TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-0.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$850M
AUM Growth
+$190M
Cap. Flow
+$120M
Cap. Flow %
14.13%
Top 10 Hldgs %
27.41%
Holding
1,522
New
340
Increased
163
Reduced
183
Closed
497

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
+$33.9M
2
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$22.6M
3
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.6M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$19.1M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$93.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$23.9M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$11.1M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.18M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
+$6.36M

Sector Composition

1 Financials 6.59%
2 Consumer Discretionary 4.85%
3 Energy 4.32%
4 Technology 3.85%
5 Healthcare 3.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
GMO
851
DELISTED
General Moly, Inc.
GMO
– –
-13,346
Closed -$5K
PER
852
DELISTED
SANDRIDGE PERMIAN TRUST
PER
– –
-11,856
Closed -$22K
AFH
853
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-10,002
Closed -$7K
SMRT
854
DELISTED
Stein Mart Inc
SMRT
– –
-10,508
Closed -$9K
LM
855
DELISTED
Legg Mason, Inc.
LM
– –
0
– –
ECT
856
DELISTED
ECA Marcellus Trust 1 Interest
ECT
– –
-10,546
Closed -$18K
TTPH
857
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-582
Closed -$6K
HCR
858
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-13,444
Closed -$33K
PTLA
859
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
0
– –
CHK
860
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,525
Closed -$595K
SES
861
DELISTED
Synthesis Energy Systems Inc.
SES
– –
-1,652
Closed -$4K
JMEI
862
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,725
Closed -$42K
RTN
863
DELISTED
Raytheon Company
RTN
– –
-12,242
Closed -$2.13M
CHKR
864
DELISTED
CHESAPEAKE GRANITE WASH TRUST
CHKR
– –
-15,989
Closed -$17K
LTS
865
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-10,018
Closed -$34K
BLPH
866
DELISTED
Bellerophon Therapeutics, Inc.
BLPH
– –
-741
Closed -$7K
CFRX
867
DELISTED
ContraFect Corporation
CFRX
– –
-25
Closed -$10K
GNMX
868
DELISTED
Aevi Genomic Medicine, Inc.
GNMX
– –
-38,726
Closed -$6K
ESTRW
869
DELISTED
Estre Ambiental, Inc
ESTRW
$0 ﹤0.01%
11,380
-2,900
-20% –
WCG
870
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-898
Closed -$256K
SNOAW
871
DELISTED
Sonoma Pharmaceuticals, Inc. Warrants
SNOAW
– –
-18,975
Closed –
TOO
872
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-14,880
Closed -$19K
SRCI
873
DELISTED
SRC Energy Inc
SRCI
– –
-29,088
Closed -$144K
SKYY icon
874
First Trust Cloud Computing ETF
SKYY
$3.19B
– –
-3,871
Closed -$224K
SLG icon
875
SL Green Realty
SLG
$4.32B
– –
-2,597
Closed -$202K
33 34
35
36 37