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
VRRM icon
601
Verra Mobility
VRRM
$3.87B
$170K ﹤0.01%
+12,146
New +$170K
WT icon
602
WisdomTree
WT
$2.02B
$169K ﹤0.01%
34,839
-21
-0.1% -$102
CPE
603
DELISTED
Callon Petroleum Company
CPE
$169K ﹤0.01%
+3,503
New +$169K
SLM icon
604
SLM Corp
SLM
$6.01B
$164K ﹤0.01%
18,412
-25,255
-58% -$225K
BKK
605
DELISTED
Blackrock Municipal 2020 Term Trust
BKK
$164K ﹤0.01%
+11,005
New +$164K
LXP icon
606
LXP Industrial Trust
LXP
$2.67B
$163K ﹤0.01%
15,358
+285
+2% +$3.03K
CLF icon
607
Cleveland-Cliffs
CLF
$5.62B
$160K ﹤0.01%
19,066
+2,359
+14% +$19.8K
OMER icon
608
Omeros
OMER
$291M
$159K ﹤0.01%
+11,311
New +$159K
JFR icon
609
Nuveen Floating Rate Income Fund
JFR
$1.12B
$158K ﹤0.01%
+15,469
New +$158K
HDGE icon
610
AdvisorShares Ranger Equity Bear ETF
HDGE
$49.9M
$157K ﹤0.01%
+2,935
New +$157K
RPT
611
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$157K ﹤0.01%
+10,468
New +$157K
VALE icon
612
Vale
VALE
$44.8B
$156K ﹤0.01%
+11,812
New +$156K
DRH icon
613
DiamondRock Hospitality
DRH
$1.72B
$155K ﹤0.01%
+14,025
New +$155K
ODP icon
614
ODP
ODP
$611M
$153K ﹤0.01%
+5,585
New +$153K
SDC
615
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$153K ﹤0.01%
+17,450
New +$153K
QVCGA
616
QVC Group, Inc. Series A Common Stock
QVCGA
$83.7M
$151K ﹤0.01%
368
+19
+5% +$7.8K
SLCA
617
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$149K ﹤0.01%
+24,148
New +$149K
STAY
618
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$149K ﹤0.01%
+10,039
New +$149K
MBI icon
619
MBIA
MBI
$374M
$148K ﹤0.01%
+15,869
New +$148K
PGRE
620
Paramount Group
PGRE
$1.6B
$147K ﹤0.01%
+10,530
New +$147K
GGN
621
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$769M
$146K ﹤0.01%
33,273
-37,881
-53% -$166K
AXL icon
622
American Axle
AXL
$704M
$145K ﹤0.01%
+13,486
New +$145K
HL icon
623
Hecla Mining
HL
$7.35B
$144K ﹤0.01%
+42,537
New +$144K
MTEM
624
DELISTED
Molecular Templates, Inc.
MTEM
$144K ﹤0.01%
+687
New +$144K
MRO
625
DELISTED
Marathon Oil Corporation
MRO
$143K ﹤0.01%
10,523
-67,164
-86% -$913K
23 24
25
26 27