TWO SIGMA INVESTMENTS, LP

Q4 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
3,275
Total value ($000)
$34,853,974
Net value change ($000)
+6,682,021 (23.7%)
New positions
626
Sold out positions
485
Turnover %
20.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
NVDA 250,426 6678.0%
BSX 226,946 NEW
SNAP 225,116 941.2%
META 224,741 1168.5%
AMZN 224,445 NEW
NFLX 219,396 4104.7%
SPGI 213,193 2825.6%
PINS 206,494 733.0%
QQQ 195,190 789.2%
PG 193,328 537.8%
Top Reduces (Value $000, Stocks/ETFs)
PFE -251,597 -100.0%
PYPL -239,165 -100.0%
DIS -187,792 -100.0%
CVX -176,228 -79.8%
BBY -155,402 -80.0%
DHR -133,615 -71.5%
COP -126,294 -100.0%
MDT -117,566 -99.3%
INTU -115,196 -98.4%
MO -112,459 -93.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,349,651 (12.5% 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