Two Sigma Investments 13F, Q1 2024
Two Sigma · quarter ending 31 March 2024 · filed 15 May 2024 · SEC CIK 1179392
Common stock only: shares the fund reported owning at the quarter end, valued as filed. The filing also lists 77 put and call lines, reported at the value of the underlying shares; they are not ownership and are not in these totals.
Largest positions, Q1 2024
The 25 largest of 2,909 positions. Weights are against the whole filed book. Changes are in shares held, against the Q4 2023 filing.
| Company | Ticker | Value | % of book | vs Q4 2023 |
|---|---|---|---|---|
| SPDR S&P 500 ETF TR | SPY | $1.43B | 3.5% | -4% shares |
| INVESCO QQQ TR | QQQ | $360.44M | 0.9% | -40% shares |
| MICRON TECHNOLOGY INC | MU | $271.39M | 0.7% | -29% shares |
| NETFLIX INC | NFLX | $267.72M | 0.7% | -21% shares |
| META PLATFORMS INC | META | $259.34M | 0.6% | -25% shares |
| ALPHABET INC | GOOGL | $255.61M | 0.6% | -7% shares |
| PAYPAL HLDGS INC | PYPL | $252.61M | 0.6% | -12% shares |
| CROWDSTRIKE HLDGS INC | CRWD | $251.38M | 0.6% | +25% shares |
| BRISTOL-MYERS SQUIBB CO | BMY | $249.31M | 0.6% | -6% shares |
| PEPSICO INC | PEP | $247.56M | 0.6% | +48% shares |
| ROBINHOOD MKTS INC | HOOD | $240.53M | 0.6% | +76% shares |
| HUMANA INC | HUM | $238.58M | 0.6% | +53% shares |
| WALMART INC | WMT | $235.31M | 0.6% | +608% shares |
| OCCIDENTAL PETE CORP | OXY | $234.70M | 0.6% | +190% shares |
| GILEAD SCIENCES INC | GILD | $234.16M | 0.6% | +16725% shares |
| PFIZER INC | PFE | $233.63M | 0.6% | new |
| PHILIP MORRIS INTL INC | PM | $230.11M | 0.6% | +78% shares |
| AMAZON COM INC | AMZN | $227.36M | 0.6% | -22% shares |
| GENERAL MTRS CO | GM | $226.73M | 0.6% | -26% shares |
| MASTERCARD INCORPORATED | MA | $225.76M | 0.6% | -14% shares |
| ISHARES TR | IVV | $224.85M | 0.6% | unchanged |
| PINTEREST INC | PINS | $222.68M | 0.6% | -9% shares |
| APPLE INC | AAPL | $220.99M | 0.5% | -7% shares |
| NRG ENERGY INC | NRG | $220.35M | 0.5% | +33% shares |
| CENCORA INC | COR | $220.24M | 0.5% | +36% shares |
What changed since Q4 2023
Against the Q4 2023 filing, Two Sigma Investments opened 417 new positions, added to 960, trimmed 1,338, left 194 unchanged and exited 535. Every position is compared, matched on its CUSIP; a change of 2% or less in shares counts as unchanged.
New positions
- PFE$233.63M
- NKE$185.36M
- TSLA$179.91M
- GS$107.41M
- ALB 7.25 03/01/27$101.85M
- TJX$100.20M
- SOUTHERN CO$84.68M
- BARRICK GOLD CORP$49.58M
and 409 more
Exited
- RIVNwas $257.53M
- PALO ALTO NETWORKS INCwas $170.37M
- EWZwas $100.11M
- AALwas $97.39M
- ROKwas $89.45M
- RYwas $87.49M
- CCJwas $86.79M
- DKNGwas $86.72M
and 527 more
Other quarters
Source: SEC Form 13F-HR, accession 0000919574-24-003138, filed by TWO SIGMA INVESTMENTS, LP. Values are as filed and cover US-listed positions only; a 13F does not show short positions or holdings outside the US. A 13F may be filed up to 45 days after the quarter ends, so the fund may have traded since. Educational information, not financial advice.