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
$1.14B
AUM Growth
-$58.6M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,738
New
Increased
Reduced
Closed

Top Buys

1
+$53.7M
2
+$28.9M
3
+$14.7M
4
SHV icon
iShares Trust iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.4M

Top Sells

1
+$18.5M
2
+$17.7M
3
+$15.8M
4
MSFT icon
Microsoft
MSFT
+$14.5M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

1 Financials 12.65%
2 Technology 9.84%
3 Consumer Discretionary 8.68%
4 Healthcare 8.5%
5 Consumer Staples 7.19%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1126
– –
-1,920
1127
– –
-150
1128
– –
-1
1129
– –
-3,829
1130
– –
-185
1131
– –
-3,583
1132
– –
-8,652
1133
– –
0
1134
– –
-15,599
1135
– –
-10,023
1136
– –
0
1137
– –
0
1138
– –
-758
1139
– –
0
1140
– –
-2,399
1141
– –
-2,190
1142
– –
-428
1143
– –
0
1144
– –
0
1145
– –
-10,258
1146
– –
-12,795
1147
– –
-13,515
1148
– –
-12,469
1149
– –
-871
1150
– –
-1,836
44 45
46
47 48