TWO SIGMA SECURITIES LLC's Q3 2024 13F: 781 new positions, 748 exits
Form 13F-HR for the quarter ended Sep 30, 2024 · filed Nov 14, 2024 · 1520 reported positions · accession 0000919574-24-006612
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | NVIDIA CORPORATION (NVDA) | 7.0% | 1.5% | −5.5 pts | −1.03M sh | −87% |
| Reduced | ELI LILLY & CO (LLY) | 2.8% | 0.5% | −2.4 pts | −58,718 sh | −90% |
| Reduced | META PLATFORMS INC (META) | 2.9% | 1.5% | −1.4 pts | −88,994 sh | −73% |
| Reduced | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.5% | 0.1% | −1.4 pts | −176K sh | −98% |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | 1.4% | 0.2% | −1.2 pts | −161K sh | −91% |
| New | NIKE INC (NKE) | — | 1.9% | +1.9 pts | +272K sh | new |
| Reduced | AMAZON COM INC (AMZN) | 1.6% | 0.7% | −0.9 pts | −125K sh | −72% |
| Reduced | ACCENTURE PLC IRELAND (ACN) | 1.2% | 0.6% | −0.6 pts | −60,591 sh | −74% |
| Increased | TESLA INC (TSLA) | 0.5% | 2.8% | +2.3 pts | +80,184 sh | +148% |
| Reduced | MERCK & CO INC (MRK) | 1.1% | 0.2% | −0.9 pts | −166K sh | −90% |
| Reduced | DISNEY WALT CO (DIS) | 1.0% | 0.1% | −0.9 pts | −194K sh | −96% |
| Reduced | BRISTOL-MYERS SQUIBB CO (BMY) | 0.6% | 0.0% | −0.6 pts | −325K sh | −99% |
| Increased | WORKDAY INC (WDAY) | 0.1% | 1.4% | +1.3 pts | +64,396 sh | +929% |
| Reduced | PAYPAL HLDGS INC (PYPL) | 0.5% | 0.0% | −0.5 pts | −190K sh | −99% |
| Reduced | SERVICENOW INC (NOW) | 0.6% | 0.0% | −0.6 pts | −16,466 sh | −96% |
| Reduced | NETFLIX INC (NFLX) | 1.4% | 1.4% | −0.1 pts | −20,656 sh | −46% |
| Reduced | SNOWFLAKE INC (SNOW) | 1.1% | 0.4% | −0.7 pts | −127K sh | −76% |
| Reduced | GOLDMAN SACHS GROUP INC (GS) | 0.7% | 0.0% | −0.6 pts | −29,221 sh | −96% |
| Reduced | APPLE INC (AAPL) | 2.0% | 2.6% | +0.6 pts | −61,541 sh | −30% |
| Reduced | UNITEDHEALTH GROUP INC (UNH) | 0.6% | 0.0% | −0.6 pts | −24,327 sh | −97% |
| New | DEERE & CO (DE) | — | 1.0% | +1.0 pts | +30,923 sh | new |
| Reduced | CHEVRON CORP NEW (CVX) | 1.4% | 1.2% | −0.2 pts | −85,077 sh | −46% |
| Exited | BROADCOM INC (AVGO) | 1.0% | — | −1.0 pts | −12,800 sh | −100% |
| Exited | QUALCOMM INC (QCOM) | 1.0% | — | −1.0 pts | −102K sh | −100% |
| Reduced | MCDONALDS CORP (MCD) | 0.5% | 0.0% | −0.4 pts | −37,490 sh | −97% |
| Reduced | NOVO-NORDISK A S (NVO) | 0.7% | 0.1% | −0.6 pts | −95,844 sh | −88% |
| Reduced | MARRIOTT INTL INC NEW (MAR) | 0.5% | 0.0% | −0.5 pts | −45,675 sh | −97% |
| Increased | ASTRAZENECA PLC (AZN) | 0.1% | 1.0% | +0.9 pts | +140K sh | +462% |
| Reduced | BOEING CO (BA) | 1.2% | 0.7% | −0.4 pts | −71,474 sh | −54% |
| Reduced | CONSTELLATION ENERGY CORP (CEG) | 0.4% | 0.1% | −0.3 pts | −39,709 sh | −92% |
| Exited | ORACLE CORP (ORCL) | 0.8% | — | −0.8 pts | −120K sh | −100% |
| Increased | RH (RH) | 0.1% | 1.0% | +0.9 pts | +30,167 sh | +476% |
| Exited | ISHARES TR (AGG) | 0.8% | — | −0.8 pts | −162K sh | −100% |
| Reduced | CROWDSTRIKE HLDGS INC (CRWD) | 0.6% | 0.0% | −0.6 pts | −33,830 sh | −96% |
| Reduced | ALPHABET INC (GOOG) | 0.5% | 0.1% | −0.5 pts | −55,462 sh | −92% |
| Reduced | HOME DEPOT INC (HD) | 0.4% | 0.0% | −0.3 pts | −22,122 sh | −96% |
| Reduced | STARBUCKS CORP (SBUX) | 0.5% | 0.3% | −0.2 pts | −90,509 sh | −73% |
| Increased | ISHARES TR (EFA) | 0.0% | 0.7% | +0.7 pts | +104K sh | +2362% |
| New | EXPEDIA GROUP INC (EXPE) | — | 0.7% | +0.7 pts | +57,433 sh | new |
| Reduced | EXXON MOBIL CORP (XOM) | 0.7% | 0.6% | −0.2 pts | −69,303 sh | −54% |
| Reduced | INTEL CORP (INTC) | 0.6% | 0.1% | −0.5 pts | −346K sh | −84% |
| Reduced | D R HORTON INC (DHI) | 0.3% | 0.1% | −0.2 pts | −42,197 sh | −85% |
| Increased | JPMORGAN CHASE & CO. (JPM) | 0.1% | 0.9% | +0.7 pts | +37,748 sh | +248% |
| Exited | ALNYLAM PHARMACEUTICALS INC (ALNY) | 0.6% | — | −0.6 pts | −54,142 sh | −100% |
| Exited | BAIDU INC (BIDU) | 0.6% | — | −0.6 pts | −151K sh | −100% |
| Reduced | MICROSOFT CORP (MSFT) | 1.8% | 2.2% | +0.4 pts | −18,252 sh | −22% |
| New | CATERPILLAR INC (CAT) | — | 0.6% | +0.6 pts | +19,923 sh | new |
| Increased | FORTINET INC (FTNT) | 0.2% | 1.0% | +0.8 pts | +100K sh | +150% |
| Reduced | LAM RESEARCH CORP (LRCX) | 0.8% | 0.4% | −0.4 pts | −9,525 sh | −61% |
| Reduced | CHARTER COMMUNICATIONS INC N (CHTR) | 0.5% | 0.3% | −0.2 pts | −23,976 sh | −70% |
The 50 largest of 2,262 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
* Prior share counts adjusted or corrected for a stock split — changes are measured from the adjusted count:
- VERB TECHNOLOGY CO INC (VERB): 213K shares as filed last quarter, 213K after adjustment → 32,870 now (prior share count corrected for a stock split)
† Security identifier (CUSIP) changed — read as one continuing position, not an exit and a new position:
- DRAGANFLY INC. (DPRO): 26142Q205 → 26142Q304, 38,410 → 21,694 shares (share count changed with the identifier; not shown as a trade)
- THERIVA BIOLOGICS INC (TOVX): 87164U409 → 87164U508, 61,023 → 10,120 shares (share count changed with the identifier; not shown as a trade)
- DIREXION SHS ETF TR (JDST): 25460G807 → 25461A577, 56,010 → 12,505 shares (share count changed with the identifier; not shown as a trade)
- SIRIUSXM HOLDINGS INC (SIRI): 82968B103 → 829933100, 91,995 → 9,121 shares (share count change consistent with a stock split)
Top 10 positions — 17.5% of the equity book
Changes in the top 10 this quarter: TSLA entered · NKE entered · WDAY entered · GOOGL entered · LLY left · AMZN left · TSM left · AMD left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | TESLA INC (TSLA) | 0.5% | 2.8% | Entered the top 10 |
| 2 | APPLE INC (AAPL) | 2.0% | 2.6% | |
| 3 | MICROSOFT CORP (MSFT) | 1.8% | 2.2% | |
| 4 | NIKE INC (NKE) | 0.0% | 1.9% | Entered the top 10 |
| 5 | NVIDIA CORPORATION (NVDA) | 7.0% | 1.5% | |
| 6 | META PLATFORMS INC (META) | 2.9% | 1.5% | |
| 7 | WORKDAY INC (WDAY) | 0.1% | 1.4% | Entered the top 10 |
| 8 | NETFLIX INC (NFLX) | 1.4% | 1.4% | |
| 9 | ALPHABET INC (GOOGL) | 1.2% | 1.2% | Entered the top 10 |
| 10 | CHEVRON CORP NEW (CVX) | 1.4% | 1.2% | |
| — | ELI LILLY & CO (LLY) | 2.8% | 0.5% | Left the top 10 |
| — | AMAZON COM INC (AMZN) | 1.6% | 0.7% | Left the top 10 |
| — | TAIWAN SEMICONDUCTOR MFG LTD (TSM) | 1.5% | 0.1% | Left the top 10 |
| — | ADVANCED MICRO DEVICES INC (AMD) | 1.4% | 0.2% | 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) | Put | 1.34M | 501K | $60.8M |
| Reduced | INTEL CORP (INTC) | Put | 2.12M | 118K | $2.76M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Put | 191K | 82,500 | $47.3M |
| Reduced | SPDR S&P 500 ETF TR (SPY) | Call | 181K | 73,600 | $42.2M |
| Reduced | META PLATFORMS INC (META) | Put | 159K | 48,600 | $27.8M |
| Reduced | JPMORGAN CHASE & CO. (JPM) | Call | 296K | 47,100 | $9.93M |
| Reduced | INTEL CORP (INTC) | Call | 1.48M | 163K | $3.82M |
| Increased | NIKE INC (NKE) | Put | 44,400 | 506K | $44.8M |
| Reduced | JPMORGAN CHASE & CO. (JPM) | Put | 256K | 71,700 | $15.1M |
| Reduced | TESLA INC (TSLA) | Put | 293K | 82,500 | $21.6M |
| Reduced | ADVANCED MICRO DEVICES INC (AMD) | Put | 441K | 231K | $37.8M |
| Increased | TEXAS INSTRS INC (TXN) | Call | 48,000 | 200K | $41.2M |
| Reduced | PALO ALTO NETWORKS INC (PANW) | Put | 163K | 70,100 | $24M |
| Increased | UNITEDHEALTH GROUP INC (UNH) | Call | 53,500 | 99,000 | $57.9M |
| Reduced | META PLATFORMS INC (META) | Call | 106K | 46,000 | $26.3M |
| Increased | QUALCOMM INC (QCOM) | Call | 63,700 | 230K | $39M |
| Reduced | PDD HOLDINGS INC (PDD) | Put | 201K | 9,800 | $1.32M |
| Reduced | APPLE INC (AAPL) | Put | 306K | 170K | $39.6M |
| Reduced | CISCO SYS INC (CSCO) | Put | 600K | 87,900 | $4.68M |
| Reduced | TESLA INC (TSLA) | Call | 210K | 68,100 | $17.8M |
| Reduced | BOEING CO (BA) | Put | 194K | 78,400 | $11.9M |
| Reduced | SNOWFLAKE INC (SNOW) | Put | 245K | 96,500 | $11.1M |
| Reduced | MORGAN STANLEY (MS) | Put | 260K | 36,800 | $3.84M |
| Reduced | ELI LILLY & CO (LLY) | Put | 48,900 | 26,100 | $23.1M |
| Reduced | COSTCO WHSL CORP NEW (COST) | Put | 54,400 | 29,500 | $26.2M |