TWO SIGMA INVESTMENTS, LP

Q2 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
3,960
Total value ($000)
$44,084,947
Net value change ($000)
+5,648,186 (14.7%)
New positions
652
Sold out positions
566
Turnover %
23.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
SBUX 230,264 13157.9%
AMGN 229,096 NEW
ABNB 225,067 NEW
COST 220,518 2287.5%
BMY 207,868 555.7%
MRNA 193,367 2760.8%
NSC 179,966 1254.6%
BSX 169,290 770.6%
BIDU 166,590 NEW
ZBH 162,376 19125.6%
Top Reduces (Value $000, Stocks/ETFs)
AMZN -245,036 -100.0%
W -218,359 -100.0%
LOW -211,895 -100.0%
PEP -210,636 -100.0%
VZ -210,087 -88.4%
PYPL -156,632 -100.0%
META -149,542 -97.7%
SPLUNK INC -145,684 -63.4%
MSFT -145,333 -62.5%
T -140,642 -59.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,671,998 (15.1% 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