TWO SIGMA ADVISERS, LP

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
2,439
Total value ($000)
$26,130,728
Net value change ($000)
-16,965,945 (-39.4%)
New positions
348
Sold out positions
245
Turnover %
9.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2020 Next filing: 9/15/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
MSFT 316,888 1193.2%
AAPL 307,265 1341.5%
KO 223,114 477.5%
JPM 188,445 6407.5%
VZ 187,146 205.8%
PG 147,563 4822.3%
BRK-B 147,014 NEW
NVDA 101,437 395.1%
TSLA 100,559 NEW
MDLZ 85,321 121.8%
Top Reduces (Value $000, Stocks/ETFs)
JNJ -420,935 -72.8%
CSCO -389,850 -71.1%
META -373,064 -77.0%
BMY -351,568 -84.2%
MCD -333,456 -81.5%
QCOM -328,122 -90.7%
ABBV -307,422 -60.8%
COST -304,226 -64.1%
LOW -281,560 -73.9%
SBUX -275,099 -58.2%
Instrument mix + QoQ Δ (ex-options)
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