TWO SIGMA INVESTMENTS, LP

Q1 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
3,749
Total value ($000)
$38,436,761
Net value change ($000)
+3,582,787 (10.3%)
New positions
725
Sold out positions
429
Turnover %
22.6%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
ROKU 265,243 NEW
PFE 256,546 NEW
T 237,213 29913.4%
SPLUNK INC 229,905 NEW
AAPL 211,272 790.8%
MDT 208,713 24240.8%
UPS 200,935 NEW
MDLZ 196,630 931.5%
HON 173,205 323.6%
CNI 172,487 9646.9%
Top Reduces (Value $000, Stocks/ETFs)
PTON -240,753 -100.0%
ORCL -232,704 -91.6%
PG -229,273 -100.0%
NFLX -224,741 -100.0%
NVDA -212,080 -83.4%
HD -211,844 -82.1%
CLX -208,144 -92.7%
BAC -207,619 -97.8%
BA -207,595 -100.0%
BSX -204,976 -90.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,601,480 (14.6% 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