TWO SIGMA INVESTMENTS, LP

Q1 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
2,540
Total value ($000)
$33,883,184
Net value change ($000)
-12,926,811 (-27.6%)
New positions
656
Sold out positions
671
Turnover %
35.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
OXY 260,945 2048.1%
CSCO 223,116 NEW
JPM 192,547 780.4%
AAPL 186,029 824.0%
TSM 179,676 1167.0%
PEP 155,703 NEW
X 151,613 364.8%
ADBE 150,353 NEW
T 144,985 NEW
DOCU 143,096 909.3%
Top Reduces (Value $000, Stocks/ETFs)
PFE -271,071 -100.0%
MSFT -266,722 -100.0%
CP -255,404 -100.0%
TMO -226,251 -100.0%
KO -216,289 -78.9%
TWTR -211,635 -95.1%
LOW -192,173 -100.0%
BX -186,091 -100.0%
IHS Markit Ltd. -185,089 -100.0%
DXCM -183,567 -95.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 602,720 (1.8% 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