TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+1.41%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$441M
AUM Growth
-$205M
Cap. Flow
-$343M
Cap. Flow %
-77.71%
Top 10 Hldgs %
36.99%
Holding
1,272
New
430
Increased
91
Reduced
114
Closed
268

Top Buys

1
BDX icon
Becton Dickinson
BDX
+$11.2M
2
PCGU
PG&E Corporation
PCGU
+$4.93M
3
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
+$3.16M
4
D icon
Dominion Energy
D
+$2.95M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$2.92M

Top Sells

1
TSLA icon
Tesla
TSLA
+$110M
2
DHR.PRA
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
+$41.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$32.9M
4
QTS.PRB
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
+$26.4M
5
AIZP
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
+$23.7M

Sector Composition

1 Healthcare 7.7%
2 Financials 6.41%
3 Technology 6.12%
4 Consumer Discretionary 5.68%
5 Industrials 2.85%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EAT icon
1026
Brinker International
EAT
$6.88B
– –
0
– –
EBAY icon
1027
eBay
EBAY
$41.7B
– –
0
– –
ED icon
1028
Consolidated Edison
ED
$35B
– –
0
– –
EDIT icon
1029
Editas Medicine
EDIT
$230M
– –
0
– –
EEM icon
1030
iShares MSCI Emerging Markets ETF
EEM
$19.6B
– –
-28,647
Closed -$1.26M
EFA icon
1031
iShares MSCI EAFE ETF
EFA
$66.6B
– –
-102,559
Closed -$6.53M
EFX icon
1032
Equifax
EFX
$30.3B
– –
0
– –
EGO icon
1033
Eldorado Gold
EGO
$5.45B
– –
0
– –
EL icon
1034
Estee Lauder
EL
$31.5B
– –
0
– –
ELV icon
1035
Elevance Health
ELV
$69.1B
– –
-1,013
Closed -$272K
EOG icon
1036
EOG Resources
EOG
$65.7B
– –
0
– –
EPP icon
1037
iShares MSCI Pacific ex Japan ETF
EPP
$1.84B
– –
-13,822
Closed -$561K
EQR icon
1038
Equity Residential
EQR
$25.2B
– –
-11,428
Closed -$587K
ERX icon
1039
Direxion Daily Energy Bull 2X Shares
ERX
$224M
– –
-14,125
Closed -$132K
ET icon
1040
Energy Transfer Partners
ET
$59.8B
– –
-17,347
Closed -$94K
ETN icon
1041
Eaton
ETN
$141B
– –
0
– –
ETR icon
1042
Entergy
ETR
$39.5B
– –
0
– –
EUFN icon
1043
iShares MSCI Europe Financials ETF
EUFN
$4.41B
– –
-24,997
Closed -$343K
EW icon
1044
Edwards Lifesciences
EW
$46B
– –
0
– –
EWL icon
1045
iShares MSCI Switzerland ETF
EWL
$1.33B
– –
-6,954
Closed -$286K
EXAS icon
1046
Exact Sciences
EXAS
$10.4B
– –
0
– –
EXC icon
1047
Exelon
EXC
$43.8B
– –
-18,701
Closed -$477K
EXEL icon
1048
Exelixis
EXEL
$10.1B
– –
0
– –
FAS icon
1049
Direxion Daily Financial Bull 3x Shares
FAS
$2.58B
– –
0
– –
FAST icon
1050
Fastenal
FAST
$55.1B
– –
0
– –
40 41
42
43 44