TWO SIGMA SECURITIES LLC's Q4 2022 13F: 680 new positions, 688 exits
Form 13F-HR for the quarter ended Dec 31, 2022 · filed Feb 14, 2023 · 1309 reported positions · accession 0000919574-23-001471
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | CME GROUP INC (CME) | 1.2% | 0.0% | −1.2 pts | −46,886 sh | −97% |
| Increased | PAYPAL HLDGS INC (PYPL) | 0.1% | 1.2% | +1.1 pts | +109K sh | +1181% |
| New | ISHARES TR (EFA) | — | 1.1% | +1.1 pts | +117K sh | new |
| New | ALIBABA GROUP HLDG LTD (BABA) | — | 1.1% | +1.1 pts | +86,445 sh | new |
| Reduced | SELECT SECTOR SPDR TR (XLE) | 0.9% | 0.2% | −0.8 pts | −77,321 sh | −86% |
| Increased | ISHARES TR (SHY) | 0.2% | 1.2% | +0.9 pts | +81,718 sh | +382% |
| Reduced | PROSHARES TR (SH) | 1.1% | 0.1% | −1.0 pts | −389K sh | −88% |
| Increased | AMAZON COM INC (AMZN) | 0.4% | 1.1% | +0.7 pts | +69,051 sh | +254% |
| Exited | VANGUARD INTL EQUITY INDEX F (VWO) | 0.8% | — | −0.8 pts | −157K sh | −100% |
| Reduced | JPMORGAN CHASE & CO (JPM) | 0.7% | 0.1% | −0.6 pts | −40,636 sh | −89% |
| Exited | WORKDAY INC (WDAY) | 0.7% | — | −0.7 pts | −34,348 sh | −100% |
| New | NIKE INC (NKE) | — | 0.7% | +0.7 pts | +44,762 sh | new |
| Exited | PFIZER INC (PFE) | 0.7% | — | −0.7 pts | −117K sh | −100% |
| Exited | ISHARES TR (HYG) | 0.7% | — | −0.7 pts | −70,997 sh | −100% |
| Increased | RIVIAN AUTOMOTIVE INC (RIVN) | 0.1% | 0.7% | +0.6 pts | +258K sh | +1202% |
| Increased | ROKU INC (ROKU) | 0.6% | 1.0% | +0.5 pts | +110K sh | +154% |
| Increased | ENPHASE ENERGY INC (ENPH) | 0.1% | 0.8% | +0.6 pts | +16,764 sh | +473% |
| Reduced | ISHARES TR (IEFA) | 1.3% | 0.9% | −0.4 pts | −69,155 sh | −39% |
| New | ISHARES TR (IXUS) | — | 0.6% | +0.6 pts | +73,234 sh | new |
| Increased | ISHARES TR (SHV) | 0.1% | 0.7% | +0.6 pts | +38,215 sh | +411% |
| Reduced | PROSHARES TR (PSQ) | 0.7% | 0.1% | −0.6 pts | −279K sh | −91% |
| Reduced | VERIZON COMMUNICATIONS INC (VZ) | 0.7% | 0.2% | −0.5 pts | −101K sh | −78% |
| New | BEST BUY INC (BBY) | — | 0.6% | +0.6 pts | +48,879 sh | new |
| Increased | NUCOR CORP (NUE) | 0.1% | 0.7% | +0.6 pts | +29,343 sh | +427% |
| Increased | ISHARES TR (FXI) | 0.2% | 0.8% | +0.6 pts | +133K sh | +215% |
| Increased | SCHWAB STRATEGIC TR (SCHF) | 0.5% | 1.1% | +0.6 pts | +116K sh | +89% |
| Increased | J P MORGAN EXCHANGE TRADED F (JPST) | 0.5% | 1.0% | +0.5 pts | +73,314 sh | +108% |
| New | SPDR SER TR (JNK) | — | 0.5% | +0.5 pts | +40,819 sh | new |
| Reduced | MICRON TECHNOLOGY INC (MU) | 0.6% | 0.1% | −0.5 pts | −71,830 sh | −87% |
| Reduced | VANGUARD STAR FDS (VXUS) | 0.5% | 0.1% | −0.4 pts | −68,607 sh | −90% |
| Reduced | NVIDIA CORPORATION (NVDA) | 1.0% | 0.7% | −0.3 pts | −24,184 sh | −42% |
| Increased | COCA COLA CO (KO) | 0.1% | 0.6% | +0.5 pts | +55,398 sh | +426% |
| Reduced | INTEL CORP (INTC) | 1.1% | 0.6% | −0.5 pts | −133K sh | −45% |
| Exited | WALGREENS BOOTS ALLIANCE INC (WBA) | 0.5% | — | −0.5 pts | −110K sh | −100% |
| Reduced | MARATHON PETE CORP (MPC) | 0.5% | 0.1% | −0.4 pts | −29,625 sh | −84% |
| Exited | TAKE-TWO INTERACTIVE SOFTWAR (TTWO) | 0.5% | — | −0.5 pts | −31,326 sh | −100% |
| Increased | CATERPILLAR INC (CAT) | 0.1% | 0.6% | +0.5 pts | +14,228 sh | +424% |
| Reduced | MERCADOLIBRE INC (MELI) | 0.5% | 0.0% | −0.5 pts | −3,981 sh | −91% |
| Reduced | PEPSICO INC (PEP) | 0.5% | 0.1% | −0.4 pts | −18,314 sh | −81% |
| New | ORACLE CORP (ORCL) | — | 0.5% | +0.5 pts | +40,164 sh | new |
| New | BLACKSTONE INC (BX) | — | 0.5% | +0.5 pts | +44,134 sh | new |
| Increased | FIRST SOLAR INC (FSLR) | 0.1% | 0.5% | +0.5 pts | +20,963 sh | +679% |
| Reduced | INVESCO QQQ TR (QQQ) | 0.5% | 0.1% | −0.4 pts | −11,698 sh | −84% |
| Exited | UNION PAC CORP (UNP) | 0.4% | — | −0.4 pts | −15,709 sh | −100% |
| Reduced | OCCIDENTAL PETE CORP (OXY) | 0.5% | 0.1% | −0.4 pts | −47,139 sh | −87% |
| Increased | DOCUSIGN INC (DOCU) | 0.2% | 0.6% | +0.4 pts | +51,859 sh | +187% |
| Increased | ISHARES TR (TLT) | 0.0% | 0.4% | +0.4 pts | +28,797 sh | +1144% |
| Increased | PINDUODUO INC (PDD) | 0.1% | 0.6% | +0.4 pts | +35,100 sh | +263% |
| New | VANGUARD INDEX FDS (VOO) | — | 0.4% | +0.4 pts | +7,796 sh | new |
| Exited | SYNOPSYS INC (SNPS) | 0.4% | — | −0.4 pts | −8,899 sh | −100% |
The 50 largest of 1,993 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:
- REMARK HLDGS INC (MARK): 75955K102 → 75955K300, 18,079 → 19,105 shares (share count changed with the identifier; not shown as a trade)
- PALISADE BIO INC (PALI): 696389105 → 696389204, 81,638 → 19,692 shares (share count changed with the identifier; not shown as a trade)
- BANK MONTREAL MEDIUM (BULZ): 063679617 → 063679559, 19,925 → 10,438 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 11.0% of the equity book
Changes in the top 10 this quarter: PYPL entered · SHY entered · AMZN entered · SCHF entered · EFA entered · BABA entered · ROKU entered · JPST entered · IEFA left · CME left · SH left · INTC left · NVDA left · XLE left · SPTL left · VWO left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | PAYPAL HLDGS INC (PYPL) | 0.1% | 1.2% | Entered the top 10 |
| 2 | ISHARES TR (SHY) | 0.2% | 1.2% | Entered the top 10 |
| 3 | AMAZON COM INC (AMZN) | 0.4% | 1.1% | Entered the top 10 |
| 4 | SCHWAB STRATEGIC TR (SCHF) | 0.5% | 1.1% | Entered the top 10 |
| 5 | APPLE INC (AAPL) | 1.1% | 1.1% | |
| 6 | ISHARES TR (EFA) | 0.0% | 1.1% | Entered the top 10 |
| 7 | ALIBABA GROUP HLDG LTD (BABA) | 0.0% | 1.1% | Entered the top 10 |
| 8 | ROKU INC (ROKU) | 0.6% | 1.0% | Entered the top 10 |
| 9 | MODERNA INC (MRNA) | 0.8% | 1.0% | |
| 10 | J P MORGAN EXCHANGE TRADED F (JPST) | 0.5% | 1.0% | Entered the top 10 |
| — | ISHARES TR (IEFA) | 1.3% | 0.9% | Left the top 10 |
| — | CME GROUP INC (CME) | 1.2% | 0.0% | Left the top 10 |
| — | PROSHARES TR (SH) | 1.1% | 0.1% | Left the top 10 |
| — | INTEL CORP (INTC) | 1.1% | 0.6% | Left the top 10 |
| — | NVIDIA CORPORATION (NVDA) | 1.0% | 0.7% | Left the top 10 |
| — | SELECT SECTOR SPDR TR (XLE) | 0.9% | 0.2% | Left the top 10 |
| — | SPDR SER TR (SPTL) | 0.9% | 0.9% | Left the top 10 |
| — | VANGUARD INTL EQUITY INDEX F (VWO) | 0.8% | 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 |
|---|---|---|---|---|---|
| Increased | AMAZON COM INC (AMZN) | Call | 127K | 400K | $33.6M |
| Reduced | INTERNATIONAL BUSINESS MACHS (IBM) | Put | 195K | 31,300 | $4.41M |
| Reduced | ZOOM VIDEO COMMUNICATIONS IN (ZM) | Put | 389K | 183K | $12.4M |
| Reduced | INTEL CORP (INTC) | Call | 835K | 205K | $5.4M |
| Reduced | INTERNATIONAL BUSINESS MACHS (IBM) | Call | 185K | 42,400 | $5.97M |
| Reduced | INTEL CORP (INTC) | Put | 1.09M | 472K | $12.5M |
| Reduced | PFIZER INC (PFE) | Call | 405K | 73,200 | $3.75M |
| Reduced | MICRON TECHNOLOGY INC (MU) | Put | 361K | 84,000 | $4.2M |
| Increased | PAYPAL HLDGS INC (PYPL) | Put | 350K | 609K | $43.3M |
| Increased | INVESCO QQQ TR (QQQ) | Call | 61,700 | 110K | $29.2M |
| Increased | ADOBE SYSTEMS INCORPORATED (ADBE) | Put | 11,200 | 46,900 | $15.8M |
| Reduced | BLOCK INC (XYZ) | Call | 350K | 110K | $6.91M |
| Reduced | SHOPIFY INC (SHOP) | Call | 525K | 64,400 | $2.24M |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | Call | 265K | 75,000 | $4.86M |
| Increased | UNITEDHEALTH GROUP INC (UNH) | Call | 12,500 | 33,800 | $17.9M |
| Reduced | MODERNA INC (MRNA) | Put | 124K | 17,500 | $3.14M |
| Reduced | ALIBABA GROUP HLDG LTD (BABA) | Call | 143K | 3,500 | $308K |
| Reduced | PFIZER INC (PFE) | Put | 365K | 101K | $5.15M |
| Reduced | ZOOM VIDEO COMMUNICATIONS IN (ZM) | Call | 291K | 157K | $10.7M |
| Increased | SNOWFLAKE INC (SNOW) | Put | 10,500 | 86,100 | $12.4M |
| Reduced | TESLA INC (TSLA) | Call | 55,200 | 34,300 | $4.23M |
| Increased | UNITEDHEALTH GROUP INC (UNH) | Put | 7,300 | 26,500 | $14M |
| Reduced | UNITED AIRLS HLDGS INC (UAL) | Put | 481K | 144K | $5.43M |
| Increased | JOHNSON & JOHNSON (JNJ) | Call | 132K | 179K | $31.6M |
| Reduced | SHOPIFY INC (SHOP) | Put | 548K | 149K | $5.15M |