TWO SIGMA ADVISERS, LP

Q3 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
2,418
Total value ($000)
$38,578,112
Net value change ($000)
+668,880 (1.8%)
New positions
406
Sold out positions
406
Turnover %
18.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 548,678 139.1%
LLY 461,175 6765.1%
GOOGL 427,624 242.9%
META 355,927 743.9%
CAT 339,180 755.8%
DHR 336,954 NEW
BMY 336,212 616.8%
GILD 328,611 20837.7%
ORCL 291,272 643.8%
A 228,450 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -471,360 -72.7%
TSLA -385,737 -98.6%
AAPL -385,668 -46.6%
PFE -379,041 -89.7%
ROKU -373,831 -100.0%
UPS -312,684 -100.0%
TGT -263,753 -100.0%
XYZ -247,628 -100.0%
ABBV -232,211 -84.3%
NIO -212,976 -100.0%
Instrument mix + QoQ Δ (ex-options)
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