TWO SIGMA SECURITIES LLC's Q4 2021 13F: 628 new positions, 440 exits
Form 13F-HR for the quarter ended Dec 31, 2021 · filed Feb 14, 2022 · 1006 reported positions · accession 0000919574-22-001507
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | SPDR S&P 500 ETF TR (SPY) | 3.5% | 0.3% | −3.2 pts | −35,848 sh | −92% |
| Increased | AMAZON COM INC (AMZN) | 0.1% | 3.1% | +2.9 pts | +4,529 sh | +2618% |
| New | ISHARES TR (EEM) | — | 1.9% | +1.9 pts | +199K sh | new |
| Reduced | INVESCO QQQ TR (QQQ) | 2.5% | 0.9% | −1.6 pts | −22,518 sh | −66% |
| Increased | META PLATFORMS INC (META) | 0.4% | 2.0% | +1.6 pts | +25,325 sh | +503% |
| Exited | SPDR DOW JONES INDL AVERAGE (DIA) | 1.6% | — | −1.6 pts | −22,713 sh | −100% |
| Reduced | SELECT SECTOR SPDR TR (XLU) | 1.9% | 0.5% | −1.4 pts | −106K sh | −74% |
| Increased | MICROSOFT CORP (MSFT) | 0.1% | 1.5% | +1.5 pts | +22,089 sh | +1893% |
| Increased | NVIDIA CORPORATION (NVDA) | 0.1% | 1.2% | +1.1 pts | +18,786 sh | +1058% |
| Exited | ISHARES INC (EWJ) | 1.0% | — | −1.0 pts | −71,350 sh | −100% |
| New | PFIZER INC (PFE) | — | 1.0% | +1.0 pts | +86,822 sh | new |
| Increased | MICRON TECHNOLOGY INC (MU) | 0.1% | 1.0% | +0.9 pts | +50,034 sh | +698% |
| Exited | VANGUARD INTL EQUITY INDEX F (VWO) | 0.9% | — | −0.9 pts | −85,795 sh | −100% |
| Exited | LOGITECH INTL S A (LOGI) | 0.9% | — | −0.9 pts | −48,400 sh | −100% |
| New | LAM RESEARCH CORP (LRCX) | — | 0.9% | +0.9 pts | +6,263 sh | new |
| Increased | ALPHABET INC (GOOGL) | 0.3% | 1.2% | +0.9 pts | +1,506 sh | +266% |
| New | ADVANCED MICRO DEVICES INC (AMD) | — | 0.8% | +0.8 pts | +30,066 sh | new |
| Exited | ISHARES INC (IEMG) | 0.8% | — | −0.8 pts | −65,520 sh | −100% |
| Exited | ISHARES TR (FXI) | 0.8% | — | −0.8 pts | −104K sh | −100% |
| Increased | VANGUARD TAX-MANAGED INTL FD (VEA) | 0.3% | 1.1% | +0.8 pts | +79,922 sh | +297% |
| Increased | JPMORGAN CHASE & CO (JPM) | 0.1% | 0.8% | +0.8 pts | +24,593 sh | +1026% |
| New | THERMO FISHER SCIENTIFIC INC (TMO) | — | 0.8% | +0.8 pts | +5,817 sh | new |
| New | UNITEDHEALTH GROUP INC (UNH) | — | 0.7% | +0.7 pts | +7,527 sh | new |
| Reduced | APPLE INC (AAPL) | 0.7% | 0.0% | −0.6 pts | −21,230 sh | −95% |
| Reduced | SELECT SECTOR SPDR TR (XLE) | 1.0% | 0.2% | −0.7 pts | −67,986 sh | −75% |
| Reduced | VANECK ETF TRUST (GDX) | 0.9% | 0.2% | −0.7 pts | −114K sh | −78% |
| Exited | SPDR SER TR (SJNK) | 0.7% | — | −0.7 pts | −126K sh | −100% |
| Exited | ISHARES TR (SHV) | 0.7% | — | −0.7 pts | −31,074 sh | −100% |
| Increased | BOEING CO (BA) | 0.1% | 0.8% | +0.7 pts | +17,443 sh | +1019% |
| Increased | WALMART INC (WMT) | 0.1% | 0.7% | +0.7 pts | +23,850 sh | +914% |
| Increased | NETFLIX INC (NFLX) | 0.0% | 0.7% | +0.6 pts | +5,472 sh | +1614% |
| Exited | GENERAL MTRS CO (GM) | 0.6% | — | −0.6 pts | −59,012 sh | −100% |
| Reduced | VANECK ETF TRUST (SMH) | 0.6% | 0.1% | −0.5 pts | −10,122 sh | −92% |
| Reduced | SELECT SECTOR SPDR TR (XLP) | 0.7% | 0.1% | −0.6 pts | −40,040 sh | −83% |
| Exited | VANGUARD INTL EQUITY INDEX F (VT) | 0.6% | — | −0.6 pts | −28,332 sh | −100% |
| Reduced | SPDR SER TR (SPTL) | 0.7% | 0.1% | −0.6 pts | −71,072 sh | −91% |
| New | ISHARES TR (TIP) | — | 0.6% | +0.6 pts | +23,207 sh | new |
| Exited | ISHARES TR (IYR) | 0.6% | — | −0.6 pts | −26,976 sh | −100% |
| Reduced | AIRBNB INC (ABNB) | 0.8% | 0.1% | −0.6 pts | −17,455 sh | −80% |
| Reduced | CLOROX CO DEL (CLX) | 0.7% | 0.1% | −0.6 pts | −16,331 sh | −84% |
| Reduced | JOHNSON & JOHNSON (JNJ) | 0.7% | 0.2% | −0.6 pts | −16,547 sh | −78% |
| New | LOCKHEED MARTIN CORP (LMT) | — | 0.5% | +0.5 pts | +7,695 sh | new |
| Reduced | SELECT SECTOR SPDR TR (XLF) | 0.6% | 0.1% | −0.5 pts | −69,706 sh | −90% |
| Exited | ISHARES GOLD TR (IAU) | 0.5% | — | −0.5 pts | −75,828 sh | −100% |
| Exited | VANGUARD INTL EQUITY INDEX F (VGK) | 0.5% | — | −0.5 pts | −36,056 sh | −100% |
| Increased | PAYPAL HLDGS INC (PYPL) | 0.2% | 0.6% | +0.4 pts | +12,958 sh | +330% |
| Increased | BK OF AMERICA CORP (BAC) | 0.1% | 0.6% | +0.4 pts | +51,876 sh | +435% |
| Increased | ISHARES INC (EZU) | 0.2% | 0.6% | +0.4 pts | +46,431 sh | +245% |
| Exited | SPDR INDEX SHS FDS (FEZ) | 0.4% | — | −0.4 pts | −46,748 sh | −100% |
| Reduced | CHIPOTLE MEXICAN GRILL INC (CMG) | 0.6% | 0.1% | −0.5 pts | −1,281 sh | −87% |
The 50 largest of 1,444 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:
- BORR DRILLING LTD (BORR): G1466R207 → G1466R173, 14,181 → 17,219 shares (share count changed with the identifier; not shown as a trade)
- DSS INC (DSS): 25614T309 → 26253C102, 43,854 → 14,890 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 16.0% of the equity book
Changes in the top 10 this quarter: AMZN entered · META entered · EEM entered · MSFT entered · NVDA entered · GOOGL entered · VEA entered · GOOG entered · MU entered · SPY left · QQQ left · XLU left · DIA left · EWJ left · XLE left · GDX left · VWO left · LOGI left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | AMAZON COM INC (AMZN) | 0.1% | 3.1% | Entered the top 10 |
| 2 | CME GROUP INC (CME) | 1.8% | 2.0% | |
| 3 | META PLATFORMS INC (META) | 0.4% | 2.0% | Entered the top 10 |
| 4 | ISHARES TR (EEM) | 0.0% | 1.9% | Entered the top 10 |
| 5 | MICROSOFT CORP (MSFT) | 0.1% | 1.5% | Entered the top 10 |
| 6 | NVIDIA CORPORATION (NVDA) | 0.1% | 1.2% | Entered the top 10 |
| 7 | ALPHABET INC (GOOGL) | 0.3% | 1.2% | Entered the top 10 |
| 8 | VANGUARD TAX-MANAGED INTL FD (VEA) | 0.3% | 1.1% | Entered the top 10 |
| 9 | ALPHABET INC (GOOG) | 0.9% | 1.0% | Entered the top 10 |
| 10 | MICRON TECHNOLOGY INC (MU) | 0.1% | 1.0% | Entered the top 10 |
| — | SPDR S&P 500 ETF TR (SPY) | 3.5% | 0.3% | Left the top 10 |
| — | INVESCO QQQ TR (QQQ) | 2.5% | 0.9% | Left the top 10 |
| — | SELECT SECTOR SPDR TR (XLU) | 1.9% | 0.5% | Left the top 10 |
| — | SPDR DOW JONES INDL AVERAGE (DIA) | 1.6% | 0.0% | Left the top 10 |
| — | ISHARES INC (EWJ) | 1.0% | 0.0% | Left the top 10 |
| — | SELECT SECTOR SPDR TR (XLE) | 1.0% | 0.2% | Left the top 10 |
| — | VANECK ETF TRUST (GDX) | 0.9% | 0.2% | Left the top 10 |
| — | VANGUARD INTL EQUITY INDEX F (VWO) | 0.9% | 0.0% | Left the top 10 |
| — | LOGITECH INTL S A (LOGI) | 0.9% | 0.0% | 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 | 1.03M | 1.02M | $1.08B |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Put | 217K | 27,100 | $12.9M |
| Reduced | INVESCO QQQ TR (QQQ) | Put | 144K | 6,300 | $2.51M |
| Reduced | INVESCO QQQ TR (QQQ) | Call | 139K | 19,100 | $7.6M |
| Reduced | AMAZON COM INC (AMZN) | Call | 15,300 | 3,600 | $12M |
| Reduced | ISHARES TR (IWM) | Put | 164K | 17,500 | $3.89M |
| Reduced | AMAZON COM INC (AMZN) | Put | 18,500 | 8,800 | $29.3M |
| Reduced | SPDR DOW JONES INDL AVERAGE (DIA) | Put | 73,300 | 1,100 | $400K |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Call | 113K | 55,200 | $26.2M |
| Reduced | ISHARES TR (IWM) | Call | 126K | 27,000 | $6.01M |
| Reduced | ALPHABET INC (GOOG) | Call | 8,100 | 500 | $1.45M |
| Reduced | SELECT SECTOR SPDR TR (XLK) | Call | 118K | 5,300 | $922K |
| Reduced | MICROSOFT CORP (MSFT) | Call | 94,400 | 29,500 | $9.92M |
| Reduced | ALPHABET INC (GOOG) | Put | 6,900 | 900 | $2.6M |
| Reduced | NETFLIX INC (NFLX) | Call | 25,800 | 1,800 | $1.08M |
| Reduced | SELECT SECTOR SPDR TR (XLU) | Call | 233K | 5,100 | $365K |
| Reduced | ALPHABET INC (GOOGL) | Call | 9,100 | 3,400 | $9.85M |
| Reduced | BLOCK INC (XYZ) | Call | 55,200 | 4,700 | $759K |
| Reduced | BOEING CO (BA) | Call | 54,700 | 3,900 | $785K |
| Reduced | ALPHABET INC (GOOGL) | Put | 9,200 | 4,700 | $13.6M |
| Reduced | BOEING CO (BA) | Put | 59,700 | 11,100 | $2.24M |
| Reduced | SELECT SECTOR SPDR TR (XLV) | Call | 90,900 | 7,900 | $1.11M |
| Reduced | JPMORGAN CHASE & CO (JPM) | Call | 64,200 | 1,500 | $238K |
| Reduced | SELECT SECTOR SPDR TR (XLU) | Put | 234K | 68,900 | $4.93M |
| Reduced | META PLATFORMS INC (META) | Call | 54,200 | 24,900 | $8.38M |