TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-1.21%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$60M
AUM Growth
-$37.3M
Cap. Flow
-$37.8M
Cap. Flow %
-62.98%
Top 10 Hldgs %
42.38%
Holding
338
New
133
Increased
17
Reduced
21
Closed
162

Top Buys

1
QQQ icon
Invesco QQQ Trust
QQQ
$6.47M
2
SPY icon
SPDR S&P 500 ETF Trust
SPY
$4.97M
3
CVS icon
CVS Health
CVS
$1.81M
4
TZA icon
Direxion Daily Small Cap Bear 3x Shares
TZA
$1.35M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$1.26M

Top Sells

1
XLI icon
Industrial Select Sector SPDR Fund
XLI
$14.3M
2
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$8.91M
3
XLF icon
Financial Select Sector SPDR Fund
XLF
$5.29M
4
XLB icon
Materials Select Sector SPDR Fund
XLB
$3.69M
5
XLP icon
Consumers Staples Select Sector SPDR Fund
XLP
$3.61M

Sector Composition

1 Financials 11.3%
2 Healthcare 7.57%
3 Technology 4.09%
4 Consumer Discretionary 3.99%
5 Communication Services 3.32%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AXPW
176
DELISTED
AXION PWR INTL INC COM STK (DE)
AXPW
– –
-1,710
Closed -$2K
SD
177
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-28,627
Closed -$51K
VRNG
178
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
– –
-1,505
Closed -$10K
RYL
179
DELISTED
RYLAND GROUP INC
RYL
– –
-6,378
Closed -$311K
VTG
180
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
– –
-22,176
Closed -$7K
RGDX
181
DELISTED
RESPONSE GENETICS, INC COMMON SHS (DELAWARE)
RGDX
– –
-13,686
Closed -$6K
MCP
182
DELISTED
MOLYCORP INC COM STK
MCP
– –
-17,521
Closed -$7K
KFX
183
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-15,296
Closed -$167K
SANWZ
184
DELISTED
S&W SEED CO CL B WTS EXP 05/03/2015 (DE)
SANWZ
– –
-12,392
Closed -$1K
VLYWW
185
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
– –
-10,534
Closed -$2K
EOX
186
DELISTED
EMERALD OIL INC (MT)
EOX
– –
-590
Closed -$9K
EXXI
187
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-17,007
Closed -$62K
RALS
188
DELISTED
ProShares RAFI Long/Short
RALS
– –
-5,927
Closed -$242K
FTR
189
DELISTED
Frontier Communications Corp.
FTR
– –
-3,068
Closed -$324K
GG
190
DELISTED
Goldcorp Inc
GG
– –
-10,153
Closed -$184K
IPAS
191
DELISTED
Ipass Inc Common Stock
IPAS
– –
-1,092
Closed -$12K
RTK
192
DELISTED
Rentech, Inc.
RTK
– –
-1,391
Closed -$16K
YPRO
193
DELISTED
ADVISORSHARES YIELDPRO ETF
YPRO
– –
-9,787
Closed -$231K
KBIO
194
DELISTED
KALOBIOS PHARMACEUTICALS INC COM STK NEW (DE)
KBIO
– –
-5,367
Closed -$21K
MHR
195
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
– –
-18,609
Closed -$50K
VXX
196
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-977
Closed -$401K
HK
197
DELISTED
Halcon Resources Corporation
HK
– –
-270
Closed -$72K
ALD
198
DELISTED
WisdomTree Asia Local Debt Fund
ALD
– –
-5,161
Closed -$240K
AAN.A
199
DELISTED
AARON'S INC CL-A
AAN.A
– –
-9,822
Closed -$278K
AOS icon
200
A.O. Smith
AOS
$10.3B
– –
-9,070
Closed -$298K
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