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
1201
– –
-5,330
1202
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-10,121
1203
– –
-143
1204
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-73
1205
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0
1206
– –
-10,458
1207
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-1,979
1208
– –
-30,915
1209
– –
0
1210
– –
0
1211
– –
-3,465
1212
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-2,899
1213
– –
0
1214
– –
-10,591
1215
– –
0
1216
– –
0
1217
– –
-2,884
1218
– –
-11,941
1219
– –
-2,205
1220
– –
-7,220
1221
– –
-15,620
1222
– –
-9,291
1223
– –
-13,106
1224
– –
0
1225
– –
-30,088
47 48
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