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
VIAB
826
DELISTED
Viacom Inc. Class B
VIAB
– –
-9,495
Closed -$228K
DF
827
DELISTED
Dean Foods Company
DF
– –
-14,722
Closed -$17K
BPL
828
DELISTED
Buckeye Partners, L.P.
BPL
– –
-11,064
Closed -$455K
ROX
829
DELISTED
Castle Brands, Inc.
ROX
– –
-36,712
Closed -$46K
AABA
830
DELISTED
Altaba Inc. Common Stock
AABA
– –
-27,129
Closed -$528K
TCF
831
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-6,919
Closed -$263K
TVIX
832
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
– –
-4,825
Closed -$656K
KEM
833
DELISTED
KEMET Corporation
KEM
– –
0
– –
ATVI
834
DELISTED
Activision Blizzard Inc.
ATVI
– –
-6,184
Closed -$327K
DISH
835
DELISTED
DISH Network Corp.
DISH
– –
0
– –
SBNY
836
DELISTED
Signature Bank
SBNY
– –
-1,834
Closed -$219K
FIYY
837
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN Series B
FIYY
– –
-3,982
Closed -$433K
KGJI
838
DELISTED
Kingold Jewelry Inc.
KGJI
– –
-4,785
Closed -$17K
CELG
839
DELISTED
Celgene Corp
CELG
– –
-6,918
Closed -$687K
AUO
840
DELISTED
AU Optronics Corp
AUO
– –
-13,006
Closed -$32K
CIT
841
DELISTED
CIT Group Inc.
CIT
– –
-5,751
Closed -$261K
DWT
842
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
– –
-59,997
Closed -$331K
USB.PRH icon
843
US Bancorp Depositary Shares (1/1,000 Interest in Ser. B Non-Cum. Prptl. Prfrd. Stock)
USB.PRH
$807M
– –
0
– –
SPLV icon
844
Invesco S&P 500 Low Volatility ETF
SPLV
$7.83B
– –
-15,457
Closed -$895K
SPR icon
845
Spirit AeroSystems
SPR
$4.76B
– –
-3,650
Closed -$300K
SPSB icon
846
SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$8.12B
– –
-12,780
Closed -$394K
SPTI icon
847
SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$9.11B
– –
-21,475
Closed -$672K
SPTL icon
848
SPDR Portfolio Long Term Treasury ETF
SPTL
$11.8B
– –
-6,539
Closed -$268K
SQQQ icon
849
ProShares UltraPro Short QQQ
SQQQ
$2.27B
– –
-70
Closed -$285K
SSRM icon
850
SSR Mining
SSRM
$4.46B
– –
0
– –
32 33
34
35 36