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
1601
– –
-6,318
1602
– –
-10,895
1603
– –
-15,179
1604
– –
-10,620
1605
– –
-4,908
1606
– –
-12,123
1607
– –
0
1608
– –
-12,965
1609
– –
0
1610
– –
0
1611
– –
-12,692
1612
– –
-9,188
1613
– –
0
1614
– –
-14,172
1615
– –
-13,140
1616
– –
0
1617
– –
-17,625
1618
– –
-1,230
1619
– –
-4,133
1620
– –
-3,445
1621
– –
-12,649
1622
– –
0
1623
– –
-646
1624
– –
-15,467
1625
– –
-2,204
63 64
65
66 67