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
1501
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-8,001
1502
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-16,234
1503
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-4,438
1504
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0
1505
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1506
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-21,317
1507
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0
1508
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1509
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1510
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1511
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1512
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-8,394
1513
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-1,924
1514
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0
1515
– –
-13,486
1516
– –
0
1517
– –
-3,549
1518
– –
-2,957
1519
– –
0
1520
– –
0
1521
– –
-11,912
1522
– –
-31,796
1523
– –
0
1524
– –
0
1525
– –
0
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