TWO SIGMA SECURITIES LLC's Q3 2022 13F: 713 new positions, 592 exits
Form 13F-HR for the quarter ended Sep 30, 2022 · filed Nov 14, 2022 · 1314 reported positions · accession 0000919574-22-006651
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| New | ISHARES TR (IEFA) | — | 1.3% | +1.3 pts | +175K sh | new |
| Increased | INTEL CORP (INTC) | 0.1% | 1.1% | +1.0 pts | +284K sh | +3359% |
| Increased | APPLE INC (AAPL) | 0.1% | 1.1% | +1.0 pts | +50,924 sh | +1684% |
| Reduced | INVESCO QQQ TR (QQQ) | 1.8% | 0.5% | −1.3 pts | −23,385 sh | −63% |
| Exited | SPDR S&P 500 ETF TR (SPY) | 0.8% | — | −0.8 pts | −12,406 sh | −100% |
| New | AMERICAN AIRLS GROUP INC (AAL) | — | 0.8% | +0.8 pts | +437K sh | new |
| Exited | CARNIVAL CORP (CCL) | 0.7% | — | −0.7 pts | −479K sh | −100% |
| Increased | INTERNATIONAL BUSINESS MACHS (IBM) | 0.1% | 0.8% | +0.7 pts | +42,080 sh | +952% |
| Increased | SPDR SER TR (SPTL) | 0.3% | 0.9% | +0.6 pts | +165K sh | +385% |
| Increased | PFIZER INC (PFE) | 0.1% | 0.7% | +0.7 pts | +110K sh | +1460% |
| Exited | ISHARES SILVER TR (SLV) | 0.6% | — | −0.6 pts | −196K sh | −100% |
| Increased | WORKDAY INC (WDAY) | 0.1% | 0.7% | +0.6 pts | +28,790 sh | +518% |
| Increased | VANGUARD INTL EQUITY INDEX F (VWO) | 0.3% | 0.8% | +0.5 pts | +120K sh | +324% |
| Increased | ISHARES TR (HYG) | 0.1% | 0.7% | +0.6 pts | +59,604 sh | +523% |
| Increased | VERIZON COMMUNICATIONS INC (VZ) | 0.2% | 0.7% | +0.5 pts | +110K sh | +625% |
| New | SPDR GOLD TR (GLD) | — | 0.6% | +0.6 pts | +26,921 sh | new |
| Reduced | ALCOA CORP (AA) | 1.1% | 0.1% | −1.0 pts | −123K sh | −91% |
| New | ROKU INC (ROKU) | — | 0.6% | +0.6 pts | +71,477 sh | new |
| Reduced | NVIDIA CORPORATION (NVDA) | 2.4% | 1.0% | −1.4 pts | −33,089 sh | −37% |
| Increased | JPMORGAN CHASE & CO (JPM) | 0.2% | 0.7% | +0.5 pts | +37,160 sh | +426% |
| Reduced | NETFLIX INC (NFLX) | 0.6% | 0.1% | −0.5 pts | −15,539 sh | −78% |
| New | VANGUARD STAR FDS (VXUS) | — | 0.5% | +0.5 pts | +76,628 sh | new |
| New | TAKE-TWO INTERACTIVE SOFTWAR (TTWO) | — | 0.5% | +0.5 pts | +31,326 sh | new |
| Increased | SPDR SER TR (SPIB) | 0.1% | 0.5% | +0.5 pts | +107K sh | +1130% |
| New | OCCIDENTAL PETE CORP (OXY) | — | 0.5% | +0.5 pts | +54,156 sh | new |
| Increased | GOLDMAN SACHS GROUP INC (GS) | 0.0% | 0.5% | +0.4 pts | +10,940 sh | +1256% |
| Increased | MERCADOLIBRE INC (MELI) | 0.1% | 0.5% | +0.5 pts | +3,833 sh | +739% |
| New | UNION PAC CORP (UNP) | — | 0.4% | +0.4 pts | +15,709 sh | new |
| Exited | VANGUARD WORLD FDS (VOX) | 0.4% | — | −0.4 pts | −26,213 sh | −100% |
| New | CROWDSTRIKE HLDGS INC (CRWD) | — | 0.4% | +0.4 pts | +18,421 sh | new |
| Exited | DATADOG INC (DDOG) | 0.4% | — | −0.4 pts | −25,509 sh | −100% |
| Increased | VANGUARD SCOTTSDALE FDS (VGSH) | 0.1% | 0.5% | +0.4 pts | +51,343 sh | +435% |
| Increased | SELECT SECTOR SPDR TR (XLF) | 0.1% | 0.5% | +0.4 pts | +97,073 sh | +429% |
| Exited | VANGUARD INTL EQUITY INDEX F (VGK) | 0.4% | — | −0.4 pts | −43,835 sh | −100% |
| Exited | ISHARES TR (EFA) | 0.4% | — | −0.4 pts | −36,962 sh | −100% |
| Increased | AMAZON COM INC (AMZN) | 0.0% | 0.4% | +0.4 pts | +25,235 sh | +1318% |
| Increased | MARATHON PETE CORP (MPC) | 0.1% | 0.5% | +0.4 pts | +27,659 sh | +358% |
| New | SYNOPSYS INC (SNPS) | — | 0.4% | +0.4 pts | +8,899 sh | new |
| Increased | ISHARES INC (EWG) | 0.0% | 0.4% | +0.4 pts | +137K sh | +1251% |
| Increased | MODERNA INC (MRNA) | 0.6% | 0.8% | +0.2 pts | +22,343 sh | +90% |
| Increased | PEPSICO INC (PEP) | 0.2% | 0.5% | +0.3 pts | +16,182 sh | +255% |
| Exited | TJX COS INC NEW (TJX) | 0.4% | — | −0.4 pts | −36,432 sh | −100% |
| Exited | MERCK & CO INC (MRK) | 0.4% | — | −0.4 pts | −22,207 sh | −100% |
| Reduced | BROADCOM INC (AVGO) | 0.6% | 0.1% | −0.5 pts | −5,431 sh | −72% |
| Reduced | PAYPAL HLDGS INC (PYPL) | 0.5% | 0.1% | −0.3 pts | −27,797 sh | −75% |
| Exited | SPDR SER TR (JNK) | 0.3% | — | −0.3 pts | −20,764 sh | −100% |
| Reduced | INTUITIVE SURGICAL INC (ISRG) | 0.5% | 0.1% | −0.4 pts | −12,013 sh | −83% |
| New | WYNN RESORTS LTD (WYNN) | — | 0.3% | +0.3 pts | +34,244 sh | new |
| New | COUPA SOFTWARE INC (COUP) | — | 0.3% | +0.3 pts | +36,620 sh | new |
| Reduced | ALBEMARLE CORP (ALB) | 0.4% | 0.1% | −0.3 pts | −8,104 sh | −75% |
The 50 largest of 1,900 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:
- SONNET BIOTHERAPEUTC HLDNG I (SONN): 83548R105 → 83548R204, 13,205 → 11,985 shares (share count changed with the identifier; not shown as a trade)
- AVENUE THERAPEUTICS INC (ATXI): 05360L205 → 05360L304, 26,156 → 14,159 shares (share count changed with the identifier; not shown as a trade)
- EXELA TECHNOLOGIES INC (XELA): 30162V409 → 30162V706, 474K → 13,278 shares (share count changed with the identifier; not shown as a trade)
- SNDL INC (SNDL): 86730L109 → 83307B101, 614K → 19,209 shares (share count changed with the identifier; not shown as a trade)
- ANNALY CAPITAL MANAGEMENT IN (NLY): 035710409 → 035710839, 362K → 82,944 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 10.2% of the equity book
Changes in the top 10 this quarter: IEFA entered · INTC entered · AAPL entered · SPTL entered · VWO entered · MRNA entered · QQQ left · MSFT left · AA left · MU left · TSM left · BIL left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | ISHARES TR (IEFA) | 0.0% | 1.3% | Entered the top 10 |
| 2 | CME GROUP INC (CME) | 1.7% | 1.2% | |
| 3 | PROSHARES TR (SH) | 1.0% | 1.1% | |
| 4 | INTEL CORP (INTC) | 0.1% | 1.1% | Entered the top 10 |
| 5 | APPLE INC (AAPL) | 0.1% | 1.1% | Entered the top 10 |
| 6 | NVIDIA CORPORATION (NVDA) | 2.4% | 1.0% | |
| 7 | SELECT SECTOR SPDR TR (XLE) | 1.1% | 0.9% | |
| 8 | SPDR SER TR (SPTL) | 0.3% | 0.9% | Entered the top 10 |
| 9 | VANGUARD INTL EQUITY INDEX F (VWO) | 0.3% | 0.8% | Entered the top 10 |
| 10 | MODERNA INC (MRNA) | 0.6% | 0.8% | Entered the top 10 |
| — | INVESCO QQQ TR (QQQ) | 1.8% | 0.5% | Left the top 10 |
| — | MICROSOFT CORP (MSFT) | 1.2% | 0.6% | Left the top 10 |
| — | ALCOA CORP (AA) | 1.1% | 0.1% | Left the top 10 |
| — | MICRON TECHNOLOGY INC (MU) | 1.1% | 0.6% | Left the top 10 |
| — | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.0% | 0.6% | Left the top 10 |
| — | SPDR SER TR (BIL) | 1.0% | 0.6% | 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 | APPLE INC (AAPL) | Call | 332K | 73,600 | $10.2M |
| Increased | INVESCO QQQ TR (QQQ) | Put | 27,500 | 109K | $29.2M |
| Reduced | MICROSOFT CORP (MSFT) | Call | 144K | 80,100 | $18.7M |
| Increased | ZOOM VIDEO COMMUNICATIONS IN (ZM) | Put | 105K | 389K | $28.6M |
| Reduced | ALCOA CORP (AA) | Put | 383K | 12,600 | $424K |
| Increased | ROKU INC (ROKU) | Put | 12,900 | 319K | $18M |
| Reduced | APPLE INC (AAPL) | Put | 161K | 41,300 | $5.71M |
| Increased | ZOOM VIDEO COMMUNICATIONS IN (ZM) | Call | 55,000 | 291K | $21.4M |
| Reduced | ALCOA CORP (AA) | Call | 337K | 17,300 | $582K |
| Increased | TESLA INC (TSLA) | Call | 5,400 | 55,200 | $14.6M |
| Increased | ROKU INC (ROKU) | Call | 20,000 | 261K | $14.7M |
| Increased | UNITED AIRLS HLDGS INC (UAL) | Put | 76,300 | 481K | $15.6M |
| Reduced | MICROSOFT CORP (MSFT) | Put | 84,400 | 39,100 | $9.11M |
| Increased | INTEL CORP (INTC) | Put | 431K | 1.09M | $28M |
| Increased | EXXON MOBIL CORP (XOM) | Call | 98,500 | 224K | $19.6M |
| Increased | NEWMONT CORP (NEM) | Call | 38,000 | 312K | $13.1M |
| Reduced | UNITED STATES STL CORP NEW (X) | Put | 632K | 29,600 | $536K |
| Reduced | AMGEN INC (AMGN) | Put | 50,900 | 8,500 | $1.92M |
| Increased | UNITED AIRLS HLDGS INC (UAL) | Call | 49,500 | 372K | $12.1M |
| Increased | SHOPIFY INC (SHOP) | Call | 123K | 525K | $14.1M |
| New | PEPSICO INC (PEP) | Put | 0 | 59,800 | $9.76M |
| Reduced | BRISTOL-MYERS SQUIBB CO (BMY) | Put | 149K | 25,200 | $1.79M |
| Reduced | EXPEDIA GROUP INC (EXPE) | Call | 173K | 71,600 | $6.71M |
| Increased | BOEING CO (BA) | Put | 40,200 | 125K | $15.2M |
| Reduced | GILEAD SCIENCES INC (GILD) | Call | 222K | 71,200 | $4.39M |