TWO SIGMA INVESTMENTS, LP

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
3,116
Total value ($000)
$43,537,681
Net value change ($000)
+6,366,704 (17.1%)
New positions
533
Sold out positions
367
Turnover %
9.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SPY 1,071,876 390.1%
QQQ 276,054 99.7%
PINS 255,440 3521.4%
SNOW 240,176 14425.0%
GIS 205,470 1292.9%
HUM 199,325 2800.3%
FTNT 196,703 10541.4%
IWM 193,402 21657.6%
BDX 178,545 NEW
UNH 171,752 283.4%
Top Reduces (Value $000, Stocks/ETFs)
PLTR -270,196 -99.3%
TSLA -254,070 -100.0%
NKE -248,090 -100.0%
PFE -232,072 -100.0%
PG -229,188 -99.4%
KO -204,042 -91.8%
XLP -192,287 -99.8%
XLU -189,365 -98.9%
GILD -182,638 -99.2%
T -176,755 -96.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,127,063 (4.9% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type