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
$678M
AUM Growth
-$133M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
2,149
New
Increased
Reduced
Closed

Top Buys

1
+$11.9M
2
+$6.71M
3
+$6.33M
4
FOXA icon
Fox Class A
FOXA
+$5.98M
5
HD icon
Home Depot
HD
+$5.92M

Top Sells

1
+$8.87M
2
+$8.26M
3
+$7.02M
4
ADBE icon
Adobe
ADBE
+$6.43M
5
PGR icon
Progressive
PGR
+$5.65M

Sector Composition

1 Technology 12.98%
2 Financials 9.14%
3 Industrials 7.01%
4 Consumer Discretionary 6.31%
5 Healthcare 5.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IEMG icon
1
iShares Core MSCI Emerging Markets ETF
IEMG
$118B
$11.9M 1.76%
+181,212
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$8.58M 1.27%
76,948
+25,654
FXI icon
3
iShares China Large-Cap ETF
FXI
$6.65B
$7.72M 1.14%
187,586
+163,112
SPY icon
4
SPDR S&P 500 ETF Trust
SPY
$702B
$7.05M 1.04%
10,583
-2,649
IWB icon
5
iShares Russell 1000 ETF
IWB
$45.6B
$6.82M 1.01%
18,657
+5,733
ACWI icon
6
iShares MSCI ACWI ETF
ACWI
$24.5B
$6.69M 0.99%
48,422
+30,748
EFA icon
7
iShares MSCI EAFE ETF
EFA
$69.1B
$6.44M 0.95%
68,996
-33,090
QQQ icon
8
Invesco QQQ Trust
QQQ
$409B
$6.43M 0.95%
10,708
+1,150
CME icon
9
CME Group
CME
$97.7B
$6.33M 0.93%
+23,444
FOXA icon
10
Fox Class A
FOXA
$30.4B
$5.98M 0.88%
+94,871
HD icon
11
Home Depot
HD
$353B
$5.92M 0.87%
+14,617
USHY icon
12
iShares Broad USD High Yield Corporate Bond ETF
USHY
$25.4B
$4.58M 0.68%
+121,349
NVDA icon
13
NVIDIA
NVDA
$4.43T
$4.35M 0.64%
23,304
+21,777
BND icon
14
Vanguard Total Bond Market
BND
$142B
$4.31M 0.64%
57,970
-43,793
COF icon
15
Capital One
COF
$147B
$4.18M 0.62%
19,652
+9,857
BK icon
16
Bank of New York Mellon
BK
$79.5B
$4.09M 0.6%
37,511
-10,385
SPXU icon
17
ProShares UltraPro Short S&P 500
SPXU
$474M
$3.96M 0.58%
+73,352
BKLN icon
18
Invesco Senior Loan ETF
BKLN
$6.38B
$3.88M 0.57%
185,602
+57,520
GOOG icon
19
Alphabet (Google) Class C
GOOG
$3.89T
$3.84M 0.57%
15,748
+13,264
AGG icon
20
iShares Core US Aggregate Bond ETF
AGG
$134B
$3.8M 0.56%
+37,950
CL icon
21
Colgate-Palmolive
CL
$62.9B
$3.6M 0.53%
45,089
+41,635
USFR icon
22
WisdomTree Floating Rate Treasury Fund
USFR
$16.7B
$3.43M 0.51%
68,312
+51,119
GWW icon
23
W.W. Grainger
GWW
$46.4B
$3.43M 0.51%
+3,596
PHM icon
24
Pultegroup
PHM
$24.8B
$3.4M 0.5%
25,725
+19,020
VEA icon
25
Vanguard FTSE Developed Markets ETF
VEA
$187B
$3.36M 0.5%
56,059
-27,012
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