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
$1.29B
AUM Growth
+$436M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,498
New
Increased
Reduced
Closed

Top Buys

1
+$384M
2
+$46.5M
3
+$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
+$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

1
+$14.5M
2
+$12.2M
3
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1001
– –
0
1002
– –
0
1003
– –
-25,012
1004
– –
0
1005
– –
-5,139
1006
– –
-2,835
1007
– –
0
1008
– –
0
1009
– –
-2,762
1010
– –
-5,831
1011
– –
-18,478
1012
– –
-15,015
1013
– –
0
1014
– –
0
1015
– –
0
1016
– –
-41,185
1017
– –
-8,316
1018
– –
-2,455
1019
– –
-4,103
1020
– –
0
1021
– –
0
1022
– –
0
1023
– –
0
1024
– –
-32,867
1025
– –
0
39 40
41
42 43