TSS

Two Sigma Securities Portfolio holdings

AUM $678M
1-Year Est. Return 17.88%
This Fund
S&P 500
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 0-1 Year 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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1502
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1503
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-10,497
1504
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-2,453
1505
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1506
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1507
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1508
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-2,918
1509
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1510
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-10,944
1511
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-46
1512
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0
1513
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-30,507
1514
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-2,324
1515
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1516
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-10,366
1517
– –
-3,617
1518
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-17,964
1519
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-24,828
1520
– –
0
1521
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1522
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0
1523
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-8,575
1524
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-17,450
1525
– –
0
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