TWO SIGMA SECURITIES LLC's Q2 2022 13F: 682 new positions, 567 exits
Form 13F-HR for the quarter ended Jun 30, 2022 · filed Aug 15, 2022 · 1188 reported positions · accession 0000919574-22-005060
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | NVIDIA CORPORATION (NVDA) | 0.4% | 2.4% | +2.0 pts | +80,172 sh | +814% |
| Reduced | ALIBABA GROUP HLDG LTD (BABA) | 1.5% | 0.2% | −1.4 pts | −92,516 sh | −91% |
| Reduced | VERTEX PHARMACEUTICALS INC (VRTX) | 0.9% | 0.1% | −0.8 pts | −22,994 sh | −95% |
| New | SELECT SECTOR SPDR TR (XLE) | — | 1.1% | +1.1 pts | +85,050 sh | new |
| Reduced | EXXON MOBIL CORP (XOM) | 0.8% | 0.1% | −0.8 pts | −67,692 sh | −93% |
| New | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | — | 1.0% | +1.0 pts | +69,436 sh | new |
| Exited | LOCKHEED MARTIN CORP (LMT) | 1.0% | — | −1.0 pts | −15,924 sh | −100% |
| Exited | ISHARES TR (SHY) | 1.0% | — | −1.0 pts | −83,021 sh | −100% |
| New | SPDR SER TR (BIL) | — | 1.0% | +1.0 pts | +59,111 sh | new |
| Increased | MICRON TECHNOLOGY INC (MU) | 0.1% | 1.1% | +0.9 pts | +96,551 sh | +754% |
| Increased | ALCOA CORP (AA) | 0.2% | 1.1% | +0.8 pts | +115K sh | +598% |
| Exited | OCCIDENTAL PETE CORP (OXY) | 0.9% | — | −0.9 pts | −115K sh | −100% |
| Increased | INVESCO QQQ TR (QQQ) | 1.0% | 1.8% | +0.9 pts | +17,793 sh | +91% |
| Increased | MICROSOFT CORP (MSFT) | 0.3% | 1.2% | +0.8 pts | +17,959 sh | +232% |
| Reduced | ISHARES INC (IEMG) | 0.9% | 0.2% | −0.7 pts | −91,006 sh | −79% |
| Exited | ZOOM VIDEO COMMUNICATIONS IN (ZM) | 0.8% | — | −0.8 pts | −46,300 sh | −100% |
| Reduced | JOHNSON & JOHNSON (JNJ) | 0.7% | 0.1% | −0.5 pts | −22,137 sh | −82% |
| Reduced | HOME DEPOT INC (HD) | 0.9% | 0.4% | −0.5 pts | −14,226 sh | −63% |
| New | BROADCOM INC (AVGO) | — | 0.6% | +0.6 pts | +7,555 sh | new |
| Reduced | ISHARES TR (LQD) | 0.7% | 0.2% | −0.5 pts | −33,230 sh | −81% |
| Reduced | SALESFORCE INC (CRM) | 0.7% | 0.1% | −0.7 pts | −22,006 sh | −92% |
| Reduced | PROSHARES TR (SQQQ) | 0.3% | 0.0% | −0.3 pts | −61,181 sh | −94% |
| Reduced | PROCTER AND GAMBLE CO (PG) | 0.6% | 0.1% | −0.5 pts | −24,762 sh | −90% |
| Reduced | AMAZON COM INC (AMZN) | 0.8% | 0.0% | −0.8 pts | −33,185 sh | −95% |
| Increased | CARNIVAL CORP (CCL) | 0.2% | 0.7% | +0.5 pts | +396K sh | +476% |
| Reduced | BARRICK GOLD CORP (ABX) | 0.8% | 0.1% | −0.7 pts | −190K sh | −82% |
| Reduced | SPDR SER TR (JNK) | 0.8% | 0.3% | −0.5 pts | −36,499 sh | −64% |
| Exited | UPSTART HLDGS INC (UPST) | 0.6% | — | −0.6 pts | −38,099 sh | −100% |
| Reduced | CHEVRON CORP NEW (CVX) | 0.6% | 0.1% | −0.5 pts | −22,164 sh | −81% |
| Increased | PROSHARES TR (PSQ) | 0.0% | 0.6% | +0.6 pts | +220K sh | +1648% |
| Reduced | MOSAIC CO NEW (MOS) | 0.9% | 0.2% | −0.7 pts | −67,091 sh | −69% |
| Exited | COSTCO WHSL CORP NEW (COST) | 0.6% | — | −0.6 pts | −6,943 sh | −100% |
| Exited | COINBASE GLOBAL INC (COIN) | 0.6% | — | −0.6 pts | −20,892 sh | −100% |
| Increased | SHOPIFY INC (SHOP) | 0.0% | 0.6% | +0.5 pts | +99,779 sh | +2654% |
| Increased | PROSHARES TR (SH) | 0.3% | 1.0% | +0.7 pts | +187K sh | +121% |
| Increased | NETFLIX INC (NFLX) | 0.1% | 0.6% | +0.5 pts | +17,533 sh | +757% |
| Increased | SERVICENOW INC (NOW) | 0.0% | 0.6% | +0.5 pts | +6,293 sh | +1433% |
| New | ISHARES TR (IWM) | — | 0.5% | +0.5 pts | +17,638 sh | new |
| Exited | ISHARES TR (IXUS) | 0.5% | — | −0.5 pts | −56,550 sh | −100% |
| Exited | INNOVATIVE INDL PPTYS INC (IIPR) | 0.5% | — | −0.5 pts | −18,137 sh | −100% |
| Exited | ISHARES GOLD TR (IAU) | 0.5% | — | −0.5 pts | −97,681 sh | −100% |
| Increased | ISHARES SILVER TR (SLV) | 0.1% | 0.6% | +0.5 pts | +149K sh | +323% |
| New | BLACKROCK INC (BLK) | — | 0.5% | +0.5 pts | +4,542 sh | new |
| Increased | INTUITIVE SURGICAL INC (ISRG) | 0.0% | 0.5% | +0.5 pts | +13,389 sh | +1163% |
| Exited | UNITED PARCEL SERVICE INC (UPS) | 0.5% | — | −0.5 pts | −15,670 sh | −100% |
| Reduced | REGENERON PHARMACEUTICALS (REGN) | 0.6% | 0.1% | −0.4 pts | −4,375 sh | −78% |
| New | SPDR SER TR (XOP) | — | 0.5% | +0.5 pts | +21,560 sh | new |
| Reduced | SPDR SER TR (SJNK) | 0.5% | 0.1% | −0.4 pts | −105K sh | −81% |
| New | VANGUARD WORLD FDS (VOX) | — | 0.4% | +0.4 pts | +26,213 sh | new |
| Reduced | ISHARES INC (EWG) | 0.5% | 0.0% | −0.4 pts | −106K sh | −91% |
The 50 largest of 1,748 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:
- THERAPEUTICSMD INC (TXMD): 88338N107 → 88338N206, 17,701 → 10,368 shares (share count changed with the identifier; not shown as a trade)
- BORQS TECHNOLOGIES INC (BRQS): G1466B103 → G1466B202, 71,023 → 10,690 shares (share count changed with the identifier; not shown as a trade)
- TOUGHBUILT INDS INC (TBLT): 89157G504 → 89157G884, 111K → 24,344 shares (share count changed with the identifier; not shown as a trade)
- METEN HOLDING GROUP LTD (METX): G6055H114 → G6055H148, 176K → 12,798 shares (share count changed with the identifier; not shown as a trade)
- TDH HLDGS INC (PETZ): G87084102 → G87084110, 69,775 → 10,494 shares (share count changed with the identifier; not shown as a trade)
- DIREXION SHS ETF TR (ERY): 25460E554 → 25460G179, 45,284 → 5,395 shares (share count changed with the identifier; not shown as a trade)
- QUIDELORTHO CORP (QDEL): 74838J101 → 219798105, 6,523 → 2,569 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 13.3% of the equity book
Changes in the top 10 this quarter: NVDA entered · MSFT entered · AA entered · XLE entered · MU entered · TSM entered · SH entered · BIL entered · BABA left · LMT left · SHY left · HD left · OXY left · MOS left · IEMG left · VRTX left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | NVIDIA CORPORATION (NVDA) | 0.4% | 2.4% | Entered the top 10 |
| 2 | INVESCO QQQ TR (QQQ) | 1.0% | 1.8% | |
| 3 | CME GROUP INC (CME) | 1.6% | 1.7% | |
| 4 | MICROSOFT CORP (MSFT) | 0.3% | 1.2% | Entered the top 10 |
| 5 | ALCOA CORP (AA) | 0.2% | 1.1% | Entered the top 10 |
| 6 | SELECT SECTOR SPDR TR (XLE) | 0.0% | 1.1% | Entered the top 10 |
| 7 | MICRON TECHNOLOGY INC (MU) | 0.1% | 1.1% | Entered the top 10 |
| 8 | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 0.0% | 1.0% | Entered the top 10 |
| 9 | PROSHARES TR (SH) | 0.3% | 1.0% | Entered the top 10 |
| 10 | SPDR SER TR (BIL) | 0.0% | 1.0% | Entered the top 10 |
| — | ALIBABA GROUP HLDG LTD (BABA) | 1.5% | 0.2% | Left the top 10 |
| — | LOCKHEED MARTIN CORP (LMT) | 1.0% | 0.0% | Left the top 10 |
| — | ISHARES TR (SHY) | 1.0% | 0.0% | Left the top 10 |
| — | HOME DEPOT INC (HD) | 0.9% | 0.4% | Left the top 10 |
| — | OCCIDENTAL PETE CORP (OXY) | 0.9% | 0.0% | Left the top 10 |
| — | MOSAIC CO NEW (MOS) | 0.9% | 0.2% | Left the top 10 |
| — | ISHARES INC (IEMG) | 0.9% | 0.2% | Left the top 10 |
| — | VERTEX PHARMACEUTICALS INC (VRTX) | 0.9% | 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) | Call | 27,300 | 1,800 | $1.21M |
| Increased | ABBVIE INC (ABBV) | Call | 55,200 | 182K | $27.9M |
| Reduced | ALPHABET INC (GOOGL) | Call | 8,400 | 2,300 | $5.01M |
| Increased | PAYPAL HLDGS INC (PYPL) | Put | 51,100 | 345K | $24.1M |
| Increased | MICRON TECHNOLOGY INC (MU) | Put | 79,100 | 384K | $21.2M |
| Increased | MICRON TECHNOLOGY INC (MU) | Call | 67,200 | 365K | $20.2M |
| Increased | EXPEDIA GROUP INC (EXPE) | Call | 9,300 | 173K | $16.4M |
| Increased | ALCOA CORP (AA) | Put | 40,800 | 383K | $17.5M |
| Increased | ABBVIE INC (ABBV) | Put | 46,800 | 137K | $21M |
| Increased | MODERNA INC (MRNA) | Put | 61,300 | 165K | $23.6M |
| Increased | MODERNA INC (MRNA) | Call | 23,200 | 115K | $16.5M |
| Reduced | COSTCO WHSL CORP NEW (COST) | Call | 26,400 | 6,400 | $3.07M |
| Reduced | MERCK & CO INC (MRK) | Call | 162K | 13,000 | $1.19M |
| Increased | JOHNSON & JOHNSON (JNJ) | Call | 16,800 | 83,600 | $14.8M |
| Increased | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | Put | 53,100 | 211K | $17.2M |
| Reduced | MERCK & CO INC (MRK) | Put | 170K | 25,600 | $2.33M |
| Increased | INTEL CORP (INTC) | Put | 92,700 | 431K | $16.1M |
| Increased | ALCOA CORP (AA) | Call | 43,000 | 337K | $15.4M |
| Increased | EXPEDIA GROUP INC (EXPE) | Put | 15,500 | 152K | $14.4M |
| Increased | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | Call | 47,600 | 197K | $16.1M |
| Reduced | HOME DEPOT INC (HD) | Put | 47,200 | 11,000 | $3.02M |
| Increased | PAYPAL HLDGS INC (PYPL) | Call | 64,000 | 264K | $18.5M |
| Exited | SPDR S&P 500 ETF TR (SPY) | Put | 23,500 | 0 | $0 |
| Increased | INTEL CORP (INTC) | Call | 202K | 551K | $20.6M |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | Call | 131K | 325K | $24.8M |