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
876
– –
0
877
– –
-14,556
878
– –
-2,122
879
– –
0
880
– –
-19,740
881
– –
0
882
– –
-786
883
– –
-12,644
884
– –
-4,857
885
– –
-35,067
886
– –
-5,312
887
– –
-11,811
888
– –
-10,098
889
– –
-6,838
890
– –
-5,532
891
– –
-14,981
892
– –
-16,529
893
– –
0
894
– –
-13,192
895
– –
-7,310
896
– –
0
897
– –
0
898
– –
0
899
– –
-7,189
900
– –
-1,934
34 35
36
37 38