TWO SIGMA INVESTMENTS, 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
2,994
Total value ($000)
$12,278,506
Net value change ($000)
-20,962,657 (-63.1%)
New positions
432
Sold out positions
705
Turnover %
58.6%
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: 8/14/2020 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)
LQD 148,212 NEW
TGT 82,484 349.9%
PG 57,445 NEW
MO 56,871 162.2%
TSLA 53,725 71.3%
TXN 48,056 NEW
KO 43,544 62.1%
DLTR 37,096 NEW
NOW 37,083 NEW
BRK-B 36,242 NEW
Top Reduces (Value $000, Stocks/ETFs)
EBAY -244,544 -94.4%
MCD -215,339 -98.6%
CSCO -211,980 -91.9%
CVX -203,165 -96.9%
ADSK -201,237 -87.0%
XOM -198,383 -85.3%
HPQ -195,972 -98.2%
JNJ -193,362 -100.0%
RTX -174,790 -100.0%
GM -173,426 -99.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,792,465 (22.7% 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