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
1401
– –
-9,245
1402
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-26,611
1403
– –
-4,316
1404
– –
0
1405
– –
-12,533
1406
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-33,124
1407
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-3,838
1408
– –
-28,721
1409
– –
-1,803
1410
– –
-11,873
1411
– –
-12,192
1412
– –
-18,664
1413
– –
-24,626
1414
– –
-1,562
1415
– –
-12,412
1416
– –
-21,891
1417
– –
0
1418
– –
-16,774
1419
– –
-2,183
1420
– –
0
1421
– –
0
1422
– –
-20,952
1423
– –
-9,474
1424
– –
-162,373
1425
– –
-15,822
55 56
57
58 59