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
$654M
AUM Growth
+$102M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
2,246
New
Increased
Reduced
Closed

Top Buys

1
+$9.12M
2
+$8.56M
3
+$8.3M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$8.02M
5
BECN
Beacon Roofing Supply, Inc.
BECN
+$6.46M

Top Sells

1
+$14.3M
2
+$11.1M
3
+$8.2M
4
IVV icon
iShares Core S&P 500 ETF
IVV
+$4.8M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$4.57M

Sector Composition

1 Technology 11.4%
2 Industrials 8.65%
3 Financials 8.21%
4 Consumer Discretionary 8.18%
5 Healthcare 4.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1976
– –
-4,717
1977
– –
-34,025
1978
– –
-15,397
1979
– –
-594
1980
– –
-13,370
1981
– –
-10,826
1982
– –
-12,384
1983
– –
0
1984
– –
-3,820
1985
– –
-562
1986
– –
-23,097
1987
– –
-1,664
1988
– –
-983
1989
– –
-5,651
1990
– –
-481
1991
– –
-11,642
1992
– –
0
1993
– –
-8,030
1994
– –
-2,074
1995
– –
-22,934
1996
– –
-5,735
1997
– –
-3,799
1998
– –
-1,516
1999
– –
-883
2000
– –
-3,284
78 79
80
81 82