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
$485M
AUM Growth
-$151M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,736
New
Increased
Reduced
Closed

Top Buys

1
+$36M
2
+$8.61M
3
+$7.15M
4
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$6.25M
5
TNA icon
Direxion Daily Small Cap Bull 3x Shares
TNA
+$5.74M

Top Sells

1
+$23.9M
2
+$9.6M
3
+$7.69M
4
OEF icon
iShares S&P 100 ETF
OEF
+$7.24M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$5.61M

Sector Composition

1 Financials 9.05%
2 Consumer Discretionary 5.51%
3 Technology 4.22%
4 Communication Services 3.96%
5 Healthcare 3.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
801
$2K ﹤0.01%
+14,380
802
$2K ﹤0.01%
2
-5
803
– –
0
804
– –
-19,120
805
– –
-18,009
806
– –
-14,839
807
– –
-13,007
808
– –
-13,903
809
– –
-4,485
810
– –
0
811
– –
-10,772
812
– –
-10,276
813
– –
-1,254
814
– –
-2,545
815
– –
0
816
– –
0
817
– –
-16,333
818
– –
-4,846
819
– –
0
820
– –
0
821
– –
-47,034
822
– –
-20,543
823
– –
-17,088
824
– –
-6,452
825
– –
-40,210
31 32
33
34 35