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
CFRX
701
DELISTED
ContraFect Corporation
CFRX
$28K ﹤0.01%
+56
New +$28K
GERN icon
702
Geron
GERN
$829M
$27K ﹤0.01%
+19,601
New +$27K
CBL
703
DELISTED
CBL& Associates Properties, Inc.
CBL
$27K ﹤0.01%
26,184
+10,370
+66% +$10.7K
HCR
704
DELISTED
Hi-Crush Inc. Common Stock
HCR
$26K ﹤0.01%
+29,775
New +$26K
CHK
705
DELISTED
Chesapeake Energy Corporation
CHK
$26K ﹤0.01%
+159
New +$26K
CLNE icon
706
Clean Energy Fuels
CLNE
$548M
$24K ﹤0.01%
10,172
+27
+0.3% +$64
ATHX
707
DELISTED
Athersys, Inc. Common Stock
ATHX
$23K ﹤0.01%
+739
New +$23K
AKTX
708
Akari Therapeutics
AKTX
$25.1M
$22K ﹤0.01%
+631
New +$22K
NE
709
DELISTED
Noble Corporation
NE
$22K ﹤0.01%
17,949
+7,050
+65% +$8.64K
MDR
710
DELISTED
McDermott International
MDR
$22K ﹤0.01%
33,243
-15,215
-31% -$10.1K
FTR
711
DELISTED
Frontier Communications Corp.
FTR
$22K ﹤0.01%
+25,028
New +$22K
TTI icon
712
TETRA Technologies
TTI
$640M
$21K ﹤0.01%
+10,944
New +$21K
CSLT
713
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$20K ﹤0.01%
+15,238
New +$20K
XXII
714
22nd Century Group
XXII
$6.69M
– –
0
– –
PDS
715
Precision Drilling
PDS
$753M
$18K ﹤0.01%
+640
New +$18K
SEEL
716
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
$18K ﹤0.01%
4
-2
-33% -$9K
TRX icon
717
TRX Gold Corp
TRX
$130M
$16K ﹤0.01%
+25,993
New +$16K
BNGO icon
718
Bionano Genomics
BNGO
$18.9M
$14K ﹤0.01%
+18
New +$14K
MBRX icon
719
Moleculin Biotech
MBRX
$11.4M
$13K ﹤0.01%
+152
New +$13K
ASM
720
Avino Silver & Gold Mines
ASM
$639M
$12K ﹤0.01%
21,317
+10,981
+106% +$6.18K
BIOC
721
DELISTED
Biocept, Inc.
BIOC
$11K ﹤0.01%
+130
New +$11K
AHG
722
Akso Health Group
AHG
$1.01B
$9K ﹤0.01%
+3,382
New +$9K
ENT
723
DELISTED
Global Eagle Entertainment Inc.
ENT
$9K ﹤0.01%
+716
New +$9K
ZN
724
DELISTED
Zion Oil & Gas, Inc.
ZN
$8K ﹤0.01%
44,241
+17,052
+63% +$3.08K
MTL.PR
725
DELISTED
Mechel PAO American Depositary Shares (each representing one-half of a Preferred Share)
MTL.PR
$8K ﹤0.01%
+12,381
New +$8K
27 28
29
30 31