TWO SIGMA SECURITIES LLC's Q1 2024 13F: 719 new positions, 738 exits
Form 13F-HR for the quarter ended Mar 31, 2024 · filed May 15, 2024 · 1381 reported positions · accession 0000919574-24-003137
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | APPLE INC (AAPL) | 11.4% | 2.4% | −8.9 pts | −1M sh | −77% |
| Increased | META PLATFORMS INC (META) | 0.3% | 4.3% | +4.0 pts | +164K sh | +873% |
| Reduced | NVIDIA CORPORATION (NVDA) | 3.0% | 2.1% | −0.9 pts | −86,320 sh | −64% |
| Reduced | SPDR S&P 500 ETF TR (SPY) | 3.5% | 0.6% | −2.9 pts | −138K sh | −86% |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | 4.0% | 1.9% | −2.1 pts | −372K sh | −63% |
| Reduced | NETFLIX INC (NFLX) | 2.3% | 0.9% | −1.4 pts | −74,041 sh | −71% |
| Reduced | AMAZON COM INC (AMZN) | 5.0% | 4.2% | −0.8 pts | −243K sh | −34% |
| Increased | QUALCOMM INC (QCOM) | 0.1% | 2.0% | +1.9 pts | +226K sh | +1264% |
| Exited | INVESCO QQQ TR (QQQ) | 1.5% | — | −1.5 pts | −78,500 sh | −100% |
| Reduced | CITIGROUP INC (C) | 1.1% | 0.0% | −1.1 pts | −474K sh | −97% |
| Reduced | SUPER MICRO COMPUTER INC (SMCI) | 0.3% | 0.1% | −0.3 pts | −25,533 sh | −96% |
| Reduced | PAYPAL HLDGS INC (PYPL) | 1.1% | 0.0% | −1.0 pts | −372K sh | −98% |
| Increased | ELI LILLY & CO (LLY) | 0.1% | 1.2% | +1.1 pts | +29,503 sh | +1047% |
| Reduced | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.9% | 1.6% | −0.2 pts | −148K sh | −38% |
| Reduced | JOHNSON & JOHNSON (JNJ) | 0.9% | 0.0% | −0.9 pts | −124K sh | −99% |
| Reduced | EXXON MOBIL CORP (XOM) | 1.1% | 0.5% | −0.6 pts | −156K sh | −65% |
| Increased | ALTRIA GROUP INC (MO) | 0.1% | 1.0% | +0.9 pts | +414K sh | +609% |
| New | SERVICENOW INC (NOW) | — | 0.9% | +0.9 pts | +23,120 sh | new |
| Reduced | VISA INC (V) | 1.6% | 1.0% | −0.6 pts | −62,192 sh | −46% |
| Increased | UBER TECHNOLOGIES INC (UBER) | 0.1% | 1.0% | +0.9 pts | +220K sh | +641% |
| New | INTEL CORP (INTC) | — | 0.8% | +0.8 pts | +379K sh | new |
| Increased | CHEVRON CORP NEW (CVX) | 0.1% | 0.9% | +0.8 pts | +105K sh | +1321% |
| New | GOLDMAN SACHS GROUP INC (GS) | — | 0.8% | +0.8 pts | +38,349 sh | new |
| Reduced | LAM RESEARCH CORP (LRCX) | 0.6% | 0.0% | −0.6 pts | −15,812 sh | −98% |
| Reduced | COSTCO WHSL CORP NEW (COST) | 0.6% | 0.0% | −0.6 pts | −20,549 sh | −97% |
| Increased | SPOTIFY TECHNOLOGY S A (SPOT) | 0.0% | 0.7% | +0.7 pts | +53,232 sh | +4030% |
| Reduced | VERTEX PHARMACEUTICALS INC (VRTX) | 0.7% | 0.1% | −0.6 pts | −31,956 sh | −89% |
| Increased | ADOBE INC (ADBE) | 0.0% | 0.7% | +0.6 pts | +25,530 sh | +1803% |
| Reduced | RTX CORPORATION (RTX) | 0.5% | 0.0% | −0.5 pts | −131K sh | −96% |
| Increased | FEDEX CORP (FDX) | 0.0% | 0.6% | +0.6 pts | +43,607 sh | +1768% |
| Increased | MICRON TECHNOLOGY INC (MU) | 1.3% | 2.5% | +1.2 pts | +102K sh | +30% |
| Increased | BLACKSTONE INC (BX) | 0.0% | 0.6% | +0.6 pts | +89,691 sh | +4399% |
| Increased | CROWDSTRIKE HLDGS INC (CRWD) | 0.1% | 0.7% | +0.6 pts | +36,349 sh | +542% |
| Reduced | MARRIOTT INTL INC NEW (MAR) | 0.7% | 0.2% | −0.4 pts | −46,162 sh | −72% |
| Reduced | DISNEY WALT CO (DIS) | 1.4% | 1.5% | +0.1 pts | −92,108 sh | −26% |
| New | KLA CORP (KLAC) | — | 0.5% | +0.5 pts | +16,086 sh | new |
| New | ENPHASE ENERGY INC (ENPH) | — | 0.5% | +0.5 pts | +89,314 sh | new |
| Increased | NOVO-NORDISK A S (NVO) | 0.0% | 0.6% | +0.5 pts | +81,688 sh | +977% |
| Increased | VANECK ETF TRUST (SMH) | 0.1% | 0.6% | +0.5 pts | +45,564 sh | +647% |
| Increased | CATERPILLAR INC (CAT) | 0.1% | 0.6% | +0.5 pts | +27,689 sh | +386% |
| Reduced | PFIZER INC (PFE) | 0.9% | 0.4% | −0.5 pts | −358K sh | −54% |
| Increased | UNITEDHEALTH GROUP INC (UNH) | 0.5% | 0.9% | +0.5 pts | +19,952 sh | +104% |
| Reduced | BANK AMERICA CORP (BAC) | 0.4% | 0.1% | −0.4 pts | −260K sh | −90% |
| Increased | SNOWFLAKE INC (SNOW) | 0.0% | 0.5% | +0.5 pts | +60,007 sh | +1252% |
| Reduced | STARBUCKS CORP (SBUX) | 0.9% | 0.4% | −0.5 pts | −106K sh | −52% |
| Reduced | CARNIVAL CORP (CCL) | 0.5% | 0.0% | −0.5 pts | −584K sh | −97% |
| Exited | GENERAL MTRS CO (GM) | 0.5% | — | −0.5 pts | −280K sh | −100% |
| Reduced | MARATHON PETE CORP (MPC) | 0.3% | 0.0% | −0.3 pts | −46,839 sh | −93% |
| Reduced | FREEPORT-MCMORAN INC (FCX) | 0.6% | 0.3% | −0.3 pts | −197K sh | −63% |
| Increased | ALPHABET INC (GOOGL) | 1.7% | 2.4% | +0.7 pts | +59,455 sh | +22% |
The 50 largest of 2,116 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:
- UNITED STS NAT GAS FD LP (UNG): 912318300 → 912318409, 71,801 → 29,329 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 27.5% of the equity book
Changes in the top 10 this quarter: META entered · MU entered · QCOM entered · SPY left · NFLX left · TSM left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | META PLATFORMS INC (META) | 0.3% | 4.3% | Entered the top 10 |
| 2 | AMAZON COM INC (AMZN) | 5.0% | 4.2% | |
| 3 | MICROSOFT CORP (MSFT) | 3.5% | 3.9% | |
| 4 | MICRON TECHNOLOGY INC (MU) | 1.3% | 2.5% | Entered the top 10 |
| 5 | APPLE INC (AAPL) | 11.4% | 2.4% | |
| 6 | ALPHABET INC (GOOGL) | 1.7% | 2.4% | |
| 7 | NVIDIA CORPORATION (NVDA) | 3.0% | 2.1% | |
| 8 | QUALCOMM INC (QCOM) | 0.1% | 2.0% | Entered the top 10 |
| 9 | ADVANCED MICRO DEVICES INC (AMD) | 4.0% | 1.9% | |
| 10 | TESLA INC (TSLA) | 2.0% | 1.8% | |
| — | SPDR S&P 500 ETF TR (SPY) | 3.5% | 0.6% | Left the top 10 |
| — | NETFLIX INC (NFLX) | 2.3% | 0.9% | Left the top 10 |
| — | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.9% | 1.6% | 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) | Put | 1.85M | 361K | $61.9M |
| Reduced | MICROSOFT CORP (MSFT) | Call | 394K | 118K | $49.5M |
| Reduced | NVIDIA CORPORATION (NVDA) | Call | 257K | 223K | $202M |
| Reduced | TESLA INC (TSLA) | Call | 495K | 337K | $59.3M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Put | 364K | 220K | $115M |
| Reduced | META PLATFORMS INC (META) | Call | 425K | 195K | $94.5M |
| Reduced | TESLA INC (TSLA) | Put | 599K | 535K | $94M |
| Increased | LOCKHEED MARTIN CORP (LMT) | Put | 23,500 | 134K | $61.1M |
| Reduced | BOEING CO (BA) | Put | 306K | 164K | $31.6M |
| Increased | INVESCO QQQ TR (QQQ) | Call | 72,600 | 173K | $76.9M |
| Increased | CHEVRON CORP NEW (CVX) | Put | 170K | 457K | $72.1M |
| Reduced | AMAZON COM INC (AMZN) | Put | 898K | 512K | $92.4M |
| Increased | ASML HOLDING N V (ASML) | Put | 21,400 | 58,600 | $56.9M |
| Reduced | NVIDIA CORPORATION (NVDA) | Put | 349K | 234K | $212M |
| Reduced | MICROSOFT CORP (MSFT) | Put | 508K | 365K | $153M |
| Increased | SPDR S&P 500 ETF TR (SPY) | Call | 191K | 244K | $128M |
| Reduced | META PLATFORMS INC (META) | Put | 409K | 372K | $181M |
| Increased | ABBVIE INC (ABBV) | Put | 76,400 | 254K | $46.2M |
| Increased | LOCKHEED MARTIN CORP (LMT) | Call | 18,000 | 93,500 | $42.5M |
| Increased | SUPER MICRO COMPUTER INC (SMCI) | Call | 39,500 | 42,300 | $42.7M |
| Increased | AMGEN INC (AMGN) | Call | 43,100 | 151K | $43M |
| Increased | GOLDMAN SACHS GROUP INC (GS) | Put | 65,000 | 130K | $54.3M |
| Reduced | SUPER MICRO COMPUTER INC (SMCI) | Put | 111K | 60,000 | $60.6M |
| Increased | QUALCOMM INC (QCOM) | Put | 163K | 309K | $52.3M |
| Reduced | BOEING CO (BA) | Call | 167K | 78,100 | $15.1M |