TUDOR INVESTMENT CORP ET AL

Q1 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
1,014
Total value ($000)
$1,116,600
Net value change ($000)
-1,112,905 (-49.9%)
New positions
389
Sold out positions
483
Turnover %
93.4%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 2019
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)
RTX 24,299 NEW
LEGG MASON, INC. 18,074 1450.6%
TD AMERITRADE HOLDING CORP 9,934 1353.4%
CYPRESS SEMICONDUCTOR CORP /DE/ 8,162 NEW
E TRADE FINANCIAL CORP 7,515 80.8%
GRIZZLY MERGER SUB 1, LLC 7,415 NEW
PYPL 5,115 NEW
AAPL 4,937 NEW
MSFT 4,718 213.5%
MAA 4,413 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -50,895 -76.4%
CAESARS HOLDINGS, INC. -32,753 -99.7%
Audentes Therapeutics, Inc. -27,029 -100.0%
TIFFANY & CO -21,325 -98.5%
IBERIABANK CORP -19,796 -100.0%
EBAY -15,511 -96.5%
XLF -15,351 -97.5%
MPC -14,101 -93.5%
InterXion Holding N.V. -12,118 -100.0%
EW -11,636 -95.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 100,262 (9.0% 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