Two Sigma Securities portfolio

What changed this quarter

2164 positions with a change (790 new, 343 added to, 329 trimmed, 702 sold); also, 20 entered through an IPO, 75 exited through an acquisition or merger. 12 are listed here: those of 0.5 points of the portfolio or more (up to 12).

• Applied Materials+1.7 ppof portfolioNew
  — → 1.7%
• Vanguard S&P 500 ETF+194%more sharesIncreased
  0.7% → 1.7%
• Oracle+1.1 ppof portfolioNew
  — → 1.1%
• Alphabet+2,140%more sharesIncreased
  under 0.1% → 0.8%
• Lam Research+216%more sharesIncreased
  0.2% → 1.2%
• Amazon.com−0.7 ppof portfolioSold out
  1.0% → —
• Direxion Shares ETF Trust−81%fewer sharesReduced
  0.9% → 0.7%
• Tesla−0.6 ppof portfolioSold out
  0.8% → —
• BlackRock+1,189%more sharesIncreased
  0.1% → 0.7%
• iShares Core U.s. Aggregate ETF−53%fewer sharesReduced
  1.4% → 0.5%
• Invesco QQQ Trust Series 1 ETF−88%fewer sharesReduced
  0.7% → 0.1%
• Invesco Nasdaq 100 ETF+744%more sharesIncreased
  0.1% → 0.6%

The figure on the right: for positions added to or trimmed, the change in the number of shares (%); for new and sold ones, the points of the portfolio moved (pp). Below, the portfolio weight before → after. Traded weight?: what it bought or sold, excluding price effects.

Top holdings

• Applied MaterialsAMAT1.7%
• Vanguard S&P 500 ETFVOO1.7%
• Lam ResearchLRCX1.2%
• OracleORCL1.1%
• iShares Core S&P 500 ETFIVV1.0%
• State Street SPDR P Int C Corp ETFSPIB0.9%
• AlphabetGOOG0.8%
• Advanced Micro DevicesAMD0.8%
• Direxion Shares ETF TrustSOXL0.7%
• BlackRockBLK0.7%
• iShares Core Msci Eafe ETFIEFA0.6%
• BroadcomAVGO0.6%
• Invesco Nasdaq 100 ETFQQQM0.6%
• IsharesIEMG0.5%
• iShares Core U.s. Aggregate ETFAGG0.5%
• Analog DevicesADI0.5%
• EOG ResourcesEOG0.5%
• State Street SPDR BB 1-3m T-bill ETFBIL0.5%
• Morgan StanleyMS0.5%
• Kranesh CSI China Internet ETFKWEB0.5%
• PPLPPL0.5%
• Goldman Sachs GroupGS0.4%
• NXP SemiconductorsNXPI0.4%
• Dominion EnergyD0.4%
• T-mobile USTMUS0.4%
• Fifth Third BancorpFITB0.4%
• Palantir TechnologiesPLTR0.4%
• IntuitINTU0.4%
• Cardinal HealthCAH0.4%
• iShares Russell 2000 ETFIWM0.4%
• Hilton Worldwide HoldingsHLT0.4%
• State Street Consumer Disc Select Sect ETFXLY0.4%
• At&tT0.4%
• SynapticsSYNA0.4%
• ChevronCVX0.4%
• SPDR Gold Shares ETFGLD0.4%
• Cigna GroupCI0.4%
• Vanguard International Equity Index FVWO0.4%
• BPBP0.4%
• AirbnbABNB0.4%
• MetLifeMET0.4%
• Boston ScientificBSX0.4%
• First Citizens BancsharesFCNCA0.4%
• Select Sector Spdr TrXLP0.4%
• OneokOKE0.4%
• Invesco S&P 500 Low Volatili ETFSPLV0.3%
• FedExFDX0.3%
• SanminaSANM0.3%
• iShares Russell Mid-cap ETFIWR0.3%
• IsharesEWT0.3%
• State Street SPDR BB High Yield Bond ETFJNK0.3%
• RokuROKU0.3%
• CME GroupCME0.3%
• iShares US Real Estate ETFIYR0.3%
• Regeneron PharmaceuticalsREGN0.3%
• Lumentum HoldingsLITE0.3%
• KeyCorpKEY0.3%
• KLAKLAC0.3%
• NetflixNFLX0.3%
• Xcel EnergyXEL0.3%
• iShares Core S&P Midcap ETFIJH0.3%
• iShares 7-10 Year Treasury B ETFIEF0.3%
• Space Exploration TechnologiesSPCX0.3%
• SandiskSNDK0.3%
• Mondelez InternationalMDLZ0.3%
• Vanguard Real Estate ETFVNQ0.3%
• Union PacificUNP0.3%
• Ssga Active ETF TrSRLN0.3%
• MSCIMSCI0.3%
• RelianceRS0.3%
• Direxion Shares ETF TrustSOXSGBP0.3%
• ZoetisZTS0.3%
• iShares Silver Trust ETFSLV0.3%
• iShares China Large-cap ETFFXI0.3%
• State Street SPDR PF LNG TRM TSY E-usd ETFSPTL0.3%
• CRH publicCRH0.3%
• State Street Health Care Select Sector ETFXLV0.2%
• Vanguard Info Tech ETFVGT0.2%
• iShares Russell 1000 ETFIWB0.2%
• EnbridgeENB0.2%
• iShares Core S&P Total U.s ETFITOT0.2%
• Invesco Exchange Traded Fund TRSP0.2%
• SempraSRE0.2%
• iShares Msci Eafe Value ETFEFV0.2%
• Wells FargoWFC0.2%
• PepsicoPEP0.2%
• Direxion Shares ETF TrustFAS0.2%
• TTM TechnologiesTTMI0.2%
• iShares Core S&P Small-cap E ETFIJR0.2%
• Vanguard Ftse Developed ETFVEA0.2%
• American TowerAMT0.2%
• East West BancorpEWBC0.2%
• EA Series TrustBOXX0.2%
• Centerpoint EnergyCNP0.2%
• VisaV0.2%
• SemtechSMTC0.2%
• MicrosoftMSFT0.2%
• PopularBPOP0.2%
• State Street Energy Select Sector ETFXLE0.2%
• Honeywell InternationalHON0.2%