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
$441M
AUM Growth
-$205M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,272
New
Increased
Reduced
Closed

Top Buys

1
+$11.2M
2
+$4.93M
3
+$3.16M
4
D icon
Dominion Energy
D
+$2.94M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$2.92M

Top Sells

1
+$110M
2
+$41.8M
3
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

1 Healthcare 7.7%
2 Financials 6.41%
3 Technology 6.12%
4 Consumer Discretionary 5.68%
5 Industrials 2.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
751
– –
-1,628
752
– –
0
753
– –
-539
754
– –
0
755
– –
0
756
– –
0
757
– –
0
758
– –
0
759
– –
-2,131
760
– –
-17,460
761
– –
0
762
– –
-704
763
– –
-1,167
764
– –
-2,474
765
– –
-3,297
766
– –
0
767
– –
-17
768
– –
0
769
– –
0
770
– –
-8,153
771
– –
0
772
– –
-2,480
773
– –
0
774
– –
-8,508
775
– –
-10,186
29 30
31
32 33