAG Pharmaceuticals, Inc.
AMAG
– –
-15,646
Closed -$181K
HTZ
808
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
0
– –
MNK
809
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-19,444
Closed -$47K
WUBA
810
DELISTED
58.COM INC
WUBA
– –
-4,582
Closed -$226K
VAL
811
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-14,125
Closed -$68K
TLRD
812
DELISTED
Tailored Brands, Inc.
TLRD
– –
-12,337
Closed -$54K
LM
813
DELISTED
Legg Mason, Inc.
LM
– –
0
– –
LK
814
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
0
– –
JCP
815
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-41,741
Closed -$37K
TSG
816
DELISTED
The Stars Group Inc.
TSG
– –
0
– –
MLNX
817
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-5,134
Closed -$563K
FRN
818
DELISTED
Invesco Frontier Markets ETF
FRN
– –
-22,109
Closed -$301K
ESTRW
819
DELISTED
Estre Ambiental, Inc
ESTRW
$0 ﹤0.01%
10,370
-1,010
-9% –
ACHN
820
DELISTED
Achillion Pharmaceuticals, Inc.
ACHN
– –
-13,773
Closed -$50K
FGP
821
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-10,827
Closed -$11K
MDCO
822
DELISTED
Medicines Co
MDCO
– –
0
– –
ASNA
823
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-4,321
Closed -$23K
ONCE
824
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-3,429
Closed -$333K
BSJJ
825
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
– –
-10,003
Closed -$239K
31 32
33
34 35