TWO SIGMA SECURITIES LLC
Q3 2021 Form 13-F
NEW YORK, NEW YORK
CIK 0001450144
· Institutional investment manager
$3.4B Reported Value Total
Reported value
$3.4B
Quarter over quarter
-1.6%
Holdings
818
Top-10 concentration
36.3%
Key People
Named on the latest Form 13-F filing — not necessarily an owner
Carl Vallese
Chief Compliance Officer
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Q3 2021 13F record
Q3 2021 13F filing summary
| Period of report | September 30, 2021 |
|---|---|
| Filed | November 15, 2021 |
| Form | 13F-HR |
| Reported value | $3.4B |
| Positions | 818 |
| Change in reported value | +2.6% |
| New positions | 510 |
| Exited positions | 368 |
| Position turnover | 74.0% |
| Top-10 concentration | 36.3% |
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 · Q3 2021
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | TSLA P TESLA INC | $795.3M | 23.32% |
| 2 | SPY P SPDR S&P 500 ETF TR | $92.9M | 2.72% |
| 3 | AMZN P AMAZON COM INC | $60.8M | 1.78% |
| 4 | QQQ P INVESCO QQQ TR | $51.4M | 1.51% |
| 5 | AMZN C AMAZON COM INC | $50.3M | 1.47% |
| 6 | QQQ C INVESCO QQQ TR | $49.9M | 1.46% |
| 7 | SPY C SPDR S&P 500 ETF TR | $48.6M | 1.42% |
| 8 | IWM P ISHARES TR | $35.8M | 1.05% |
| 9 | IWM C ISHARES TR | $27.5M | 0.8% |
| 10 | MSFT C MICROSOFT CORP | $26.6M | 0.78% |
| 11 | DIA P SPDR DOW JONES INDL AVERAGE | $24.8M | 0.73% |
| 12 | GOOGL P ALPHABET INC | $24.6M | 0.72% |
| 13 | GOOGL C ALPHABET INC | $24.3M | 0.71% |
| 14 | GOOG C ALPHABET INC | $21.6M | 0.63% |
| 15 | TSLA C TESLA INC | $21.1M | 0.62% |
| 16 | META C FACEBOOK INC | $18.4M | 0.54% |
| 17 | GOOG P ALPHABET INC | $18.4M | 0.54% |
| 18 | XLK C SELECT SECTOR SPDR TR | $17.6M | 0.52% |
| 19 | SPY SPDR S&P 500 ETF TR | $16.7M | 0.49% |
| 20 | AAPL C APPLE INC | $16.3M | 0.48% |
Values as reported on the Q3 2021 Form 13F. Every position is in the holdings table below.