TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
+0.6%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.29B
AUM Growth
+$436M
Cap. Flow
+$265M
Cap. Flow %
20.57%
Top 10 Hldgs %
54.51%
Holding
1,498
New
432
Increased
152
Reduced
152
Closed
382

Top Buys

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$384M
2
QQQ icon
Invesco QQQ Trust
QQQ
$46.5M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$15.1M
4
MDY icon
SPDR S&P MidCap 400 ETF Trust
MDY
$13M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$10.3M

Top Sells

1
AMZN icon
Amazon
AMZN
$14.5M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$12.2M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
$10.4M
5
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$10.3M

Sector Composition

1 Financials 2.95%
2 Technology 2.66%
3 Healthcare 2.26%
4 Consumer Discretionary 1.83%
5 Utilities 1.71%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
EHTH icon
1301
eHealth
EHTH
$125M
– –
0
– –
EIX icon
1302
Edison International
EIX
$21B
– –
0
– –
EL icon
1303
Estee Lauder
EL
$32.1B
– –
0
– –
ELV icon
1304
Elevance Health
ELV
$70.6B
– –
-1,825
Closed -$438K
EMLC icon
1305
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.7B
– –
-18,442
Closed -$609K
EMN icon
1306
Eastman Chemical
EMN
$7.93B
– –
-2,819
Closed -$208K
EMR icon
1307
Emerson Electric
EMR
$74.6B
– –
0
– –
ENPH icon
1308
Enphase Energy
ENPH
$5.18B
– –
0
– –
EQIX icon
1309
Equinix
EQIX
$75.7B
– –
-2,336
Closed -$1.35M
ERIC icon
1310
Ericsson
ERIC
$26.7B
– –
0
– –
ERX icon
1311
Direxion Daily Energy Bull 2X Shares
ERX
$218M
– –
-1,600
Closed -$249K
ETR icon
1312
Entergy
ETR
$39.2B
– –
-18,450
Closed -$1.08M
ETSY icon
1313
Etsy
ETSY
$5.36B
– –
0
– –
EW icon
1314
Edwards Lifesciences
EW
$47.5B
– –
-3,897
Closed -$286K
EWBC icon
1315
East-West Bancorp
EWBC
$14.8B
– –
-4,704
Closed -$208K
EWC icon
1316
iShares MSCI Canada ETF
EWC
$3.24B
– –
-8,768
Closed -$253K
EWG icon
1317
iShares MSCI Germany ETF
EWG
$2.51B
– –
-109,575
Closed -$2.95M
EWP icon
1318
iShares MSCI Spain ETF
EWP
$1.36B
– –
-17,965
Closed -$500K
EWS icon
1319
iShares MSCI Singapore ETF
EWS
$805M
– –
-10,646
Closed -$247K
EWU icon
1320
iShares MSCI United Kingdom ETF
EWU
$2.9B
– –
-32,398
Closed -$1.02M
EWX icon
1321
SPDR S&P Emerging Markets Small Cap ETF
EWX
$721M
– –
-6,792
Closed -$295K
EWW icon
1322
iShares MSCI Mexico ETF
EWW
$1.84B
– –
-20,323
Closed -$868K
EXAS icon
1323
Exact Sciences
EXAS
$10.2B
– –
0
– –
EXC icon
1324
Exelon
EXC
$43.9B
– –
-14,240
Closed -$491K
EXG icon
1325
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.74B
– –
-21,019
Closed -$173K
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