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
1601
– –
-15,514
1602
– –
-32,233
1603
– –
-13,337
1604
– –
-4,768
1605
– –
-31,854
1606
– –
0
1607
– –
0
1608
– –
0
1609
– –
0
1610
– –
0
1611
– –
-14,296
1612
– –
-2,042
1613
– –
-11,246
1614
– –
0
1615
– –
-6,909
1616
– –
0
1617
– –
-5,886
1618
– –
-3,065
1619
– –
-11,726
1620
– –
-10,843
1621
– –
-9,242
1622
– –
-16,403
1623
– –
0
1624
– –
-9,316
1625
– –
-22,621
63 64
65
66 67