TWO SIGMA INVESTMENTS, LP

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
4,189
Total value ($000)
$46,809,995
Net value change ($000)
+2,064,309 (4.6%)
New positions
686
Sold out positions
640
Turnover %
23.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
PFE 271,071 NEW
AMD 268,747 4910.4%
NET 234,288 NEW
NVDA 229,849 1985.9%
TMO 226,251 NEW
REGN 201,177 6559.4%
DXCM 187,697 3385.6%
BX 180,425 3184.3%
COP 176,808 29866.2%
MCD 173,798 NEW
Top Reduces (Value $000, Stocks/ETFs)
CSCO -222,862 -100.0%
LRCX -219,188 -100.0%
ADI -187,564 -100.0%
PM -184,725 -85.6%
VZ -178,475 -100.0%
VRTX -174,077 -100.0%
T -172,663 -100.0%
MO -169,928 -100.0%
MDLZ -166,854 -73.4%
SNAP -156,523 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 6,055,226 (12.9% 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