TWO SIGMA SECURITIES LLC's Q2 2024 13F: 791 new positions, 688 exits
Form 13F-HR for the quarter ended Jun 30, 2024 · filed Aug 14, 2024 · 1485 reported positions · accession 0000919574-24-004666
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | NVIDIA CORPORATION (NVDA) | 2.1% | 7.0% | +4.8 pts | +703K sh | +146% |
| Reduced | AMAZON COM INC (AMZN) | 4.2% | 1.6% | −2.6 pts | −300K sh | −63% |
| Reduced | MICRON TECHNOLOGY INC (MU) | 2.5% | 0.1% | −2.4 pts | −425K sh | −96% |
| Reduced | MICROSOFT CORP (MSFT) | 3.9% | 1.8% | −2.1 pts | −107K sh | −56% |
| Reduced | ALPHABET INC (GOOGL) | 2.4% | 1.2% | −1.2 pts | −193K sh | −59% |
| Reduced | META PLATFORMS INC (META) | 4.3% | 2.9% | −1.4 pts | −60,751 sh | −33% |
| Reduced | TESLA INC (TSLA) | 1.8% | 0.5% | −1.3 pts | −154K sh | −74% |
| Increased | ELI LILLY & CO (LLY) | 1.2% | 2.8% | +1.6 pts | +33,023 sh | +102% |
| Reduced | QUALCOMM INC (QCOM) | 2.0% | 1.0% | −1.0 pts | −142K sh | −58% |
| New | ACCENTURE PLC IRELAND (ACN) | — | 1.2% | +1.2 pts | +81,773 sh | new |
| Reduced | ALTRIA GROUP INC (MO) | 1.0% | 0.1% | −1.0 pts | −452K sh | −94% |
| Increased | BROADCOM INC (AVGO) | 0.1% | 1.0% | +0.9 pts | +11,620 sh | +985% |
| Reduced | APPLE INC (AAPL) | 2.4% | 2.0% | −0.4 pts | −88,514 sh | −30% |
| Exited | NIKE INC (NKE) | 0.9% | — | −0.9 pts | −189K sh | −100% |
| Reduced | ISHARES TR (IWM) | 1.0% | 0.1% | −0.9 pts | −84,080 sh | −85% |
| Increased | BANK AMERICA CORP (BAC) | 0.1% | 0.9% | +0.8 pts | +422K sh | +1519% |
| Increased | LAM RESEARCH CORP (LRCX) | 0.0% | 0.8% | +0.8 pts | +15,230 sh | +5180% |
| Reduced | UBER TECHNOLOGIES INC (UBER) | 1.0% | 0.1% | −0.8 pts | −217K sh | −86% |
| Increased | ISHARES TR (AGG) | 0.0% | 0.8% | +0.7 pts | +160K sh | +5625% |
| Increased | SNOWFLAKE INC (SNOW) | 0.5% | 1.1% | +0.6 pts | +102K sh | +157% |
| Increased | BRISTOL-MYERS SQUIBB CO (BMY) | 0.0% | 0.6% | +0.6 pts | +323K sh | +6102% |
| New | ALNYLAM PHARMACEUTICALS INC (ALNY) | — | 0.6% | +0.6 pts | +54,142 sh | new |
| Increased | COSTCO WHSL CORP NEW (COST) | 0.0% | 0.7% | +0.6 pts | +15,437 sh | +2196% |
| New | BAIDU INC (BIDU) | — | 0.6% | +0.6 pts | +151K sh | new |
| Exited | CATERPILLAR INC (CAT) | 0.6% | — | −0.6 pts | −34,864 sh | −100% |
| Reduced | OCCIDENTAL PETE CORP (OXY) | 0.7% | 0.0% | −0.6 pts | −202K sh | −96% |
| Increased | WELLS FARGO CO NEW (WFC) | 0.0% | 0.6% | +0.6 pts | +205K sh | +1159% |
| Reduced | CARVANA CO (CVNA) | 0.7% | 0.4% | −0.3 pts | −92,450 sh | −60% |
| Reduced | PALANTIR TECHNOLOGIES INC (PLTR) | 0.6% | 0.1% | −0.5 pts | −461K sh | −86% |
| Increased | PARKER-HANNIFIN CORP (PH) | 0.0% | 0.6% | +0.5 pts | +22,886 sh | +1442% |
| Reduced | VANECK ETF TRUST (SMH) | 0.6% | 0.1% | −0.5 pts | −44,306 sh | −84% |
| Increased | MERCK & CO INC (MRK) | 0.6% | 1.1% | +0.5 pts | +92,818 sh | +102% |
| Reduced | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.6% | 1.5% | −0.1 pts | −65,705 sh | −27% |
| Increased | CHEVRON CORP NEW (CVX) | 0.9% | 1.4% | +0.5 pts | +71,263 sh | +63% |
| New | ALPHABET INC (GOOG) | — | 0.5% | +0.5 pts | +60,213 sh | new |
| Reduced | AMERICAN EXPRESS CO (AXP) | 0.5% | 0.0% | −0.5 pts | −46,586 sh | −95% |
| Increased | PAYPAL HLDGS INC (PYPL) | 0.0% | 0.5% | +0.5 pts | +185K sh | +2234% |
| Reduced | KLA CORP (KLAC) | 0.5% | 0.1% | −0.4 pts | −12,850 sh | −80% |
| Increased | NETFLIX INC (NFLX) | 0.9% | 1.4% | +0.6 pts | +15,426 sh | +52% |
| Reduced | SPOTIFY TECHNOLOGY S A (SPOT) | 0.7% | 0.3% | −0.4 pts | −32,836 sh | −60% |
| Increased | CVS HEALTH CORP (CVS) | 0.0% | 0.5% | +0.5 pts | +169K sh | +3989% |
| Increased | CISCO SYS INC (CSCO) | 0.0% | 0.5% | +0.5 pts | +202K sh | +1046% |
| Increased | MCDONALDS CORP (MCD) | 0.0% | 0.5% | +0.5 pts | +37,561 sh | +3244% |
| Reduced | BLOCK INC (XYZ) | 0.7% | 0.1% | −0.6 pts | −146K sh | −82% |
| Reduced | BLACKSTONE INC (BX) | 0.6% | 0.1% | −0.5 pts | −72,455 sh | −79% |
| Exited | EQUINIX INC (EQIX) | 0.4% | — | −0.4 pts | −10,573 sh | −100% |
| Reduced | SEA LTD (SE) | 0.3% | 0.0% | −0.3 pts | −122K sh | −97% |
| New | CONSTELLATION ENERGY CORP (CEG) | — | 0.4% | +0.4 pts | +43,004 sh | new |
| Reduced | SPDR S&P 500 ETF TR (SPY) | 0.6% | 0.2% | −0.4 pts | −15,703 sh | −71% |
| Increased | CHARTER COMMUNICATIONS INC N (CHTR) | 0.1% | 0.5% | +0.4 pts | +28,040 sh | +457% |
The 50 largest of 2,165 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:
- RECON TECHNOLOGY LTD (RCON): G7415M124 → G7415M132, 12,585 → 11,765 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR II (UVXY): 74347Y771 → 74347Y755, 18,840 → 9,327 shares (share count changed with the identifier; not shown as a trade)
- FORTUNA MNG CORP (FSM): 349915108 → 349942102, 44,318 → 11,114 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR (QID): 74347G739 → 74349Y829, 122K → 57,583 shares (share count changed with the identifier; not shown as a trade)
- PROSHARES TR (PSQ): 74347B714 → 74349Y837, 181K → 48,824 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 23.7% of the equity book
Changes in the top 10 this quarter: LLY entered · TSM entered · NFLX entered · CVX entered · MU left · GOOGL left · QCOM left · TSLA left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | NVIDIA CORPORATION (NVDA) | 2.1% | 7.0% | |
| 2 | META PLATFORMS INC (META) | 4.3% | 2.9% | |
| 3 | ELI LILLY & CO (LLY) | 1.2% | 2.8% | Entered the top 10 |
| 4 | APPLE INC (AAPL) | 2.4% | 2.0% | |
| 5 | MICROSOFT CORP (MSFT) | 3.9% | 1.8% | |
| 6 | AMAZON COM INC (AMZN) | 4.2% | 1.6% | |
| 7 | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.6% | 1.5% | Entered the top 10 |
| 8 | NETFLIX INC (NFLX) | 0.9% | 1.4% | Entered the top 10 |
| 9 | CHEVRON CORP NEW (CVX) | 0.9% | 1.4% | Entered the top 10 |
| 10 | ADVANCED MICRO DEVICES INC (AMD) | 1.9% | 1.4% | |
| — | MICRON TECHNOLOGY INC (MU) | 2.5% | 0.1% | Left the top 10 |
| — | ALPHABET INC (GOOGL) | 2.4% | 1.2% | Left the top 10 |
| — | QUALCOMM INC (QCOM) | 2.0% | 1.0% | Left the top 10 |
| — | TESLA INC (TSLA) | 1.8% | 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 |
|---|---|---|---|---|---|
| Reduced | NVIDIA CORPORATION (NVDA) | Call | 2.23M | 279K | $34.5M |
| Reduced | MICROSOFT CORP (MSFT) | Put | 365K | 103K | $46M |
| Reduced | META PLATFORMS INC (META) | Put | 372K | 159K | $79.9M |
| Reduced | INVESCO QQQ TR (QQQ) | Call | 173K | 33,300 | $16M |
| Reduced | LOCKHEED MARTIN CORP (LMT) | Put | 134K | 18,600 | $8.69M |
| Reduced | AMAZON COM INC (AMZN) | Put | 512K | 221K | $42.7M |
| Reduced | NVIDIA CORPORATION (NVDA) | Put | 2.34M | 1.34M | $165M |
| Reduced | SUPER MICRO COMPUTER INC (SMCI) | Put | 60,000 | 17,400 | $14.3M |
| Reduced | NETFLIX INC (NFLX) | Put | 91,100 | 14,600 | $9.85M |
| Reduced | BROADCOM INC (AVGO) | Call | 50,800 | 16,300 | $26.2M |
| Reduced | META PLATFORMS INC (META) | Call | 195K | 106K | $53.5M |
| Reduced | TESLA INC (TSLA) | Put | 535K | 293K | $57.9M |
| Reduced | TEXAS INSTRS INC (TXN) | Call | 259K | 48,000 | $9.34M |
| Reduced | LOCKHEED MARTIN CORP (LMT) | Call | 93,500 | 14,800 | $6.91M |
| Reduced | NETFLIX INC (NFLX) | Call | 74,200 | 17,300 | $11.7M |
| Reduced | CHEVRON CORP NEW (CVX) | Put | 457K | 262K | $41M |
| Increased | INTEL CORP (INTC) | Put | 787K | 2.12M | $65.8M |
| Reduced | ASML HOLDING N V (ASML) | Put | 58,600 | 26,300 | $26.9M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Call | 244K | 181K | $98.2M |
| Increased | BANK AMERICA CORP (BAC) | Put | 252K | 974K | $38.7M |
| Increased | GE AEROSPACE (GE) | Call | 3,400 | 182K | $28.9M |
| Reduced | AMGEN INC (AMGN) | Call | 151K | 51,500 | $16.1M |
| New | PDD HOLDINGS INC (PDD) | Put | 0 | 201K | $26.7M |
| Reduced | ABBVIE INC (ABBV) | Call | 268K | 134K | $22.9M |
| Increased | PALO ALTO NETWORKS INC (PANW) | Put | 105K | 163K | $55.4M |