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
TRTN
751
DELISTED
Triton International Limited
TRTN
– –
0
– –
NSL
752
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-11,078
Closed -$64K
LSI
753
DELISTED
Life Storage, Inc.
LSI
– –
-3,584
Closed -$252K
FIHD
754
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
– –
-2,063
Closed -$378K
CS
755
DELISTED
Credit Suisse Group
CS
– –
-15,838
Closed -$193K
DBD
756
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
0
– –
MNTV
757
DELISTED
Momentive Global Inc. Common Stock
MNTV
– –
0
– –
ABB
758
DELISTED
ABB Ltd.
ABB
– –
0
– –
VYNT
759
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
– –
-248
Closed -$4K
BBBY
760
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-34,038
Closed -$362K
ATCO
761
DELISTED
Atlas Corp.
ATCO
– –
0
– –
ALR
762
DELISTED
AlerisLife Inc. Common Stock
ALR
– –
-1,217
Closed -$6K
COUP
763
DELISTED
Coupa Software Incorporated
COUP
– –
0
– –
RSX
764
DELISTED
VanEck Russia ETF
RSX
– –
-66,933
Closed -$1.53M
ABMD
765
DELISTED
Abiomed Inc
ABMD
– –
0
– –
CLVS
766
DELISTED
Clovis Oncology, Inc.
CLVS
– –
0
– –
ZEN
767
DELISTED
ZENDESK INC
ZEN
– –
0
– –
TMBR
768
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-25
Closed -$5K
TWTR
769
DELISTED
Twitter, Inc.
TWTR
– –
-8,921
Closed -$368K
Y
770
DELISTED
Alleghany Corporation
Y
– –
-798
Closed -$637K
MNDT
771
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
0
– –
AXU
772
DELISTED
Alexco Resource Corp.
AXU
– –
-13,743
Closed -$24K
LFC
773
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-13,170
Closed -$152K
SAFM
774
DELISTED
Sanderson Farms Inc
SAFM
– –
0
– –
MIC
775
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-9,705
Closed -$383K
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