TWO SIGMA INVESTMENTS, 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
4,175
Total value ($000)
$44,745,686
Net value change ($000)
+660,739 (1.5%)
New positions
628
Sold out positions
522
Turnover %
26.2%
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)
LLY 230,336 NEW
PYPL 230,085 NEW
CVX 227,926 16085.1%
UPST 220,328 NEW
CSCO 219,761 7086.8%
MA 198,821 889.0%
DHR 185,702 NEW
A 181,735 NEW
FTNT 180,034 3668.9%
GE 179,329 NEW
Top Reduces (Value $000, Stocks/ETFs)
ROKU -272,500 -97.5%
PFE -231,801 -100.0%
XYZ -224,727 -89.9%
TGT -220,275 -95.4%
TJX -214,388 -100.0%
SPY -190,212 -53.9%
CNI -188,587 -82.8%
SBUX -178,193 -76.8%
FUTU -176,650 -96.9%
AMD -168,802 -96.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,389,418 (16.5% 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.
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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