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
$704M
AUM Growth
+$3.25M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
2,234
New
Increased
Reduced
Closed

Top Buys

1
+$7.76M
2
+$7.69M
3
+$7.61M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$6.63M
5
AMZN icon
Amazon
AMZN
+$5.8M

Top Sells

1
+$7.88M
2
+$6.76M
3
+$6.23M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$5.71M
5
JPM icon
JPMorgan Chase
JPM
+$5.45M

Sector Composition

1 Consumer Discretionary 14.54%
2 Technology 13.54%
3 Financials 7.54%
4 Healthcare 7.07%
5 Industrials 6.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1976
– –
-9,238
1977
– –
-6,997
1978
– –
-12,034
1979
– –
-3,175
1980
– –
-6,031
1981
– –
-28,985
1982
– –
-12,185
1983
– –
-11,422
1984
– –
0
1985
– –
0
1986
– –
0
1987
– –
-604
1988
– –
0
1989
– –
-25
1990
– –
0
1991
– –
-759
1992
– –
-429
1993
– –
-1,521
1994
– –
0
1995
– –
-2,076
1996
– –
-8,045
1997
– –
0
1998
– –
0
1999
– –
0
2000
– –
-17,754
78 79
80
81 82