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
1101
– –
-23,479
1102
– –
-2,812
1103
– –
-47,034
1104
– –
-12,632
1105
– –
-1,284
1106
– –
-6,754
1107
– –
-3,302
1108
– –
-3,268
1109
– –
-11,143
1110
– –
0
1111
– –
0
1112
– –
-18,191
1113
– –
0
1114
– –
0
1115
– –
0
1116
– –
0
1117
– –
-980
1118
– –
0
1119
– –
0
1120
– –
-8,320
1121
– –
-38,874
1122
– –
-15,136
1123
– –
0
1124
– –
-7,028
1125
– –
0
43 44
45
46 47