TWO SIGMA INVESTMENTS LP
Q3 2022 Form 13-F
NEW YORK, NEW YORK
CIK 0001179392
· CRD 137137
· SEC-registered investment adviser
Consolidated report · includes
13 managers
since Q2 2013
$29.4B Reported Value Total
TWO SIGMA INVESTMENTS, LP reports 17 total accounts under management (AUM). There are 17 discretionary accounts valued at $81,175,371,804, and 0 non-discretionary accounts.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
90 funds
· $334.7B gross asset value
Hedge Fund: $334.3B · Venture Capital Fund: $195.6M · Other: $146.1M
Source: Form ADV filed 2026-03-31
Reported value
$29.4B
Quarter over quarter
-4.5%
Holdings
2,363
Top-10 concentration
8.9%
Reports holdings for
- TWO SIGMA EQUITY PORTFOLIO LLC · File #028-10704 · since Q2 2013
- TWO SIGMA SPECTRUM PORTFOLIO LLC · File #028-11144 · since Q2 2013
- TWO SIGMA HORIZON PORTFOLIO LLC · File #028-15356 · since Q1 2015
- Two Sigma Active Extension U S Small Cap Equity Fund LP · File #028-15364 · since Q1 2026 · declared by one filing
- TWO SIGMA ACTIVE EXTENSION U S ALL CAP EQUITY PORTFOLIO LLC · File #028-15404 · since Q1 2026 · declared by one filing
- TWO SIGMA ABSOLUTE RETURN PORTFOLIO LLC · File #028-15367 · since Q1 2026 · declared by one filing
- Two Sigma Futures Portfolio LLC · File #028-16011 · since Q4 2013
- Two Sigma World Core Fund LP · File #028-17350 · since Q1 2026 · declared by one filing
- Two Sigma Equity Risk Premia Portfolio LLC · File #028-17346 · since Q1 2026 · declared by one filing
- Two Sigma Equity Spectrum Portfolio LLC · File #028-20138 · since Q4 2019
- Two Sigma Navigator Portfolio LLC · File #028-23021 · since Q4 2022
- Two Sigma Blazar Portfolio LLC · File #028-23019 · since Q4 2022
- Two Sigma Venus Portfolio, LLC (not a 13F filer in our records) · File #028-26707 · since Q1 2026 · declared by one filing
- Two Sigma Venus Portfolio, LLC (not a 13F filer in our records) · Q4 2025 – Q4 2025 · declared by one filing
- Two Sigma Discovery Portfolio, LLC (not a 13F filer in our records) · File #028-17336 · Q4 2015 – Q3 2022
- TWO SIGMA OPTIONS PORTFOLIO, LLC (not a 13F filer in our records) · Q4 2015 – Q4 2015 · declared by one filing
- Two Sigma Jupiter Portfolio, LLC (not a 13F filer in our records) · File #028-13823 · Q2 2013 – Q3 2014
Key People
Form ADV owners & control persons
John Albert Overdeck
TRUSTEE OF JOHN A. OVERDECK REVOCABLE TRUST
David Mark Siegel
TRUSTEE OF DAVID M. SIEGEL REVOCABLE TRUST
Geoffrey P Duncombe
CO-CHIEF INVESTMENT OFFICER
Filing Navigation
Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.
13F Metrics
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Q3 2022 13F record
Q3 2022 13F filing summary
| Period of report | September 30, 2022 |
|---|---|
| Filed | November 14, 2022 |
| Form | 13F-HR |
| Reported value | $29.4B |
| Positions | 2,363 |
| Change in reported value | -2.9% |
| New positions | 594 |
| Exited positions | 587 |
| Position turnover | 40.0% |
| Top-10 concentration | 8.9% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q2 2026 13F
Filed Aug 14, 2026
|
3,822 | $138.1B |
|
Q1 2026 13F
Filed May 15, 2026
|
3,593 | $123.9B |
|
Q4 2025 13F
Filed Feb 17, 2026
|
3,356 | $70.9B |
|
Q3 2025 13F
Filed Nov 14, 2025
|
3,272 | $67.2B |
|
Q2 2025 13F
Filed Aug 14, 2025
|
3,024 | $56.5B |
|
Q1 2025 13F
Filed May 15, 2025
|
3,033 | $46.8B |
|
Q4 2024 13F
Filed Feb 14, 2025
|
3,022 | $45.9B |
|
Q3 2024 13F
Filed Nov 14, 2024
|
2,970 | $45.6B |
|
Q2 2024 13F
Filed Aug 14, 2024
|
2,862 | $43.9B |
|
Q1 2024 13F
Filed May 15, 2024
|
2,869 | $42.6B |
|
Q4 2023 13F
Filed Feb 14, 2024
|
2,981 | $43.5B |
|
Q3 2023 13F
Filed Nov 14, 2023
|
2,809 | $37.2B |
|
Q2 2023 13F
Filed Aug 14, 2023
|
2,848 | $39.9B |
|
Q1 2023 13F
Filed May 15, 2023
|
2,814 | $35.0B |
|
Q4 2022 13F
Filed Feb 14, 2023
|
2,681 | $31.9B |
|
Q3 2022 13F
Filed Nov 14, 2022
|
2,363 | $29.4B |
|
Q2 2022 13F
Filed Aug 15, 2022
|
2,355 | $30.3B |
|
Q1 2022 13F
Filed May 16, 2022
|
2,484 | $33.9B |
|
Q4 2021 13F
Filed Feb 14, 2022
|
2,498 | $46.8B |
|
Q3 2021 13F
Filed Nov 15, 2021
|
2,452 | $44.7B |
33 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q3 2022
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | QQQ INVESCO QQQ TR | $355.6M | 1.21% |
| 2 | SPY SPDR S&P 500 ETF TR | $350.8M | 1.19% |
| 3 | V VISA INC | $248.4M | 0.84% |
| 4 | MSFT MICROSOFT CORP | $248.3M | 0.84% |
| 5 | ADBE ADOBE SYSTEMS INCORPORATED | $240.4M | 0.82% |
| 6 | ENPH ENPHASE ENERGY INC | $235.4M | 0.8% |
| 7 | INTC INTEL CORP | $235.3M | 0.8% |
| 8 | PG PROCTER AND GAMBLE CO | $234.3M | 0.8% |
| 9 | META META PLATFORMS INC | $234.0M | 0.8% |
| 10 | TSM TAIWAN SEMICONDUCTOR MFG LTD | $226.5M | 0.77% |
| 11 | JPM JPMORGAN CHASE & CO | $225.7M | 0.77% |
| 12 | CSCO CISCO SYS INC | $225.5M | 0.77% |
| 13 | ABNB AIRBNB INC | $221.0M | 0.75% |
| 14 | GILD GILEAD SCIENCES INC | $219.7M | 0.75% |
| 15 | JNJ JOHNSON & JOHNSON | $216.9M | 0.74% |
| 16 | GOOGL ALPHABET INC | $210.3M | 0.71% |
| 17 | GSK GSK PLC | $210.1M | 0.71% |
| 18 | AMGN AMGEN INC | $209.7M | 0.71% |
| 19 | CSX CSX CORP | $201.0M | 0.68% |
| 20 | UNP UNION PAC CORP | $196.1M | 0.67% |
Values as reported on the Q3 2022 Form 13F. Every position is in the holdings table below.