TWO SIGMA INVESTMENTS, LP

Q4 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
2,767
Total value ($000)
$31,850,404
Net value change ($000)
+2,424,896 (8.2%)
New positions
786
Sold out positions
481
Turnover %
22.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMZN 229,100 2425.6%
PYPL 204,685 593.5%
COR 175,718 1754.9%
AMD 167,154 209.5%
YUM 152,040 NEW
BAX 148,239 552.6%
TLT 139,384 NEW
EW 134,163 141.6%
CRM 130,356 251.0%
CCL 129,418 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -266,693 -76.0%
JPM -225,672 -100.0%
GSK -190,451 -90.7%
NKE -178,830 -100.0%
ACN -178,011 -92.5%
PG -171,851 -73.3%
META -165,590 -70.8%
PBR -160,035 -99.0%
AVGO -156,082 -100.0%
ABT -149,749 -93.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 861,319 (2.7% 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