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
1701
– –
-4,594
1702
– –
0
1703
– –
-2,049
1704
– –
-4,489
1705
– –
-17,938
1706
– –
-3,511
1707
– –
-10,351
1708
– –
-18,888
1709
– –
-3,576
1710
– –
0
1711
– –
0
1712
– –
-658
1713
– –
-8,069
1714
– –
0
1715
– –
0
1716
– –
-5,029
1717
– –
-3,631
1718
– –
-4,199
1719
– –
-10,285
1720
– –
-10,708
1721
– –
-2,941
1722
– –
-6,853
1723
– –
0
1724
– –
-3,215
1725
– –
0
66 67 68
69
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