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
1701
– –
0
1702
– –
-22,098
1703
– –
-2,061
1704
– –
-12,605
1705
– –
0
1706
– –
-5,822
1707
– –
-3,230
1708
– –
0
1709
– –
-13,208
1710
– –
-17,845
1711
– –
0
1712
– –
-26,900
1713
– –
-5,654
1714
– –
-4,727
1715
– –
-14,044
1716
– –
-5,179
1717
– –
-189,050
1718
– –
0
1719
– –
-24,631
1720
– –
0
1721
– –
-605
1722
– –
-6,404
1723
– –
-6,776
1724
– –
-72,488
1725
– –
0
66 67 68
69
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