TWO SIGMA INVESTMENTS, LP

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
3,013
Total value ($000)
$28,171,953
Net value change ($000)
+7,981,959 (39.5%)
New positions
492
Sold out positions
610
Turnover %
24.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
COST 254,495 NEW
PYPL 239,165 NEW
MCD 235,499 NEW
WMT 226,247 NEW
WFC 195,867 17936.5%
ZM 193,349 NEW
ORCL 192,751 1265.9%
CSCO 186,604 345.1%
MSFT 186,448 581.0%
DIS 183,486 4261.2%
Top Reduces (Value $000, Stocks/ETFs)
AMZN -248,912 -100.0%
PG -188,618 -84.0%
INTC -168,608 -82.2%
CHTR -164,452 -74.4%
META -142,007 -88.1%
QCOM -137,845 -62.9%
DG -119,156 -97.9%
KR -109,111 -82.6%
TSLA -104,348 -51.3%
HON -97,355 -97.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,915,568 (13.9% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type