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
CLR
176
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$697K 0.01%
+22,649
New +$697K
WMT icon
177
Walmart
WMT
$801B
$695K 0.01%
17,577
+11,643
+196% +$460K
ITB icon
178
iShares US Home Construction ETF
ITB
$3.35B
$688K 0.01%
15,888
-18,636
-54% -$807K
CELG
179
DELISTED
Celgene Corp
CELG
$687K 0.01%
6,918
-1,314
-16% -$130K
C icon
180
Citigroup
C
$176B
$682K 0.01%
+9,873
New +$682K
BRK.B icon
181
Berkshire Hathaway Class B
BRK.B
$1.08T
$680K 0.01%
3,270
+1,423
+77% +$296K
IYT icon
182
iShares US Transportation ETF
IYT
$605M
$674K 0.01%
+14,492
New +$674K
SPTI icon
183
SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$9.07B
$672K 0.01%
21,475
+533
+3% +$16.7K
FIT
184
DELISTED
Fitbit, Inc. Class A common stock
FIT
$671K 0.01%
176,207
+89,121
+102% +$339K
MRK icon
185
Merck
MRK
$212B
$663K 0.01%
+8,258
New +$663K
ETFC
186
DELISTED
E*Trade Financial Corporation
ETFC
$661K 0.01%
15,120
-4,577
-23% -$200K
SHW icon
187
Sherwin-Williams
SHW
$92.9B
$657K 0.01%
3,585
+1,962
+121% +$360K
TVIX
188
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$656K 0.01%
+4,825
New +$656K
PAAS icon
189
Pan American Silver
PAAS
$14.6B
$646K 0.01%
+41,185
New +$646K
RCL icon
190
Royal Caribbean
RCL
$95.7B
$643K 0.01%
+5,932
New +$643K
TLT icon
191
iShares 20+ Year Treasury Bond ETF
TLT
$48.9B
$638K 0.01%
4,456
-10,762
-71% -$1.54M
Y
192
DELISTED
Alleghany Corporation
Y
$637K 0.01%
798
+221
+38% +$176K
LEN icon
193
Lennar Class A
LEN
$36.7B
$632K 0.01%
11,686
-8,187
-41% -$443K
EMLC icon
194
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.7B
$609K 0.01%
18,442
+11,983
+186% +$396K
HPE icon
195
Hewlett Packard
HPE
$31B
$608K 0.01%
40,072
+25,073
+167% +$380K
AMP icon
196
Ameriprise Financial
AMP
$46.1B
$606K 0.01%
4,118
+2,060
+100% +$303K
TOL icon
197
Toll Brothers
TOL
$14.2B
$600K 0.01%
+14,623
New +$600K
PBR.A icon
198
Petrobras Class A
PBR.A
$72.8B
$589K 0.01%
+44,850
New +$589K
GDX icon
199
VanEck Gold Miners ETF
GDX
$19.9B
$587K 0.01%
21,971
+4,091
+23% +$109K
TXN icon
200
Texas Instruments
TXN
$171B
$583K 0.01%
4,512
+259
+6% +$33.5K
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