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
1126
– –
0
1127
– –
-5,354
1128
– –
0
1129
– –
-3,035
1130
– –
0
1131
– –
-15,074
1132
– –
-13,302
1133
– –
0
1134
– –
0
1135
– –
0
1136
– –
-3,586
1137
– –
-1,500
1138
– –
-37,221
1139
– –
0
1140
– –
-24,018
1141
– –
-12,972
1142
– –
-21,658
1143
– –
0
1144
– –
-15,106
1145
– –
-1,401
1146
– –
0
1147
– –
-1,389
1148
– –
0
1149
– –
-17,215
1150
– –
0
44 45
46
47 48