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
1176
– –
-26,788
1177
– –
0
1178
– –
0
1179
– –
0
1180
– –
0
1181
– –
0
1182
– –
-13,620
1183
– –
0
1184
– –
-101
1185
– –
0
1186
– –
-4,991
1187
– –
0
1188
– –
-11,632
1189
– –
0
1190
– –
0
1191
– –
-8,934
1192
– –
-27,666
1193
– –
-128
1194
– –
0
1195
– –
0
1196
– –
0
1197
– –
0
1198
– –
-8,677
1199
– –
0
1200
– –
0
46 47
48
49 50