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TWO SIGMA INVESTMENTS, LP

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NEW YORK NY Investment Advisor Hedge Fund High Frequency Trader
13F Summary
TWO Sigma Investments is based out of New York and is run by John Overdeck and David Siegel. TWO Sigma Investments is a hedge fund with 17 clients and discretionary assets under management (AUM) of $83,955,729,097 (Form ADV from 2024-04-26). Their last reported 13F filing for Q1 2024 included $42,610,965,422 in managed 13F securities and a top 10 holdings concentration of 9.02%. TWO Sigma Investments's largest holding is SPDR S&P 500 ETF TRUST with shares held of 2,731,440. Whalewisdom has at least 107 13F filings, and 2 Form 4 filings

2024-03-31

Top Buys (13F)

Name % Change
PFE Pfizer, Inc. 0.55%
GILD Gilead Sciences Inc. 0.55%
SPGI S&P Global Inc. (McG 0.45%
CMI Cummins Inc 0.44%
NKE NIKE Inc. 0.44%

2024-03-31

Top Sells (13F)

2024-03-31

13F Holdings Summary

Name $ Change
SPY SPDR S&P 500 ETF TRU 3.35%
QQQ Invesco QQQ Trust, S 0.85%
MU Micron Technology, I 0.64%
NFLX Netflix Inc 0.63%
META Meta Platforms Inc 0.61%
This Form 13F holdings report is being filed on behalf of Two Sigma Investments, LP ("Investments"). Investments serves as the sole manager or investment manager, as applicable, of (i) Two Sigma Equity Portfolio, LLC ("Equity"), Two Sigma Spectrum Portfolio, LLC ("Spectrum"), Two Sigma Futures Portfolio, LLC ("Futures"), Two Sigma Horizon Portfolio, LLC ("Horizon"), Two Sigma Blazar Portfolio, LLC ("Blazar"), Two Sigma Navigator Portfolio, LLC ("Navigator") and Two Sigma Equity Spectrum Portfolio, LLC ("Equity Spectrum"), seven investment entities that are managed by Investments, each of which may be deemed to be an "other manager" for purposes of this Form 13F report and (ii) Two Sigma Galileo Portfolio, LLC ("Galileo"), Two Sigma Pioneer Portfolio, LLC ("Pioneer") and Two Sigma Discovery Portfolio, LLC ("Discovery") three investment entities that are managed by Investments and that each may not presently be deemed to be an "other manager" for purposes of this Form 13F report. Investments, rather than Equity, Spectrum, Futures, Horizon, Blazar, Navigator, Equity Spectrum, Galileo, Pioneer or Discovery exercises sole investment discretion and voting authority over the securities held in the various accounts of Equity, Spectrum, Futures, Horizon, Blazar, Navigator, Equity Spectrum, Galileo, Pioneer and Discovery.

2024-03-31

13F Activity

Market Value $42.6b, Prior: $43.5b
Inflows (Outflows) as % of Total MV (-9.4874)%
New Purchases 418 stocks
Added To 1032 stocks
Sold out of 548 stocks
Reduced holdings in 1414 stocks
Top 10 Holdings % 9.02%
Turnover %[1] 27.33%
Turnover Alt %[2] 29.26%
Time Held Top 20 0.85 quarters
Time Held Top 10 1 quarters
Time Held All 8.1 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

2024-03-31

13F Sector Allocation Over Time

2024-03-31

Analysis

Top 20 equal-weighted holdings. Performance numbers calculated through 2024-03-31

Portfolio Performance