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
1201
– –
0
1202
– –
-39,294
1203
– –
-2,608
1204
– –
-346,798
1205
– –
-23,402
1206
– –
-1
1207
– –
-1,070
1208
– –
-5,467
1209
– –
-23,738
1210
– –
-12,392
1211
– –
-13,123
1212
– –
-2,676
1213
– –
-13,376
1214
– –
-32,459
1215
– –
-19,387
1216
– –
-11,481
1217
– –
0
1218
– –
0
1219
– –
-20,187
1220
– –
-66,324
1221
– –
-35,661
1222
– –
-38,983
1223
– –
-20,033
1224
– –
-5,666
1225
– –
-39,508
47 48
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