TWO SIGMA SECURITIES LLC
Q2 2022 Form 13-F
NEW YORK, NEW YORK
CIK 0001450144
· Institutional investment manager
$2.8B Reported Value Total
Reported value
$2.8B
Quarter over quarter
-16.0%
Holdings
1,188
Top-10 concentration
9.7%
Key People
Named on the latest Form 13-F filing — not necessarily an owner
Carl Vallese
Chief Compliance Officer
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Q2 2022 13F record
Q2 2022 13F filing summary
| Period of report | June 30, 2022 |
|---|---|
| Filed | August 15, 2022 |
| Form | 13F-HR |
| Reported value | $2.8B |
| Positions | 1,188 |
| Change in reported value | -0.6% |
| New positions | 690 |
| Exited positions | 574 |
| Position turnover | 71.7% |
| Top-10 concentration | 9.7% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q2 2026 13F
Filed Aug 14, 2026
|
1,668 | $1.2B |
|
Q1 2026 13F
Filed May 15, 2026
|
1,599 | $860.9M |
|
Q4 2025 13F
Filed Feb 17, 2026
|
1,421 | $727.8M |
|
Q3 2025 13F
Filed Nov 14, 2025
|
1,327 | $678.0M |
|
Q2 2025 13F
Filed Aug 14, 2025
|
1,437 | $810.7M |
|
Q1 2025 13F
Filed May 15, 2025
|
1,385 | $659.4M |
|
Q4 2024 13F
Filed Feb 14, 2025
|
1,356 | $754.5M |
|
Q3 2024 13F
Filed Nov 14, 2024
|
1,520 | $5.9B |
|
Q2 2024 13F
Filed Aug 14, 2024
|
1,485 | $8.3B |
|
Q1 2024 13F
Filed May 15, 2024
|
1,381 | $10.4B |
|
Q4 2023 13F
Filed Feb 14, 2024
|
1,398 | $10.3B |
|
Q3 2023 13F
Filed Nov 14, 2023
|
1,322 | $9.4B |
|
Q2 2023 13F
Filed Aug 14, 2023
|
1,203 | $6.7B |
|
Q1 2023 13F
Filed May 15, 2023
|
1,279 | $5.0B |
|
Q4 2022 13F
Filed Feb 14, 2023
|
1,309 | $3.3B |
|
Q3 2022 13F
Filed Nov 14, 2022
|
1,314 | $3.3B |
|
Q2 2022 13F
Filed Aug 15, 2022
|
1,188 | $2.8B |
|
Q1 2022 13F
Filed May 16, 2022
|
1,076 | $2.8B |
|
Q4 2021 13F
Filed Feb 14, 2022
|
1,006 | $2.3B |
|
Q3 2021 13F
Filed Nov 15, 2021
|
818 | $3.4B |
27 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q2 2022
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | AAPL C APPLE INC | $45.4M | 1.61% |
| 2 | MSFT C MICROSOFT CORP | $36.9M | 1.31% |
| 3 | ABBV C ABBVIE INC | $27.9M | 0.99% |
| 4 | AMD C ADVANCED MICRO DEVICES INC | $24.8M | 0.88% |
| 5 | PYPL P PAYPAL HLDGS INC | $24.1M | 0.85% |
| 6 | NVDA P NVIDIA CORPORATION | $24.0M | 0.85% |
| 7 | MRNA P MODERNA INC | $23.6M | 0.84% |
| 8 | NVDA C NVIDIA CORPORATION | $22.6M | 0.8% |
| 9 | AAPL P APPLE INC | $21.9M | 0.78% |
| 10 | MSFT P MICROSOFT CORP | $21.7M | 0.77% |
| 11 | MU P MICRON TECHNOLOGY INC | $21.2M | 0.75% |
| 12 | AMZN C AMAZON COM INC | $21.2M | 0.75% |
| 13 | ABBV P ABBVIE INC | $21.0M | 0.74% |
| 14 | INTC C INTEL CORP | $20.6M | 0.73% |
| 15 | MU C MICRON TECHNOLOGY INC | $20.2M | 0.71% |
| 16 | AMD P ADVANCED MICRO DEVICES INC | $19.4M | 0.69% |
| 17 | PYPL C PAYPAL HLDGS INC | $18.5M | 0.65% |
| 18 | IBM C INTERNATIONAL BUSINESS MACHS | $18.1M | 0.64% |
| 19 | AA P ALCOA CORP | $17.5M | 0.62% |
| 20 | TSM P TAIWAN SEMICONDUCTOR MFG LTD | $17.2M | 0.61% |
Values as reported on the Q2 2022 Form 13F. Every position is in the holdings table below.