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
1026
– –
-70,524
1027
– –
-1,280
1028
– –
-1,297
1029
– –
-13,134
1030
– –
-11,088
1031
– –
-6,415
1032
– –
0
1033
– –
-1,933
1034
– –
-16,633
1035
– –
-83,948
1036
– –
-343
1037
– –
-54
1038
– –
0
1039
– –
0
1040
– –
-2,995
1041
– –
0
1042
– –
-14,502
1043
– –
-99,800
1044
– –
-7,513
1045
– –
0
1046
– –
-17,815
1047
– –
-8,133
1048
– –
-833
1049
$0 ﹤0.01%
17,239
-2,612
1050
– –
-4,910
40 41
42
43 44