TWO SIGMA SECURITIES LLC's Q3 2021 13F: 507 new positions, 366 exits
Form 13F-HR for the quarter ended Sep 30, 2021 · filed Nov 15, 2021 · 818 reported positions · accession 0000919574-21-007060
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | INVESCO QQQ TR (QQQ) | — | 2.5% | +2.5 pts | +34,130 sh | new |
| Reduced | ALPHABET INC (GOOGL) | 2.5% | 0.3% | −2.2 pts | −3,474 sh | −86% |
| Reduced | SELECT SECTOR SPDR TR (XLF) | 2.5% | 0.6% | −2.0 pts | −200K sh | −72% |
| Increased | SPDR S&P 500 ETF TR (SPY) | 2.4% | 3.5% | +1.1 pts | +17,035 sh | +78% |
| Increased | SELECT SECTOR SPDR TR (XLU) | 0.5% | 1.9% | +1.4 pts | +112K sh | +353% |
| Increased | SPDR DOW JONES INDL AVERAGE (DIA) | 0.2% | 1.6% | +1.4 pts | +20,485 sh | +919% |
| Reduced | TESLA INC (TSLA) | 1.6% | 0.1% | −1.5 pts | −8,596 sh | −92% |
| Exited | VISA INC (V) | 1.0% | — | −1.0 pts | −17,229 sh | −100% |
| Exited | ISHARES TR (TIP) | 1.0% | — | −1.0 pts | −29,909 sh | −100% |
| New | LOGITECH INTL S A (LOGI) | — | 0.9% | +0.9 pts | +48,400 sh | new |
| Increased | SELECT SECTOR SPDR TR (XLE) | 0.1% | 1.0% | +0.9 pts | +81,807 sh | +926% |
| Increased | ISHARES INC (EWJ) | 0.2% | 1.0% | +0.8 pts | +56,608 sh | +384% |
| Increased | ISHARES TR (FXI) | 0.1% | 0.8% | +0.8 pts | +98,959 sh | +2034% |
| Reduced | NETFLIX INC (NFLX) | 0.8% | 0.0% | −0.8 pts | −6,084 sh | −95% |
| Exited | INVESCO EXCH TRADED FD TR II (BKLN) | 0.7% | — | −0.7 pts | −134K sh | −100% |
| New | JOHNSON & JOHNSON (JNJ) | — | 0.7% | +0.7 pts | +21,273 sh | new |
| Exited | KRANESHARES TR (IVOL) | 0.7% | — | −0.7 pts | −101K sh | −100% |
| New | SELECT SECTOR SPDR TR (XLP) | — | 0.7% | +0.7 pts | +48,050 sh | new |
| Reduced | ISHARES TR (IWM) | 1.5% | 0.5% | −1.0 pts | −14,497 sh | −57% |
| Increased | CISCO SYS INC (CSCO) | 0.1% | 0.7% | +0.6 pts | +56,241 sh | +1154% |
| New | VANGUARD INTL EQUITY INDEX F (VT) | — | 0.6% | +0.6 pts | +28,332 sh | new |
| Increased | SPDR SER TR (SPTL) | 0.1% | 0.7% | +0.6 pts | +67,702 sh | +647% |
| Reduced | SALESFORCE COM INC (CRM) | 0.7% | 0.1% | −0.6 pts | −10,157 sh | −91% |
| Increased | GENERAL MTRS CO (GM) | 0.1% | 0.6% | +0.5 pts | +52,099 sh | +754% |
| Increased | CLOROX CO DEL (CLX) | 0.1% | 0.7% | +0.5 pts | +16,462 sh | +574% |
| Exited | ROKU INC (ROKU) | 0.6% | — | −0.6 pts | −4,862 sh | −100% |
| New | CHIPOTLE MEXICAN GRILL INC (CMG) | — | 0.6% | +0.6 pts | +1,477 sh | new |
| New | SPDR SER TR (JNK) | — | 0.5% | +0.5 pts | +23,414 sh | new |
| Increased | UBER TECHNOLOGIES INC (UBER) | 0.1% | 0.6% | +0.5 pts | +55,983 sh | +992% |
| Exited | ISHARES TR (IWD) | 0.5% | — | −0.5 pts | −12,495 sh | −100% |
| Increased | VANECK ETF TRUST (GDX) | 0.6% | 0.9% | +0.3 pts | +81,405 sh | +124% |
| Exited | ISHARES TR (IEF) | 0.5% | — | −0.5 pts | −16,653 sh | −100% |
| Exited | SPDR SER TR (SPSB) | 0.5% | — | −0.5 pts | −59,898 sh | −100% |
| Increased | AIRBNB INC (ABNB) | 0.3% | 0.8% | +0.4 pts | +13,328 sh | +157% |
| Exited | BOOKING HOLDINGS INC (BKNG) | 0.5% | — | −0.5 pts | −834 sh | −100% |
| Exited | ADVANCED MICRO DEVICES INC (AMD) | 0.4% | — | −0.4 pts | −18,530 sh | −100% |
| New | CHEVRON CORP NEW (CVX) | — | 0.4% | +0.4 pts | +20,475 sh | new |
| Exited | ISHARES TR (SHY) | 0.4% | — | −0.4 pts | −19,847 sh | −100% |
| Exited | ISHARES TR (IWN) | 0.4% | — | −0.4 pts | −10,075 sh | −100% |
| New | SPDR SER TR (SPIB) | — | 0.4% | +0.4 pts | +53,159 sh | new |
| Reduced | ISHARES TR (IWF) | 0.7% | 0.2% | −0.5 pts | −7,067 sh | −68% |
| Reduced | ISHARES TR (IWB) | 0.7% | 0.2% | −0.5 pts | −7,958 sh | −66% |
| New | NIKE INC (NKE) | — | 0.4% | +0.4 pts | +13,046 sh | new |
| Reduced | FORD MTR CO DEL (F) | 0.6% | 0.1% | −0.5 pts | −131K sh | −77% |
| Reduced | MERCK & CO INC (MRK) | 0.7% | 0.2% | −0.5 pts | −24,442 sh | −67% |
| Increased | ISHARES INC (IEMG) | 0.6% | 0.8% | +0.2 pts | +29,690 sh | +83% |
| Exited | PFIZER INC (PFE) | 0.4% | — | −0.4 pts | −38,456 sh | −100% |
| Increased | ISHARES GOLD TR (IAU) | 0.2% | 0.5% | +0.3 pts | +54,153 sh | +250% |
| Increased | DIREXION SHS ETF TR (TZA) | 0.2% | 0.6% | +0.3 pts | +58,616 sh | +205% |
| Exited | PROSHARES TR (TQQQ) | 0.4% | — | −0.4 pts | −12,145 sh | −100% |
The 50 largest of 1,182 changes, by size of the trade. Full holdings for this quarter.
Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled
† Security identifier (CUSIP) changed — read as one continuing position, not an exit and a new position:
- STAFFING 360 SOLUTIONS INC (STAF): 852387307 → 852387406, 49,641 → 15,363 shares (share count changed with the identifier; not shown as a trade)
- GENERAL ELECTRIC CO (GE): 369604103 → 369604301, 48,010 → 8,257 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 15.9% of the equity book
Changes in the top 10 this quarter: QQQ entered · XLU entered · DIA entered · EWJ entered · XLE entered · GDX entered · VWO entered · LOGI entered · XLF left · GOOGL left · TSLA left · IWM left · SHV left · GOOG left · V left · SJNK left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR (SPY) | 2.4% | 3.5% | |
| 2 | INVESCO QQQ TR (QQQ) | 0.0% | 2.5% | Entered the top 10 |
| 3 | SELECT SECTOR SPDR TR (XLU) | 0.5% | 1.9% | Entered the top 10 |
| 4 | CME GROUP INC (CME) | 2.4% | 1.8% | |
| 5 | SPDR DOW JONES INDL AVERAGE (DIA) | 0.2% | 1.6% | Entered the top 10 |
| 6 | ISHARES INC (EWJ) | 0.2% | 1.0% | Entered the top 10 |
| 7 | SELECT SECTOR SPDR TR (XLE) | 0.1% | 1.0% | Entered the top 10 |
| 8 | VANECK ETF TRUST (GDX) | 0.6% | 0.9% | Entered the top 10 |
| 9 | VANGUARD INTL EQUITY INDEX F (VWO) | 0.8% | 0.9% | Entered the top 10 |
| 10 | LOGITECH INTL S A (LOGI) | 0.0% | 0.9% | Entered the top 10 |
| — | SELECT SECTOR SPDR TR (XLF) | 2.5% | 0.6% | Left the top 10 |
| — | ALPHABET INC (GOOGL) | 2.5% | 0.3% | Left the top 10 |
| — | TESLA INC (TSLA) | 1.6% | 0.1% | Left the top 10 |
| — | ISHARES TR (IWM) | 1.5% | 0.5% | Left the top 10 |
| — | ISHARES TR (SHV) | 1.2% | 0.7% | Left the top 10 |
| — | ALPHABET INC (GOOG) | 1.1% | 0.9% | Left the top 10 |
| — | VISA INC (V) | 1.0% | 0.0% | Left the top 10 |
| — | SPDR SER TR (SJNK) | 1.0% | 0.7% | Left the top 10 |
Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).
Option positions (puts and calls)
Reported separately from the positions above. The value a 13F reports for an option is that of the underlying shares, not the option itself.
| Activity | Security | Type | Shares before | Shares now | Reported value |
|---|---|---|---|---|---|
| Reduced | TESLA INC (TSLA) | Put | 1.04M | 1.03M | $795M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Call | 255K | 113K | $48.6M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Put | 325K | 217K | $92.9M |
| Reduced | NVIDIA CORPORATION (NVDA) | Call | 215K | 48,500 | $10M |
| Reduced | INVESCO QQQ TR (QQQ) | Call | 234K | 139K | $49.9M |
| Reduced | ISHARES TR (IWM) | Put | 298K | 164K | $35.8M |
| Reduced | NVIDIA CORPORATION (NVDA) | Put | 144K | 29,300 | $6.07M |
| Reduced | SPDR DOW JONES INDL AVERAGE (DIA) | Call | 72,500 | 10,800 | $3.65M |
| Reduced | INVESCO QQQ TR (QQQ) | Put | 189K | 144K | $51.4M |
| Reduced | APPLE INC (AAPL) | Put | 166K | 74,900 | $10.6M |
| Increased | SPDR DOW JONES INDL AVERAGE (DIA) | Put | 37,400 | 73,300 | $24.8M |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | Call | 219K | 84,500 | $8.7M |
| Reduced | AMAZON COM INC (AMZN) | Call | 18,000 | 15,300 | $50.3M |
| Increased | SELECT SECTOR SPDR TR (XLK) | Call | 40,400 | 118K | $17.6M |
| Reduced | MICROSOFT CORP (MSFT) | Put | 97,100 | 52,500 | $14.8M |
| Increased | ALPHABET INC (GOOGL) | Call | 5,400 | 9,100 | $24.3M |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | Put | 192K | 70,900 | $7.3M |
| Reduced | APPLE INC (AAPL) | Call | 197K | 115K | $16.3M |
| Reduced | ISHARES TR (IWM) | Call | 165K | 126K | $27.5M |
| Reduced | WALMART INC (WMT) | Call | 88,800 | 19,200 | $2.68M |
| Increased | MCDONALDS CORP (MCD) | Put | 30,100 | 65,500 | $15.8M |
| Increased | SELECT SECTOR SPDR TR (XLU) | Call | 106K | 233K | $14.9M |
| Increased | SELECT SECTOR SPDR TR (XLV) | Call | 32,400 | 90,900 | $11.6M |
| Increased | SQUARE INC (XYZ) | Call | 24,000 | 55,200 | $13.2M |
| Reduced | CITIGROUP INC (C) | Call | 154K | 52,400 | $3.68M |