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
1001
– –
0
1002
– –
-21,755
1003
– –
-15,972
1004
– –
-2,752
1005
– –
-8,667
1006
– –
-9,816
1007
– –
-6,893
1008
– –
-4,326
1009
– –
0
1010
– –
-2,395
1011
– –
-8,925
1012
– –
-68,863
1013
– –
-1,516
1014
– –
-7,154
1015
– –
-12,998
1016
– –
-8,222
1017
– –
-10,945
1018
– –
-1,386
1019
– –
-142
1020
– –
0
1021
– –
-6,968
1022
– –
-4,486
1023
– –
0
1024
– –
-2,423
1025
– –
0
39 40
41
42 43