Two Sigma Securities’s iShares MSCI USA Size Factor ETF SIZE Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2018 Q1	–	Sell	-31,339	Closed	-$2.63M	–	1545
2017 Q4	$2.63M	Sell	31,339 -14,338	-31%	-$1.2M	0.07%	67
2017 Q3	$3.62M	Buy	+45,677	New	+$3.62M	0.33%	72