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
$700M
AUM Growth
-$324M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,209
New
Increased
Reduced
Closed

Top Buys

1
+$33.1M
2
+$11.4M
3
+$9.78M
4
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$8.81M
5
MSFT icon
Microsoft
MSFT
+$6.7M

Top Sells

1
+$103M
2
+$32.7M
3
+$29.3M
4
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$26M
5
AMZN icon
Amazon
AMZN
+$19.5M

Sector Composition

1 Technology 4.72%
2 Financials 3.86%
3 Utilities 3.75%
4 Consumer Discretionary 2.61%
5 Healthcare 2.07%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1001
– –
0
1002
– –
-3,722
1003
– –
-78
1004
– –
-399
1005
– –
-16,992
1006
– –
-18,690
1007
– –
-16,334
1008
– –
-7,706
1009
– –
-18,854
1010
– –
0
1011
– –
-6,208
1012
– –
-5,738
1013
– –
-7,045
1014
– –
-7,057
1015
– –
-10,835
1016
– –
0
1017
– –
0
1018
– –
-14,998
1019
– –
0
1020
– –
-9,355
1021
– –
-12,127
1022
– –
-10,837
1023
– –
-4,291
1024
– –
-13,995
1025
– –
-14,058
39 40
41
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