TWO SIGMA SECURITIES LLC's Q1 2022 13F: 604 new positions, 534 exits
Form 13F-HR for the quarter ended Mar 31, 2022 · filed May 16, 2022 · 1076 reported positions · accession 0000919574-22-003437
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | ALIBABA GROUP HLDG LTD (BABA) | — | 1.5% | +1.5 pts | +101K sh | new |
| Reduced | AMAZON COM INC (AMZN) | 3.1% | 0.8% | −2.3 pts | −2,947 sh | −63% |
| Reduced | ISHARES TR (EEM) | 1.9% | 0.0% | −1.8 pts | −192K sh | −96% |
| Exited | VANGUARD TAX-MANAGED INTL FD (VEA) | 1.1% | — | −1.1 pts | −107K sh | −100% |
| New | MOSAIC CO NEW (MOS) | — | 0.9% | +0.9 pts | +96,823 sh | new |
| New | ISHARES INC (IEMG) | — | 0.9% | +0.9 pts | +115K sh | new |
| Increased | HOME DEPOT INC (HD) | 0.1% | 0.9% | +0.8 pts | +21,140 sh | +1637% |
| Increased | OCCIDENTAL PETE CORP (OXY) | 0.0% | 0.9% | +0.9 pts | +108K sh | +1443% |
| Increased | EXXON MOBIL CORP (XOM) | 0.0% | 0.8% | +0.8 pts | +69,234 sh | +2031% |
| Increased | MODERNA INC (MRNA) | 0.1% | 0.8% | +0.7 pts | +32,887 sh | +1426% |
| Reduced | META PLATFORMS INC (META) | 2.0% | 0.2% | −1.8 pts | −25,051 sh | −83% |
| New | ISHARES TR (LQD) | — | 0.7% | +0.7 pts | +41,004 sh | new |
| Increased | ISHARES TR (SHY) | 0.4% | 1.0% | +0.6 pts | +59,185 sh | +248% |
| New | DATADOG INC (DDOG) | — | 0.7% | +0.7 pts | +32,398 sh | new |
| Increased | ZOOM VIDEO COMMUNICATIONS IN (ZM) | 0.2% | 0.8% | +0.6 pts | +41,376 sh | +840% |
| Increased | VERTEX PHARMACEUTICALS INC (VRTX) | 0.2% | 0.9% | +0.6 pts | +18,557 sh | +323% |
| Reduced | MICROSOFT CORP (MSFT) | 1.5% | 0.3% | −1.2 pts | −15,513 sh | −67% |
| Exited | ISHARES TR (IWM) | 0.7% | — | −0.7 pts | −15,229 sh | −100% |
| Exited | ISHARES INC (EZU) | 0.6% | — | −0.6 pts | −65,357 sh | −100% |
| Exited | ISHARES TR (TIP) | 0.6% | — | −0.6 pts | −23,207 sh | −100% |
| Increased | SALESFORCE COM INC (CRM) | 0.2% | 0.7% | +0.5 pts | +19,196 sh | +414% |
| Reduced | PFIZER INC (PFE) | 1.0% | 0.1% | −0.9 pts | −78,446 sh | −90% |
| Increased | JOHNSON & JOHNSON (JNJ) | 0.2% | 0.7% | +0.5 pts | +22,163 sh | +469% |
| Exited | ISHARES TR (IWV) | 0.5% | — | −0.5 pts | −9,970 sh | −100% |
| Increased | UPSTART HLDGS INC (UPST) | 0.1% | 0.6% | +0.5 pts | +34,765 sh | +1043% |
| Increased | CHEVRON CORP NEW (CVX) | 0.1% | 0.6% | +0.5 pts | +22,964 sh | +523% |
| Increased | BARRICK GOLD CORP (ABX) | 0.3% | 0.8% | +0.5 pts | +149K sh | +179% |
| Increased | LOCKHEED MARTIN CORP (LMT) | 0.5% | 1.0% | +0.4 pts | +8,229 sh | +107% |
| Increased | PROCTER AND GAMBLE CO (PG) | 0.1% | 0.6% | +0.5 pts | +23,631 sh | +620% |
| New | ISHARES GOLD TR (IAU) | — | 0.5% | +0.5 pts | +97,681 sh | new |
| Increased | INNOVATIVE INDL PPTYS INC (IIPR) | 0.0% | 0.5% | +0.5 pts | +17,301 sh | +2069% |
| Reduced | MICRON TECHNOLOGY INC (MU) | 1.0% | 0.1% | −0.9 pts | −44,389 sh | −78% |
| New | SPDR SER TR (SJNK) | — | 0.5% | +0.5 pts | +130K sh | new |
| Increased | COINBASE GLOBAL INC (COIN) | 0.2% | 0.6% | +0.4 pts | +17,815 sh | +579% |
| New | UNITED PARCEL SERVICE INC (UPS) | — | 0.5% | +0.5 pts | +15,670 sh | new |
| New | SCHLUMBERGER LTD (SLB) | — | 0.5% | +0.5 pts | +78,285 sh | new |
| Increased | SPDR S&P 500 ETF TR (SPY) | 0.3% | 0.6% | +0.3 pts | +7,021 sh | +223% |
| Reduced | JPMORGAN CHASE & CO (JPM) | 0.8% | 0.1% | −0.8 pts | −23,014 sh | −85% |
| Exited | MASTERCARD INCORPORATED (MA) | 0.4% | — | −0.4 pts | −6,216 sh | −100% |
| Reduced | WALMART INC (WMT) | 0.7% | 0.1% | −0.6 pts | −20,942 sh | −79% |
| Increased | ISHARES TR (IXUS) | 0.1% | 0.5% | +0.4 pts | +46,543 sh | +465% |
| Increased | COSTCO WHSL CORP NEW (COST) | 0.2% | 0.6% | +0.4 pts | +5,306 sh | +324% |
| Increased | SNAP INC (SNAP) | 0.1% | 0.4% | +0.4 pts | +82,863 sh | +1306% |
| Reduced | NVIDIA CORPORATION (NVDA) | 1.2% | 0.4% | −0.8 pts | −10,716 sh | −52% |
| New | DOW INC (DOW) | — | 0.4% | +0.4 pts | +45,390 sh | new |
| Reduced | LAM RESEARCH CORP (LRCX) | 0.9% | 0.1% | −0.8 pts | −5,369 sh | −86% |
| Increased | UNITY SOFTWARE INC (U) | 0.1% | 0.4% | +0.4 pts | +28,960 sh | +1581% |
| Increased | INVESCO QQQ TR (QQQ) | 0.9% | 1.0% | +0.1 pts | +7,876 sh | +68% |
| Reduced | ALPHABET INC (GOOGL) | 1.2% | 0.4% | −0.7 pts | −987 sh | −48% |
| Reduced | UNITEDHEALTH GROUP INC (UNH) | 0.7% | 0.2% | −0.6 pts | −5,361 sh | −71% |
The 50 largest of 1,599 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:
- BAUDAX BIO INC (BXRX): 07160F107 → 07160F206, 39,853 → 13,135 shares (share count changed with the identifier; not shown as a trade)
- TANTECH HLDGS LTD (TANH): G8675X107 → G8675X123, 32,884 → 16,901 shares (share count changed with the identifier; not shown as a trade)
- BIMI INTERNATIONAL MEDICAL I (BIMI): 05552Q103 → 05552Q202, 77,365 → 11,075 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR (DXD): 74347B276 → 74347G374, 12,309 → 8,343 shares (share count changed with the identifier; not shown as a trade)
- WISDOMTREE TR (USFR): 97717X628 → 97717Y527, 10,289 → 13,606 shares (share count changed with the identifier; not shown as a trade)
- SL GREEN RLTY CORP (SLG): 78440X804 → 78440X887, 4,086 → 2,488 shares (share count changed with the identifier; not shown as a trade)
- FEDERAL RLTY INVT TR NEW (FRT): 313747206 → 313745101, 2,264 → 2,701 shares (share count changed with the identifier; not shown as a trade)
- DIREXION SHS ETF TR (DRIP): 25460G658 → 25460G328, 144K → 22,573 shares (share count changed with the identifier; not shown as a trade)
- DIREXION SHS ETF TR (SOXS): 25460G690 → 25460G336, 321K → 25,030 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR (SQQQ): 74347G861 → 74347G432, 327K → 65,433 shares (share count change consistent with a stock split)
- PROSHARES TR (SDS): 74347B383 → 74347G416, 278K → 46,064 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 10.6% of the equity book
Changes in the top 10 this quarter: BABA entered · QQQ entered · LMT entered · SHY entered · HD entered · OXY entered · MOS entered · IEMG entered · VRTX entered · AMZN left · META left · EEM left · MSFT left · NVDA left · GOOGL left · VEA left · GOOG left · MU left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | CME GROUP INC (CME) | 2.0% | 1.6% | |
| 2 | ALIBABA GROUP HLDG LTD (BABA) | 0.0% | 1.5% | Entered the top 10 |
| 3 | INVESCO QQQ TR (QQQ) | 0.9% | 1.0% | Entered the top 10 |
| 4 | LOCKHEED MARTIN CORP (LMT) | 0.5% | 1.0% | Entered the top 10 |
| 5 | ISHARES TR (SHY) | 0.4% | 1.0% | Entered the top 10 |
| 6 | HOME DEPOT INC (HD) | 0.1% | 0.9% | Entered the top 10 |
| 7 | OCCIDENTAL PETE CORP (OXY) | 0.0% | 0.9% | Entered the top 10 |
| 8 | MOSAIC CO NEW (MOS) | 0.0% | 0.9% | Entered the top 10 |
| 9 | ISHARES INC (IEMG) | 0.0% | 0.9% | Entered the top 10 |
| 10 | VERTEX PHARMACEUTICALS INC (VRTX) | 0.2% | 0.9% | Entered the top 10 |
| — | AMAZON COM INC (AMZN) | 3.1% | 0.8% | Left the top 10 |
| — | META PLATFORMS INC (META) | 2.0% | 0.2% | Left the top 10 |
| — | ISHARES TR (EEM) | 1.9% | 0.0% | Left the top 10 |
| — | MICROSOFT CORP (MSFT) | 1.5% | 0.3% | Left the top 10 |
| — | NVIDIA CORPORATION (NVDA) | 1.2% | 0.4% | Left the top 10 |
| — | ALPHABET INC (GOOGL) | 1.2% | 0.4% | Left the top 10 |
| — | VANGUARD TAX-MANAGED INTL FD (VEA) | 1.1% | 0.0% | Left the top 10 |
| — | ALPHABET INC (GOOG) | 1.0% | 0.5% | Left the top 10 |
| — | MICRON TECHNOLOGY INC (MU) | 1.0% | 0.1% | 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 | 1.02M | 15,600 | $16.8M |
| Increased | APPLE INC (AAPL) | Call | 68,900 | 261K | $45.5M |
| Increased | MICROSOFT CORP (MSFT) | Call | 29,500 | 134K | $41.3M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Call | 55,200 | 1,500 | $677K |
| Increased | MICROSOFT CORP (MSFT) | Put | 20,100 | 94,200 | $29M |
| Increased | NVIDIA CORPORATION (NVDA) | Call | 24,800 | 102K | $27.8M |
| Increased | TESLA INC (TSLA) | Call | 10,600 | 27,300 | $29.4M |
| Increased | HOME DEPOT INC (HD) | Put | 600 | 47,200 | $14.1M |
| Increased | ALPHABET INC (GOOGL) | Call | 3,400 | 8,400 | $23.4M |
| Increased | COSTCO WHSL CORP NEW (COST) | Put | 1,800 | 25,000 | $14.4M |
| Increased | ALIBABA GROUP HLDG LTD (BABA) | Put | 5,100 | 126K | $13.7M |
| Increased | MERCK & CO INC (MRK) | Put | 12,900 | 170K | $13.9M |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | Call | 10,600 | 131K | $14.3M |
| Increased | ZOOM VIDEO COMMUNICATIONS IN (ZM) | Put | 19,500 | 138K | $16.2M |
| Increased | APPLE INC (AAPL) | Put | 68,100 | 141K | $24.5M |
| Increased | MERCK & CO INC (MRK) | Call | 11,600 | 162K | $13.3M |
| Increased | INTERNATIONAL BUSINESS MACHS (IBM) | Put | 8,000 | 102K | $13.2M |
| Increased | PFIZER INC (PFE) | Put | 31,800 | 271K | $14.1M |
| Increased | COSTCO WHSL CORP NEW (COST) | Call | 5,600 | 26,400 | $15.2M |
| Increased | GOLDMAN SACHS GROUP INC (GS) | Call | 1,400 | 36,000 | $11.9M |
| Reduced | MCDONALDS CORP (MCD) | Call | 53,700 | 14,700 | $3.64M |
| Increased | GOLDMAN SACHS GROUP INC (GS) | Put | 4,000 | 35,900 | $11.9M |
| New | INTEL CORP (INTC) | Call | 0 | 202K | $10M |
| Increased | INTERNATIONAL BUSINESS MACHS (IBM) | Call | 4,100 | 79,600 | $10.4M |
| Increased | MODERNA INC (MRNA) | Put | 3,100 | 61,300 | $10.6M |