TWO SIGMA SECURITIES LLC
Q1 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
-6.2%
Holdings
1,076
Top-10 concentration
9.8%
Key People
Named on the latest Form 13-F filing — not necessarily an owner
Carl Vallese
Chief Compliance Officer
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Q1 2022 13F record
Q1 2022 13F filing summary
| Period of report | March 31, 2022 |
|---|---|
| Filed | May 16, 2022 |
| Form | 13F-HR |
| Reported value | $2.8B |
| Positions | 1,076 |
| Change in reported value | +23.6% |
| New positions | 615 |
| Exited positions | 545 |
| Position turnover | 71.6% |
| Top-10 concentration | 9.8% |
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 · Q1 2022
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | AAPL C APPLE INC | $45.5M | 1.6% |
| 2 | MSFT C MICROSOFT CORP | $41.3M | 1.45% |
| 3 | TSLA C TESLA INC | $29.4M | 1.04% |
| 4 | MSFT P MICROSOFT CORP | $29.0M | 1.02% |
| 5 | NVDA C NVIDIA CORPORATION | $27.8M | 0.98% |
| 6 | AAPL P APPLE INC | $24.5M | 0.86% |
| 7 | AMZN P AMAZON COM INC | $23.5M | 0.83% |
| 8 | GOOGL C ALPHABET INC | $23.4M | 0.82% |
| 9 | TSLA P TESLA INC | $16.8M | 0.59% |
| 10 | ZM P ZOOM VIDEO COMMUNICATIONS IN | $16.2M | 0.57% |
| 11 | AMZN C AMAZON COM INC | $15.3M | 0.54% |
| 12 | GOOGL P ALPHABET INC | $15.3M | 0.54% |
| 13 | COST C COSTCO WHSL CORP NEW | $15.2M | 0.54% |
| 14 | NVDA P NVIDIA CORPORATION | $14.9M | 0.52% |
| 15 | COST P COSTCO WHSL CORP NEW | $14.4M | 0.51% |
| 16 | AMD C ADVANCED MICRO DEVICES INC | $14.3M | 0.5% |
| 17 | META C META PLATFORMS INC | $14.2M | 0.5% |
| 18 | HD P HOME DEPOT INC | $14.1M | 0.5% |
| 19 | PFE P PFIZER INC | $14.1M | 0.49% |
| 20 | MRK P MERCK & CO INC | $13.9M | 0.49% |
Values as reported on the Q1 2022 Form 13F. Every position is in the holdings table below.