TWO SIGMA INVESTMENTS, LP

Q1 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
2,986
Total value ($000)
$42,610,965
Net value change ($000)
-926,716 (-2.1%)
New positions
403
Sold out positions
516
Turnover %
10.9%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
PFE 233,628 NEW
GILD 232,617 15114.8%
SPGI 192,706 20833.1%
CMI 185,948 600.9%
NKE 185,359 NEW
XLP 183,141 38314.0%
TSLA 179,908 NEW
HON 173,156 1854.7%
ABT 168,932 2047.7%
MO 165,658 24578.3%
Top Reduces (Value $000, Stocks/ETFs)
RIVN -257,532 -100.0%
AMD -201,601 -96.7%
QQQ -192,546 -34.8%
CCL -190,871 -81.4%
XLK -179,445 -88.4%
UNH -170,913 -73.6%
MRK -162,169 -66.8%
SNOW -159,531 -66.0%
JCI -154,581 -93.9%
NVDA -152,886 -55.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,806,738 (4.2% 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