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
RJI
676
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$75K ﹤0.01%
+13,928
New +$75K
DBRG icon
677
DigitalBridge
DBRG
$2.09B
$74K ﹤0.01%
+3,918
New +$74K
RIG icon
678
Transocean
RIG
$3.07B
$73K ﹤0.01%
10,622
-115,001
-92% -$790K
NWG icon
679
NatWest
NWG
$57.8B
$71K ﹤0.01%
10,201
-18,774
-65% -$131K
RRC icon
680
Range Resources
RRC
$8.32B
$70K ﹤0.01%
14,386
-26,529
-65% -$129K
SRCI
681
DELISTED
SRC Energy Inc
SRCI
$65K ﹤0.01%
+15,727
New +$65K
TRUE icon
682
TrueCar
TRUE
$195M
$63K ﹤0.01%
+13,267
New +$63K
GER
683
DELISTED
Goldman Sachs MLP Energy Renaissance Fund
GER
$58K ﹤0.01%
+1,486
New +$58K
UMC icon
684
United Microelectronic
UMC
$17B
$56K ﹤0.01%
+20,769
New +$56K
HOME
685
DELISTED
At Home Group Inc.
HOME
$55K ﹤0.01%
+10,030
New +$55K
AEG icon
686
Aegon
AEG
$12B
$52K ﹤0.01%
12,504
-47,103
-79% -$196K
VTGN icon
687
VistaGen Therapeutics
VTGN
$106M
$51K ﹤0.01%
+2,441
New +$51K
DHY
688
Credit Suisse High Yield Bond Fund
DHY
$218M
$50K ﹤0.01%
20,037
-16,931
-46% -$42.2K
DHF
689
BNY Mellon High Yield Strategies Fund
DHF
$190M
$47K ﹤0.01%
15,092
+1,456
+11% +$4.53K
CX icon
690
Cemex
CX
$13.6B
$43K ﹤0.01%
11,346
-67,351
-86% -$255K
GNC
691
DELISTED
GNC Holdings, Inc.
GNC
$42K ﹤0.01%
15,704
-8,874
-36% -$23.7K
PDLI
692
DELISTED
PDL BioPharma, Inc.
PDLI
$40K ﹤0.01%
+12,280
New +$40K
AFMD
693
DELISTED
Affimed
AFMD
$38K ﹤0.01%
+1,369
New +$38K
MNKD icon
694
MannKind Corp
MNKD
$1.69B
$38K ﹤0.01%
29,275
+16,752
+134% +$21.7K
ANH
695
DELISTED
Anworth Mortgage Asset Corporation
ANH
$38K ﹤0.01%
10,921
-4,913
-31% -$17.1K
EMWP
696
DELISTED
Eros Media World PLC
EMWP
$37K ﹤0.01%
+549
New +$37K
HDSN icon
697
Hudson Technologies
HDSN
$450M
$36K ﹤0.01%
+36,643
New +$36K
JE
698
DELISTED
Just Energy Group Inc
JE
$32K ﹤0.01%
+573
New +$32K
BTE icon
699
Baytex Energy
BTE
$1.81B
$30K ﹤0.01%
+20,564
New +$30K
VSTM icon
700
Verastem
VSTM
$610M
$30K ﹤0.01%
+1,838
New +$30K
26 27
28
29 30