TWO SIGMA INVESTMENTS, LP

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
2,432
Total value ($000)
$29,425,508
Net value change ($000)
-873,309 (-2.9%)
New positions
590
Sold out positions
580
Turnover %
24.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

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 235,387 NEW
GOOGL 210,257 NEW
GSK 210,059 NEW
ACN 185,316 2616.3%
C 175,806 15234.5%
KO 169,838 NEW
PBR 161,666 NEW
NKE 141,410 377.9%
CL 138,199 436.5%
EXE 135,396 NEW
Top Reduces (Value $000, Stocks/ETFs)
NFLX -230,900 -99.7%
AMZN -228,037 -96.0%
BAC -225,041 -100.0%
AVGO -212,484 -100.0%
PYPL -206,832 -85.7%
BMY -196,442 -88.3%
NVDA -168,872 -71.1%
SCHW -168,405 -99.0%
NEM -126,756 -68.2%
CARR -118,667 -95.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 551,041 (1.9% 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