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 Short 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
1501
– –
-1,342
1502
– –
-10,859
1503
– –
-23,425
1504
– –
-9,792
1505
– –
-3,862
1506
– –
-29,972
1507
– –
-12,113
1508
– –
0
1509
– –
-3,022
1510
– –
0
1511
– –
-1,900
1512
– –
-12,851
1513
– –
-11,090
1514
– –
-13,998
1515
– –
-3,940
1516
– –
-18,409
1517
– –
0
1518
– –
-19,639
1519
– –
-14,833
1520
– –
0
1521
– –
-8,024
1522
– –
-6,654
1523
– –
-15,328
1524
– –
-46,122
1525
– –
-5,412
59 60
61
62 63