TWO SIGMA SECURITIES LLC's Q3 2023 13F: 728 new positions, 609 exits
Form 13F-HR for the quarter ended Sep 30, 2023 · filed Nov 14, 2023 · 1322 reported positions · accession 0000919574-23-006349
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | SPDR S&P 500 ETF TR (SPY) | 3.6% | 10.4% | +6.7 pts | +426K sh | +424% |
| Increased | APPLE INC (AAPL) | 6.3% | 8.4% | +2.1 pts | +669K sh | +168% |
| Increased | META PLATFORMS INC (META) | 0.1% | 3.4% | +3.4 pts | +246K sh | +7732% |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | 0.1% | 2.8% | +2.7 pts | +579K sh | +4271% |
| New | WALMART INC (WMT) | — | 2.7% | +2.7 pts | +364K sh | new |
| Increased | MICROSOFT CORP (MSFT) | 3.7% | 4.0% | +0.3 pts | +142K sh | +107% |
| Increased | TESLA INC (TSLA) | 4.9% | 4.5% | −0.4 pts | +164K sh | +71% |
| Increased | AMAZON COM INC (AMZN) | 2.4% | 3.2% | +0.7 pts | +313K sh | +137% |
| Increased | MASTERCARD INCORPORATED (MA) | 0.1% | 1.6% | +1.5 pts | +86,060 sh | +3854% |
| Reduced | NETFLIX INC (NFLX) | 2.6% | 0.1% | −2.6 pts | −70,072 sh | −96% |
| Increased | ALPHABET INC (GOOGL) | 2.3% | 2.6% | +0.3 pts | +201K sh | +87% |
| Exited | MCDONALDS CORP (MCD) | 1.1% | — | −1.1 pts | −46,766 sh | −100% |
| Increased | INVESCO QQQ TR (QQQ) | 0.2% | 1.2% | +1.0 pts | +68,206 sh | +982% |
| Increased | JOHNSON & JOHNSON (JNJ) | 0.0% | 1.0% | +1.0 pts | +140K sh | +4163% |
| Reduced | EXXON MOBIL CORP (XOM) | 2.0% | 0.3% | −1.7 pts | −164K sh | −72% |
| Increased | RTX CORPORATION (RTX) | 0.2% | 0.9% | +0.7 pts | +245K sh | +871% |
| Increased | CISCO SYS INC (CSCO) | 0.0% | 0.8% | +0.8 pts | +310K sh | +4762% |
| Increased | BRISTOL-MYERS SQUIBB CO (BMY) | 0.3% | 0.9% | +0.5 pts | +261K sh | +418% |
| New | OCCIDENTAL PETE CORP (OXY) | — | 0.6% | +0.6 pts | +199K sh | new |
| Increased | DISNEY WALT CO (DIS) | 1.0% | 1.1% | +0.1 pts | +158K sh | +120% |
| Reduced | LOWES COS INC (LOW) | 1.2% | 0.0% | −1.1 pts | −60,445 sh | −96% |
| New | BOEING CO (BA) | — | 0.6% | +0.6 pts | +63,418 sh | new |
| Increased | TARGET CORP (TGT) | 0.1% | 0.6% | +0.5 pts | +103K sh | +1238% |
| Increased | PAYPAL HLDGS INC (PYPL) | 0.1% | 0.6% | +0.5 pts | +194K sh | +1156% |
| Increased | CHIPOTLE MEXICAN GRILL INC (CMG) | 0.2% | 0.6% | +0.4 pts | +6,070 sh | +585% |
| Exited | PNC FINL SVCS GROUP INC (PNC) | 0.5% | — | −0.5 pts | −44,758 sh | −100% |
| Reduced | VISA INC (V) | 0.9% | 0.0% | −0.9 pts | −42,853 sh | −91% |
| Exited | AT&T INC (T) | 0.4% | — | −0.4 pts | −341K sh | −100% |
| Increased | PFIZER INC (PFE) | 0.4% | 0.6% | +0.2 pts | +277K sh | +231% |
| Increased | ASML HOLDING N V (ASML) | 0.1% | 0.5% | +0.4 pts | +15,474 sh | +1296% |
| Exited | DICKS SPORTING GOODS INC (DKS) | 0.4% | — | −0.4 pts | −38,765 sh | −100% |
| Increased | SUPER MICRO COMPUTER INC (SMCI) | 0.0% | 0.4% | +0.4 pts | +32,461 sh | +2138% |
| New | T-MOBILE US INC (TMUS) | — | 0.4% | +0.4 pts | +60,829 sh | new |
| Exited | LAM RESEARCH CORP (LRCX) | 0.4% | — | −0.4 pts | −7,371 sh | −100% |
| Reduced | ORACLE CORP (ORCL) | 1.1% | 0.2% | −1.0 pts | −77,875 sh | −66% |
| New | RIVIAN AUTOMOTIVE INC (RIVN) | — | 0.4% | +0.4 pts | +328K sh | new |
| Increased | SOLAREDGE TECHNOLOGIES INC (SEDG) | 0.1% | 0.4% | +0.3 pts | +61,211 sh | +2040% |
| New | BLOCK INC (XYZ) | — | 0.4% | +0.4 pts | +179K sh | new |
| Reduced | NORFOLK SOUTHN CORP (NSC) | 0.8% | 0.0% | −0.8 pts | −39,926 sh | −96% |
| Reduced | BERKSHIRE HATHAWAY INC DEL (BRK-B) | 0.9% | 0.2% | −0.8 pts | −21,942 sh | −65% |
| Exited | XPENG INC (XPEV) | 0.3% | — | −0.3 pts | −317K sh | −100% |
| Increased | VERIZON COMMUNICATIONS INC (VZ) | 0.4% | 0.5% | +0.1 pts | +224K sh | +163% |
| Increased | HOME DEPOT INC (HD) | 0.1% | 0.4% | +0.3 pts | +23,886 sh | +657% |
| Reduced | SALESFORCE INC (CRM) | 0.6% | 0.0% | −0.6 pts | −35,148 sh | −95% |
| Increased | PALANTIR TECHNOLOGIES INC (PLTR) | 0.5% | 0.6% | +0.1 pts | +444K sh | +105% |
| Reduced | BANK AMERICA CORP (BAC) | 0.9% | 0.2% | −0.7 pts | −253K sh | −67% |
| Increased | NVIDIA CORPORATION (NVDA) | 0.5% | 0.6% | +0.1 pts | +15,746 sh | +120% |
| Increased | DELTA AIR LINES INC DEL (DAL) | 0.3% | 0.5% | +0.1 pts | +176K sh | +199% |
| Reduced | VALERO ENERGY CORP (VLO) | 0.6% | 0.1% | −0.5 pts | −45,921 sh | −75% |
| Reduced | TEXAS INSTRS INC (TXN) | 0.7% | 0.0% | −0.6 pts | −39,799 sh | −86% |
The 50 largest of 1,925 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:
- FARADAY FUTRE INTLGT ELCTR I (FFIE): 307359109 → 307359505, 89,619 → 15,179 shares (share count changed with the identifier; not shown as a trade)
- CROWN ELECTROKINETICS CORP (CRKN): 228339206 → 228339305, 153K → 13,043 shares (share count changed with the identifier; not shown as a trade)
- ORGANIGRAM HLDGS INC (OGI): 68620P101 → 68620P705, 173K → 11,959 shares (share count changed with the identifier; not shown as a trade)
- AMC ENTMT HLDGS INC (AMC): 00165C104 → 00165C302, 22,699 → 80,739 shares (share count changed with the identifier; not shown as a trade)
- CRH PLC (CRH): 12626K203 → G25508105, 18,250 → 15,982 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 43.7% of the equity book
Changes in the top 10 this quarter: META entered · AMD entered · WMT entered · MA entered · NFLX left · XOM left · NKE left · AGG left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR (SPY) | 3.6% | 10.4% | |
| 2 | APPLE INC (AAPL) | 6.3% | 8.4% | |
| 3 | TESLA INC (TSLA) | 4.9% | 4.5% | |
| 4 | MICROSOFT CORP (MSFT) | 3.7% | 4.0% | |
| 5 | META PLATFORMS INC (META) | 0.1% | 3.4% | Entered the top 10 |
| 6 | AMAZON COM INC (AMZN) | 2.4% | 3.2% | |
| 7 | ADVANCED MICRO DEVICES INC (AMD) | 0.1% | 2.8% | Entered the top 10 |
| 8 | WALMART INC (WMT) | 0.0% | 2.7% | Entered the top 10 |
| 9 | ALPHABET INC (GOOGL) | 2.3% | 2.6% | |
| 10 | MASTERCARD INCORPORATED (MA) | 0.1% | 1.6% | Entered the top 10 |
| — | NETFLIX INC (NFLX) | 2.6% | 0.1% | Left the top 10 |
| — | EXXON MOBIL CORP (XOM) | 2.0% | 0.3% | Left the top 10 |
| — | NIKE INC (NKE) | 1.4% | 0.7% | Left the top 10 |
| — | ISHARES TR (AGG) | 1.2% | 0.5% | 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 | SPDR S&P 500 ETF TR (SPY) | Put | 43,600 | 496K | $212M |
| Increased | META PLATFORMS INC (META) | Put | 120K | 492K | $148M |
| Reduced | APPLE INC (AAPL) | Call | 604K | 122K | $20.9M |
| Increased | ALPHABET INC (GOOGL) | Put | 257K | 755K | $98.7M |
| Increased | CHEVRON CORP NEW (CVX) | Put | 63,500 | 437K | $73.6M |
| Increased | MICROSOFT CORP (MSFT) | Put | 301K | 525K | $166M |
| Increased | AMAZON COM INC (AMZN) | Put | 304K | 791K | $101M |
| Increased | ADVANCED MICRO DEVICES INC (AMD) | Put | 179K | 752K | $77.4M |
| Increased | APPLE INC (AAPL) | Put | 763K | 1.19M | $204M |
| Increased | TESLA INC (TSLA) | Put | 342K | 581K | $145M |
| Increased | NVIDIA CORPORATION (NVDA) | Put | 113K | 234K | $102M |
| Increased | ALPHABET INC (GOOGL) | Call | 120K | 469K | $61.3M |
| Increased | MICROSOFT CORP (MSFT) | Call | 177K | 337K | $106M |
| Increased | INVESCO QQQ TR (QQQ) | Put | 39,800 | 166K | $59.3M |
| Increased | UNITEDHEALTH GROUP INC (UNH) | Put | 15,200 | 99,900 | $50.4M |
| Increased | WALMART INC (WMT) | Put | 115K | 363K | $58.1M |
| Increased | T-MOBILE US INC (TMUS) | Put | 25,800 | 242K | $33.9M |
| Increased | DISNEY WALT CO (DIS) | Put | 169K | 556K | $45.1M |
| Reduced | JOHNSON & JOHNSON (JNJ) | Call | 324K | 151K | $23.5M |
| Increased | SPDR S&P 500 ETF TR (SPY) | Call | 22,000 | 89,200 | $38.1M |
| Increased | UBER TECHNOLOGIES INC (UBER) | Put | 82,100 | 667K | $30.7M |
| Increased | UNITEDHEALTH GROUP INC (UNH) | Call | 36,700 | 87,500 | $44.1M |
| Increased | PAYPAL HLDGS INC (PYPL) | Put | 111K | 577K | $33.7M |
| Increased | ABBVIE INC (ABBV) | Put | 83,800 | 246K | $36.7M |
| Increased | NVIDIA CORPORATION (NVDA) | Call | 139K | 191K | $83.2M |