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
1501
– –
-6,131
1502
– –
-7,782
1503
– –
0
1504
– –
-4,768
1505
– –
0
1506
– –
-2,004
1507
– –
-16,834
1508
– –
0
1509
– –
-14,126
1510
– –
-33,762
1511
– –
-13,991
1512
– –
-10,958
1513
– –
-14,828
1514
– –
0
1515
– –
-22,662
1516
– –
-5,049
1517
– –
-94
1518
– –
-4,154
1519
– –
-16,161
1520
– –
-22,769
1521
– –
-21,884
1522
– –
-22,829
1523
– –
-5,638
1524
– –
-13,335
1525
– –
-31,430
59 60
61
62 63