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
1001
– –
-11,055
1002
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-4,832
1003
– –
-28,720
1004
– –
0
1005
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0
1006
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0
1007
– –
-17,115
1008
– –
0
1009
– –
0
1010
– –
-1,585
1011
– –
0
1012
– –
0
1013
– –
-4,156
1014
– –
-42,000
1015
– –
-19,066
1016
– –
0
1017
– –
-12,490
1018
– –
-3,276
1019
– –
0
1020
– –
-6
1021
– –
-12,060
1022
– –
0
1023
– –
-3,509
1024
– –
-6,895
1025
– –
0
39 40
41
42 43