TWO SIGMA INVESTMENTS, LP

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
2,444
Total value ($000)
$30,298,817
Net value change ($000)
-3,584,367 (-10.6%)
New positions
606
Sold out positions
737
Turnover %
34.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
META 248,564 NEW
ORCL 235,838 NEW
MSFT 233,132 NEW
BAC 212,011 1627.1%
AMZN 170,813 256.2%
QQQ 170,078 111.5%
NEM 169,789 1054.9%
SCHW 168,723 12619.5%
ISRG 161,893 951.2%
NVDA 155,470 189.2%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -259,655 -100.0%
MRK -239,823 -98.4%
SPGI -233,062 -100.0%
C -224,855 -99.5%
WMT -211,158 -100.0%
OXY -201,654 -73.7%
DDOG -186,233 -79.6%
AMD -181,495 -100.0%
X -170,113 -88.1%
QCOM -168,712 -75.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 558,850 (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