TWO SIGMA INVESTMENTS, LP

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
2,928
Total value ($000)
$37,170,977
Net value change ($000)
-2,698,929 (-6.8%)
New positions
414
Sold out positions
452
Turnover %
12.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AMD 260,320 8526.7%
LLY 232,434 NEW
MSFT 231,456 10142.7%
QCOM 224,271 1029.9%
NFLX 222,321 771.9%
SBUX 214,670 1690.2%
META 176,265 849.9%
EL 168,972 NEW
GOOGL 163,901 205.0%
ISRG 163,043 823.0%
Top Reduces (Value $000, Stocks/ETFs)
WMT -232,010 -99.2%
QQQ -228,890 -45.3%
SPY -200,821 -42.2%
MCD -194,374 -90.7%
CMG -168,087 -96.9%
RBLX -165,197 -81.4%
UNP -163,713 -85.4%
NCLH -160,972 -91.0%
DIA -150,511 -99.4%
C -149,924 -88.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,433,812 (3.9% 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