TSS

Two Sigma Securities Portfolio holdings

AUM $678M
1-Year Est. Return 17.88%
This Quarter Est. Return
1 Year Est. Return
+17.88%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$1.02B
AUM Growth
-$262M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,543
New
Increased
Reduced
Closed

Top Buys

1
+$88.4M
2
+$30M
3
+$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.7M

Top Sells

1
+$335M
2
+$32.2M
3
+$7.06M
4
SHV icon
iShares Trust iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$4.81M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
576
$4K ﹤0.01%
+10,437
577
$3K ﹤0.01%
457
+81
578
$3K ﹤0.01%
1,225
-141
579
$3K ﹤0.01%
11,332
-6,617
580
$3K ﹤0.01%
14,396
-15,379
581
– –
-14,750
582
– –
-18,486
583
– –
-8,535
584
– –
-28,202
585
– –
-45,642
586
– –
-573
587
– –
0
588
– –
0
589
– –
-28,975
590
– –
-15,704
591
– –
0
592
– –
-5,492
593
– –
0
594
– –
-10,056
595
– –
-2,441
596
– –
-3,272
597
– –
-40,464
598
– –
-8,358
599
– –
-125
600
– –
-104,235
22 23
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