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
$1.02B
AUM Growth
-$262M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,543
New
Increased
Reduced
Closed

Top Buys

1
+$88.4M
2
+$30M
3
+$28.3M
4
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$23.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.7M

Top Sells

1
+$335M
2
+$32.2M
3
+$7.06M
4
SHV icon
iShares Short Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$4.81M

Sector Composition

1 Financials 3.07%
2 Consumer Discretionary 2.82%
3 Technology 2.5%
4 Utilities 2.42%
5 Communication Services 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1451
– –
0
1452
– –
-17,378
1453
– –
0
1454
– –
0
1455
– –
0
1456
– –
-10,756
1457
– –
-13,097
1458
– –
-41,054
1459
– –
0
1460
– –
0
1461
– –
-3,146
1462
– –
0
1463
– –
-1,369
1464
– –
-37,853
1465
– –
-4,331
1466
– –
-3,382
1467
– –
-2,086
1468
– –
0
1469
– –
-30,694
1470
– –
-631
1471
– –
0
1472
– –
-2,500
1473
– –
-1,741
1474
– –
0
1475
– –
0
57 58
59
60 61