TWO SIGMA ADVISERS, LP

Q3 2022 13F-HR Detailed Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
2,518
Total value ($000)
$34,543,490
Net value change ($000)
-707,958 (-2.0%)
New positions
240
Sold out positions
341
Turnover %
5.1%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q2 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)
ENPH 364,554 1250.6%
TSM 188,644 394.3%
PG 153,022 366.5%
ABNB 144,936 107.5%
JPM 133,259 45.3%
GSK 132,771 NEW
ACN 126,411 279.1%
JNJ 126,187 32.9%
INTC 125,918 47.6%
TSLA 121,076 35.1%
Top Reduces (Value $000, Stocks/ETFs)
OXY -294,072 -90.3%
NFLX -290,696 -87.8%
PYPL -219,069 -58.3%
CHTR -186,635 -50.4%
BMY -145,900 -40.2%
SPGI -145,099 -100.0%
MRK -132,982 -36.8%
DDOG -131,036 -66.3%
CTXS -120,112 -100.0%
LLY -105,160 -78.7%
Instrument mix + QoQ Δ (ex-options)
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 TWO SIGMA ABSOLUTE RETURN PORTFOLIO, LLC 028-15367
2 TWO SIGMA ACTIVE EXTENSION U.S. ALL CAP EQUITY PORTFOLIO, LLC 028-15404
3 Two Sigma Active Extension U.S. Small Cap Equity Fund, LP 028-15364
4 Two Sigma Macro Portfolio, LLC 028-16751
5 Two Sigma World Core Fund, LP 028-17350
6 Two Sigma Equity Risk Premia Portfolio, LLC 028-17346