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
$1.12B
AUM Growth
+$43.4M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,642
New
Increased
Reduced
Closed

Top Buys

1
+$74.4M
2
+$60.7M
3
+$36.4M
4
IWN icon
iShares Russell 2000 Value ETF
IWN
+$35.8M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$16.4M

Top Sells

1
+$79.6M
2
+$22.2M
3
+$17.5M
4
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$16.2M
5
PJP icon
Invesco Pharmaceuticals ETF
PJP
+$13.3M

Sector Composition

1 Financials 3.88%
2 Communication Services 2.96%
3 Consumer Discretionary 2.66%
4 Technology 2.48%
5 Energy 2.2%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1001
– –
0
1002
– –
-12,813
1003
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0
1004
– –
-104
1005
– –
-5,682
1006
– –
-11,766
1007
– –
-21,219
1008
– –
-4,514
1009
– –
-17,513
1010
– –
-44,837
1011
– –
-20,658
1012
– –
0
1013
– –
0
1014
– –
-202
1015
– –
0
1016
– –
-3
1017
– –
-54
1018
– –
-30,289
1019
– –
-4,727
1020
– –
-19,559
1021
– –
0
1022
– –
-1,156
1023
– –
-20,279
1024
– –
-4,101
1025
– –
-77
39 40
41
42 43