TWO SIGMA SECURITIES LLC's Q2 2023 13F: 621 new positions, 697 exits
Form 13F-HR for the quarter ended Jun 30, 2023 · filed Aug 14, 2023 · 1203 reported positions · accession 0000919574-23-004792
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | APPLE INC (AAPL) | 3.1% | 6.3% | +3.2 pts | +172K sh | +76% |
| New | NETFLIX INC (NFLX) | — | 2.6% | +2.6 pts | +73,280 sh | new |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | 1.7% | 0.1% | −1.5 pts | −191K sh | −93% |
| Reduced | META PLATFORMS INC (META) | 1.3% | 0.1% | −1.2 pts | −72,070 sh | −96% |
| Reduced | JPMORGAN CHASE & CO (JPM) | 1.5% | 0.0% | −1.5 pts | −139K sh | −99% |
| Reduced | INVESCO QQQ TR (QQQ) | 1.6% | 0.2% | −1.4 pts | −51,777 sh | −88% |
| Exited | OCCIDENTAL PETE CORP (OXY) | 1.4% | — | −1.4 pts | −279K sh | −100% |
| Increased | EXXON MOBIL CORP (XOM) | 0.6% | 2.0% | +1.4 pts | +162K sh | +245% |
| Reduced | NVIDIA CORPORATION (NVDA) | 1.1% | 0.5% | −0.7 pts | −36,158 sh | −73% |
| Increased | MICROSOFT CORP (MSFT) | 2.1% | 3.7% | +1.5 pts | +42,599 sh | +48% |
| Increased | NIKE INC (NKE) | 0.2% | 1.4% | +1.2 pts | +131K sh | +599% |
| New | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | — | 1.0% | +1.0 pts | +125K sh | new |
| Reduced | MASTERCARD INCORPORATED (MA) | 1.0% | 0.1% | −0.9 pts | −31,374 sh | −93% |
| Reduced | ADOBE SYSTEMS INCORPORATED (ADBE) | 0.8% | 0.1% | −0.8 pts | −24,147 sh | −94% |
| New | DISNEY WALT CO (DIS) | — | 1.0% | +1.0 pts | +132K sh | new |
| Increased | ISHARES TR (AGG) | 0.3% | 1.2% | +0.9 pts | +112K sh | +332% |
| Increased | BERKSHIRE HATHAWAY INC DEL (BRK-B) | 0.0% | 0.9% | +0.9 pts | +31,970 sh | +1754% |
| Exited | UNITEDHEALTH GROUP INC (UNH) | 0.8% | — | −0.8 pts | −21,045 sh | −100% |
| New | CVS HEALTH CORP (CVS) | — | 0.8% | +0.8 pts | +139K sh | new |
| Increased | LOWES COS INC (LOW) | 0.4% | 1.2% | +0.8 pts | +41,179 sh | +192% |
| Exited | BOEING CO (BA) | 0.7% | — | −0.7 pts | −42,174 sh | −100% |
| Reduced | LULULEMON ATHLETICA INC (LULU) | 0.8% | 0.1% | −0.7 pts | −23,932 sh | −86% |
| Increased | ORACLE CORP (ORCL) | 0.3% | 1.1% | +0.8 pts | +72,803 sh | +164% |
| Reduced | PAYPAL HLDGS INC (PYPL) | 0.9% | 0.1% | −0.8 pts | −128K sh | −88% |
| New | LI AUTO INC (LI) | — | 0.7% | +0.7 pts | +241K sh | new |
| New | FORD MTR CO DEL (F) | — | 0.7% | +0.7 pts | +558K sh | new |
| Reduced | WELLS FARGO CO NEW (WFC) | 0.7% | 0.1% | −0.6 pts | −190K sh | −90% |
| Increased | UNITY SOFTWARE INC (U) | 0.1% | 0.7% | +0.7 pts | +180K sh | +717% |
| Increased | TEXAS INSTRS INC (TXN) | 0.1% | 0.7% | +0.6 pts | +42,830 sh | +1240% |
| New | AMERICAN AIRLS GROUP INC (AAL) | — | 0.6% | +0.6 pts | +428K sh | new |
| Reduced | JOHNSON & JOHNSON (JNJ) | 0.6% | 0.0% | −0.6 pts | −45,604 sh | −93% |
| Reduced | GOLDMAN SACHS GROUP INC (GS) | 0.9% | 0.3% | −0.6 pts | −23,034 sh | −69% |
| Reduced | SERVICENOW INC (NOW) | 0.5% | 0.0% | −0.5 pts | −13,097 sh | −96% |
| Exited | BLOCK INC (XYZ) | 0.6% | — | −0.6 pts | −106K sh | −100% |
| New | NORWEGIAN CRUISE LINE HLDG L (NCLH) | — | 0.6% | +0.6 pts | +335K sh | new |
| Reduced | SNOWFLAKE INC (SNOW) | 0.6% | 0.1% | −0.5 pts | −38,948 sh | −89% |
| Increased | SPDR SER TR (JNK) | 0.1% | 0.6% | +0.5 pts | +72,389 sh | +529% |
| Increased | SOFI TECHNOLOGIES INC (SOFI) | 0.1% | 0.7% | +0.6 pts | +781K sh | +353% |
| Increased | QUALCOMM INC (QCOM) | 0.0% | 0.5% | +0.5 pts | +52,790 sh | +2003% |
| Reduced | AIRBNB INC (ABNB) | 0.5% | 0.0% | −0.5 pts | −48,739 sh | −96% |
| Exited | WALMART INC (WMT) | 0.5% | — | −0.5 pts | −41,545 sh | −100% |
| Reduced | PROSHARES TR (TQQQ) | 0.4% | 0.1% | −0.3 pts | −148K sh | −85% |
| Reduced | ISHARES TR (IWM) | 0.8% | 0.4% | −0.5 pts | −32,170 sh | −57% |
| Reduced | MORGAN STANLEY (MS) | 0.5% | 0.1% | −0.5 pts | −67,174 sh | −90% |
| Increased | WAYFAIR INC (W) | 0.0% | 0.5% | +0.5 pts | +86,996 sh | +1410% |
| Increased | DOORDASH INC (DASH) | 0.2% | 0.7% | +0.5 pts | +73,889 sh | +170% |
| Increased | MCDONALDS CORP (MCD) | 0.7% | 1.1% | +0.5 pts | +18,442 sh | +65% |
| Reduced | SPDR SER TR (BIL) | 0.8% | 0.3% | −0.5 pts | −59,654 sh | −58% |
| Reduced | BLACKSTONE INC (BX) | 0.4% | 0.0% | −0.4 pts | −58,785 sh | −95% |
| Exited | SHOPIFY INC (SHOP) | 0.4% | — | −0.4 pts | −111K sh | −100% |
The 50 largest of 1,894 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:
- E-HOME HOUSEHOLD SVC HLDGS L (EJH): G2952X112 → G2952X203, 43,860 → 33,721 shares (share count changed with the identifier; not shown as a trade)
- TONIX PHARMACEUTICALS HLDG C (TNXP): 890260862 → 890260854, 24,303 → 24,786 shares (share count changed with the identifier; not shown as a trade)
- GROVE COLLABORATIVE HOLD INC (GROV): 39957D102 → 39957D201, 110K → 10,920 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR II (BOIL): 74347Y870 → 74347Y763, 99,784 → 4,745 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR II (UVXY): 74347Y839 → 74347Y771, 365K → 23,723 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 30.4% of the equity book
Changes in the top 10 this quarter: NFLX entered · XOM entered · NKE entered · AGG entered · AMD left · QQQ left · JPM left · OXY left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | APPLE INC (AAPL) | 3.1% | 6.3% | |
| 2 | TESLA INC (TSLA) | 4.0% | 4.9% | |
| 3 | MICROSOFT CORP (MSFT) | 2.1% | 3.7% | |
| 4 | SPDR S&P 500 ETF TR (SPY) | 3.4% | 3.6% | |
| 5 | NETFLIX INC (NFLX) | 0.0% | 2.6% | Entered the top 10 |
| 6 | AMAZON COM INC (AMZN) | 2.0% | 2.4% | |
| 7 | ALPHABET INC (GOOGL) | 1.7% | 2.3% | |
| 8 | EXXON MOBIL CORP (XOM) | 0.6% | 2.0% | Entered the top 10 |
| 9 | NIKE INC (NKE) | 0.2% | 1.4% | Entered the top 10 |
| 10 | ISHARES TR (AGG) | 0.3% | 1.2% | Entered the top 10 |
| — | ADVANCED MICRO DEVICES INC (AMD) | 1.7% | 0.1% | Left the top 10 |
| — | INVESCO QQQ TR (QQQ) | 1.6% | 0.2% | Left the top 10 |
| — | JPMORGAN CHASE & CO (JPM) | 1.5% | 0.0% | Left the top 10 |
| — | OCCIDENTAL PETE CORP (OXY) | 1.4% | 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 | APPLE INC (AAPL) | Put | 475K | 763K | $148M |
| Increased | APPLE INC (AAPL) | Call | 355K | 604K | $117M |
| Increased | MICROSOFT CORP (MSFT) | Put | 173K | 301K | $103M |
| Increased | META PLATFORMS INC (META) | Call | 40,900 | 214K | $61.3M |
| Increased | JOHNSON & JOHNSON (JNJ) | Call | 41,200 | 324K | $53.6M |
| Increased | NVIDIA CORPORATION (NVDA) | Call | 52,100 | 139K | $58.7M |
| Increased | TESLA INC (TSLA) | Call | 60,000 | 208K | $54.3M |
| Increased | MICROSOFT CORP (MSFT) | Call | 68,200 | 177K | $60.4M |
| Increased | JOHNSON & JOHNSON (JNJ) | Put | 65,000 | 294K | $48.7M |
| Increased | TESLA INC (TSLA) | Put | 274K | 342K | $89.4M |
| Increased | COSTCO WHSL CORP NEW (COST) | Call | 8,000 | 63,500 | $34.2M |
| Increased | EXXON MOBIL CORP (XOM) | Put | 156K | 426K | $45.7M |
| Reduced | PAYPAL HLDGS INC (PYPL) | Put | 433K | 111K | $7.4M |
| Increased | BLOCK INC (XYZ) | Call | 74,200 | 457K | $30.4M |
| Reduced | AMAZON COM INC (AMZN) | Put | 626K | 304K | $39.6M |
| Reduced | ABBVIE INC (ABBV) | Put | 222K | 83,800 | $11.3M |
| Increased | COSTCO WHSL CORP NEW (COST) | Put | 15,800 | 59,000 | $31.8M |
| Increased | SCHWAB CHARLES CORP (SCHW) | Call | 167K | 577K | $32.7M |
| Increased | ALPHABET INC (GOOGL) | Put | 70,500 | 257K | $30.7M |
| Increased | OCCIDENTAL PETE CORP (OXY) | Call | 51,500 | 447K | $26.3M |
| Increased | NETFLIX INC (NFLX) | Put | 34,100 | 78,300 | $34.5M |
| Reduced | INVESCO QQQ TR (QQQ) | Put | 114K | 39,800 | $14.7M |
| Increased | PALO ALTO NETWORKS INC (PANW) | Call | 16,300 | 97,900 | $25M |
| Increased | NVIDIA CORPORATION (NVDA) | Put | 97,500 | 113K | $47.9M |
| Reduced | TARGET CORP (TGT) | Put | 181K | 70,800 | $9.34M |