TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Est. Return 10.93%
This Quarter Est. Return
1 Year Est. Return
+10.93%
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
1
$89.2M 2.01%
345,227
+342,233
2
$40.6M 0.91%
438,450
+121,250
3
$36.9M 0.83%
779,712
+279,712
4
$35.2M 0.79%
28,152
+22,651
5
$32.7M 0.74%
625,000
+574,456
6
$30.3M 0.68%
265,015
-25,880
7
$27.7M 0.62%
301,468
+260,213
8
$26M 0.58%
36,101
+21,877
9
$24.3M 0.55%
547,370
+269,515
10
$20.1M 0.45%
188,483
+26,957
11
$15.6M 0.35%
121,700
+51,028
12
$15.4M 0.35%
157,940
+151,640
13
$14.1M 0.32%
172,338
+97,112
14
$13.9M 0.31%
247,117
+186,493
15
$12.7M 0.29%
106,908
+73,399
16
$11.7M 0.26%
73,792
+38,438
17
$10.9M 0.25%
72,378
+14,497
18
$10.9M 0.24%
49,569
+24,471
19
$10.6M 0.24%
40,508
-26,847
20
$9.41M 0.21%
49,418
-169,116
21
$7.78M 0.18%
45,007
-862
22
$7.63M 0.17%
59,201
-2,121
23
$7.46M 0.17%
+163,014
24
$6.41M 0.14%
+270,180
25
$6.32M 0.14%
+4,991
1
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