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
1201
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1202
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1203
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1204
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1205
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1206
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1207
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1208
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1209
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1210
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1212
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1213
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1214
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-12,130
1215
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1218
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-9,530
1219
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1220
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1221
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1222
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1223
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1224
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1225
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-6,193
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