The Data Step 2 (DS2) procedure affords the first opportunity for developers to build custom, multithreaded processes in Base SAS®. Multithreaded processing debuted in SAS 9, when built-in procedures such as SORT, SQL, and MEANS were threaded to reduce runtime. Despite this advancement, and in contrast with languages such as Java and Python, SAS 9 still did not provide developers the ability to create custom, multithreaded processes. This limitation was overcome in SAS 9.4 with the introduction of the DS2 procedure—a threaded, object-oriented version of the DATA step. However, because DS2 relies on methods and packages (neither of which have been previously available in Base SAS), both DS2 instruction and literature have predominantly fixated on these object-oriented aspects rather than DS2 multithreading. This text, rather, focuses squarely on DS2 multithreading and compares the performance and efficiency of multithreaded processes with functionally equivalent single-threaded DATA steps and with asynchronous multiprocessing.