TWO SIGMA INVESTMENTS, LP

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
2,967
Total value ($000)
$39,869,906
Net value change ($000)
+4,883,601 (14.0%)
New positions
505
Sold out positions
473
Turnover %
13.3%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
QQQ 361,098 249.5%
SPY 360,253 312.3%
NVDA 275,527 1529.9%
NKE 237,366 NEW
AAPL 195,030 8958.7%
U 193,166 NEW
TGT 173,415 611.5%
CMG 173,407 NEW
FCX 171,548 1501.8%
XLU 169,040 621.0%
Top Reduces (Value $000, Stocks/ETFs)
NFLX -217,067 -88.3%
PCG -208,980 -85.9%
COP -176,145 -76.7%
DHR -170,577 -65.9%
CI -154,829 -92.4%
AMZN -148,769 -98.9%
PEP -148,101 -69.9%
LULU -144,761 -98.8%
AXP -134,860 -98.4%
BP -130,958 -79.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,441,813 (6.1% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type