TWO SIGMA INVESTMENTS, LP

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
2,881
Total value ($000)
$20,189,994
Net value change ($000)
+7,911,488 (64.4%)
New positions
622
Sold out positions
523
Turnover %
20.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
LOW 234,638 1509.1%
QCOM 215,284 5801.2%
ETSY 196,726 756.1%
INTC 191,934 1443.5%
CRWD 184,724 7475.7%
PG 167,118 290.9%
PEP 159,612 609.7%
META 150,321 1376.6%
TGT 140,722 132.7%
W 139,468 NEW
Top Reduces (Value $000, Stocks/ETFs)
SBUX -104,843 -100.0%
COST -100,136 -100.0%
LQD -94,405 -63.7%
VRTX -81,040 -73.2%
LLY -67,994 -98.6%
UNP -65,003 -100.0%
EA -60,381 -98.7%
QSR -58,235 -95.0%
MNST -55,556 -97.0%
Allergan plc -49,833 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,464,225 (12.2% 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