Two Sigma Securities

Latest statistics and disclosures from Two Sigma Securities's latest quarterly 13F-HR filing:

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Positions held by TWO SIGMA SECURITIES consolidated in one spreadsheet with up to 7 years of data

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Portfolio Holdings for Two Sigma Securities

Companies in the Two Sigma Securities portfolio as of the December 2020 quarterly 13F filing

Two Sigma Securities has 1030 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tesla Motors (TSLA) 21.3 $901M -17% 1.3M 705.44
Spdr S&p 500 Etf Tr Tr Unit (SPY) 10.4 $437M -64% 1.2M 373.80
Invesco Qqq Tr Unit Ser 1 (QQQ) 7.4 $313M -60% 997k 313.70
Ishares Tr Russell 2000 Etf (IWM) 4.3 $181M -42% 922k 195.91
Amazon (AMZN) 2.6 $111M -26% 34k 3257.00
Spdr Dow Jones Indl Average Ut Ser 1 (DIA) 2.4 $100M +113% 328k 305.76
Apple (AAPL) 1.8 $77M -19% 583k 132.65
Alphabet Cap Stk Cl C (GOOG) 1.2 $50M -2% 29k 1751.28
Alphabet Cap Stk Cl A (GOOGL) 1.1 $45M -38% 26k 1750.00
Select Sector Spdr Tr Technology (XLK) 1.0 $41M 318k 129.99
Microsoft Corporation Call Option (MSFT) 1.0 $41M +52% 184k 222.42
Pg&e Corp Unit 99/99/9999 (PCGU) 0.9 $40M +14% 322k 122.84
United States Steel Corporation Call Option (X) 0.8 $35M 2.1M 16.77
Facebook Cl A (FB) 0.7 $30M +2% 111k 273.20

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Alibaba Group Hldg Sponsored Ads (BABA) 0.7 $30M +47% 128k 232.74
Select Sector Spdr Tr Energy Call Option (XLE) 0.7 $29M +4% 756k 37.90
Select Sector Spdr Tr Sbi Int-finl (XLF) 0.6 $26M +71% 896k 29.48
Spdr Gold Tr Gold Shs Call Option (GLD) 0.6 $26M -52% 147k 178.36
Nextera Energy Unit 09/01/2022s (NEE.PO) 0.6 $25M 422k 59.20
JPMorgan Chase & Co. Call Option (JPM) 0.6 $24M +25% 186k 127.07
Assurant Put Option (AIZ) 0.5 $23M 166k 136.22
Ishares Tr Iboxx Hi Yd Etf (HYG) 0.5 $22M +7% 252k 87.17
NVIDIA Corporation (NVDA) 0.5 $21M -54% 40k 522.19
Sea Sponsord Ads Call Option (SE) 0.5 $20M -6% 102k 198.75
United States Stl Corp Note 5.000%11/0 (Principal) 0.5 $20M NEW 13M 1.50
Wal-Mart Stores (WMT) 0.5 $19M +367% 134k 144.09
Mastercard Incorporated Cl A Call Option (MA) 0.5 $19M +79% 53k 356.95
Danaher Corporation (DHR) 0.4 $18M +3% 81k 222.40
Nuance Communications DBCV 1.000%12/1 (Principal) 0.4 $17M +274% 9.4M 1.86
Ishares Tr 20 Yr Tr Bd Etf (TLT) 0.4 $17M -2% 108k 157.73
Walt Disney Company (DIS) 0.4 $17M +61% 93k 181.27
Becton, Dickinson and (BDX) 0.4 $17M +236% 67k 250.22
Intel Corporation (INTC) 0.4 $16M +135% 328k 49.80
Nextera Energy Call Option (NEE) 0.4 $16M +106% 211k 77.15
Ishares Silver Tr Ishares (SLV) 0.4 $16M -39% 647k 24.56
Netflix (NFLX) 0.4 $16M -18% 29k 540.65
Baidu Spon Adr Rep A (BIDU) 0.4 $16M +464% 72k 216.40
Pfizer Call Option (PFE) 0.4 $15M +268% 414k 36.81
Visa Com Cl A Call Option (V) 0.4 $15M +45% 69k 218.73
Istar Note 3.125% 9/1 (Principal) 0.4 $15M +18% 13M 1.18
Dick's Sporting Goods Call Option (DKS) 0.3 $14M 246k 56.14
Costco Wholesale Corporation Call Option (COST) 0.3 $14M -46% 37k 376.80
Chipotle Mexican Grill (CMG) 0.3 $13M -33% 9.6k 1387.23
Johnson & Johnson (JNJ) 0.3 $13M +102% 84k 157.44
Select Sector Spdr Tr Sbi Cons Discr Call Option (XLY) 0.3 $13M +22% 81k 160.77
Sea Note 1.000%12/0 (Principal) 0.3 $12M NEW 3.0M 3.95
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.3 $12M +145% 104k 113.42
Citigroup Com New (C) 0.3 $11M +118% 183k 61.67
Adobe Systems Incorporated (ADBE) 0.3 $11M -55% 22k 500.00
Verizon Communications (VZ) 0.3 $11M +1109% 185k 58.76
Morgan Stanley Com New (MS) 0.2 $10M +142% 148k 68.54
FedEx Corporation (FDX) 0.2 $10M -8% 39k 259.67
Home Depot (HD) 0.2 $10M -25% 38k 265.75
Cisco Systems (CSCO) 0.2 $10M +353% 224k 44.76
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.2 $10M +79% 159k 62.71
Dominion Resources (D) 0.2 $9.9M +45% 132k 75.20
Ishares Tr Msci Emg Mkt Etf Call Option (EEM) 0.2 $9.7M -14% 189k 51.66
McDonald's Corporation (MCD) 0.2 $9.7M +76% 45k 214.56
Exxon Mobil Corporation (XOM) 0.2 $9.6M +171% 233k 41.14
salesforce (CRM) 0.2 $9.4M 42k 222.46
Paypal Holdings Call Option (PYPL) 0.2 $9.3M -4% 40k 234.19
Intuitive Surgical Com New (ISRG) 0.2 $9.2M -5% 11k 819.37
Advanced Micro Devices Call Option (AMD) 0.2 $8.8M +15% 96k 91.71
Cme (CME) 0.2 $8.6M -11% 47k 182.06
Bank of America Corporation (BAC) 0.2 $8.6M -8% 283k 30.31
Merck & Co (MRK) 0.2 $8.4M +309% 102k 81.84
Sempra Energy (SRE) 0.2 $8.2M +5% 65k 127.32
Ishares Tr Msci Eafe Etf Call Option (EFA) 0.2 $8.2M -51% 113k 72.96
Dupont De Nemours (DD) 0.2 $8.0M +210% 112k 71.11
Pepsi (PEP) 0.2 $7.9M +59% 53k 148.25
Abbvie Call Option (ABBV) 0.2 $7.7M +169% 72k 107.16
At&t Call Option (T) 0.2 $7.6M +65% 266k 28.76
Goldman Sachs (GS) 0.2 $7.5M -17% 28k 263.93
Micron Technology (MU) 0.2 $7.5M +33% 100k 75.16
Boeing Company (BA) 0.2 $7.4M +14% 35k 214.44
Booking Holdings (BKNG) 0.2 $7.4M -16% 3.3k 2227.91
UnitedHealth (UNH) 0.2 $7.3M -18% 21k 351.12
Select Sector Spdr Tr Sbi Int-inds Call Option (XLI) 0.2 $7.3M +23% 82k 88.54
Southern Company Call Option (SO) 0.2 $7.1M +5% 115k 61.43
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.2 $7.0M +103% 30k 231.99
Caterpillar (CAT) 0.2 $7.0M +19% 38k 181.90
Ishares Tr China Lg-cap Etf (FXI) 0.2 $6.9M +69% 149k 46.44
Astrazeneca Sponsored Adr Call Option (AZN) 0.2 $6.8M +2255% 137k 49.99
Wells Fargo & Company (WFC) 0.2 $6.8M +140% 226k 30.18
Burlington Stores Put Option (BURL) 0.2 $6.7M -14% 26k 261.56
Lockheed Martin Corporation (LMT) 0.2 $6.7M +34% 19k 355.08
Roku Com Cl A Call Option (ROKU) 0.2 $6.6M -38% 20k 332.02
American Express Company (AXP) 0.2 $6.5M +201% 54k 120.86
Canadian Solar Call Option (CSIQ) 0.2 $6.5M +12% 127k 51.24
Nike CL B Call Option (NKE) 0.2 $6.5M -12% 46k 141.46
Ishares Tr Nasdaq Biotech Call Option (IBB) 0.2 $6.4M +88% 43k 151.47
Starbucks Corporation (SBUX) 0.2 $6.3M 59k 107.20
Fortive Call Option (FTV) 0.1 $6.2M 87k 70.82
Ishares Tr Trans Avg Etf Call Option (IYT) 0.1 $6.1M +162% 28k 220.71
Chevron Corporation (CVX) 0.1 $6.1M +352% 72k 84.32
General Motors Company Call Option (GM) 0.1 $6.1M -24% 145k 41.64
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.1 $5.9M +5% 274k 21.66
Spdr Ser Tr S&p Biotech (XBI) 0.1 $5.9M +36% 42k 140.85
Raytheon Technologies Corp (RTX) 0.1 $5.9M +210% 82k 71.57
Coca-Cola Company Call Option (KO) 0.1 $5.9M +186% 107k 54.84
Square Cl A Call Option (SQ) 0.1 $5.9M -46% 27k 217.66
Guess? Put Option (GES) 0.1 $5.8M 255k 22.62
Procter & Gamble Company (PG) 0.1 $5.6M -39% 40k 139.08
Lululemon Athletica (LULU) 0.1 $5.6M -3% 16k 348.14
Bristol Myers Squibb (BMY) 0.1 $5.6M +92% 90k 62.02
Abbott Laboratories (ABT) 0.1 $5.5M +58% 50k 109.51
Vaneck Vectors Etf Tr Semiconductor Et (SMH) 0.1 $5.4M -29% 25k 218.49
Qualcomm Call Option (QCOM) 0.1 $5.4M -32% 35k 152.33
Twitter (TWTR) 0.1 $5.2M +127% 95k 54.19
Comcast Corp Cl A Call Option (CMCSA) 0.1 $5.2M +123% 99k 52.40
General Electric Company (GE) 0.1 $5.1M -21% 470k 10.81
American Elec Pwr Unit 08/15/2025 (AEPPZ) 0.1 $5.1M 100k 50.63
International Business Machines (IBM) 0.1 $5.0M +18% 40k 125.76
Gilead Sciences Call Option (GILD) 0.1 $5.0M +219% 86k 58.25
United Parcel Service CL B Call Option (UPS) 0.1 $5.0M +15% 30k 168.40
Domino's Pizza (DPZ) 0.1 $5.0M -8% 13k 383.55
Oracle Corporation (ORCL) 0.1 $4.9M +75% 77k 64.68
Ishares Tr U.s. Real Es Etf Call Option (IYR) 0.1 $4.9M +778% 57k 85.66
Snap Cl A Call Option (SNAP) 0.1 $4.8M +89% 97k 50.07
Walgreen Boots Alliance Call Option (WBA) 0.1 $4.8M +1064% 120k 39.88
CVS Caremark Corporation Call Option (CVS) 0.1 $4.7M +29% 69k 68.31
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.1 $4.7M +9% 70k 67.39
Target Corporation Call Option (TGT) 0.1 $4.7M -11% 26k 176.55
Shopify Cl A Call Option (SHOP) 0.1 $4.4M -26% 3.9k 1131.88
Amgen Call Option (AMGN) 0.1 $4.4M -18% 19k 229.89
Twilio Cl A Call Option (TWLO) 0.1 $4.3M -26% 13k 338.50
Regeneron Pharmaceuticals (REGN) 0.1 $4.3M +109% 8.9k 483.05
Spdr Ser Tr S&p Oilgas Exp Call Option (XOP) 0.1 $4.2M 72k 58.50
American Electric Power Company (AEP) 0.1 $4.2M -46% 50k 83.27
Altria Call Option (MO) 0.1 $4.2M +1785% 102k 41.00
Spdr S&p Midcap 400 Etf Tr Utser1 S&pdcrp (MDY) 0.1 $4.1M +157% 9.9k 419.82
United Sts Oil Units Call Option (USO) 0.1 $4.0M -30% 121k 33.00
Norwegian Cruise Line Hldg L SHS (NCLH) 0.1 $4.0M +24% 157k 25.44
Broadcom Call Option (AVGO) 0.1 $3.9M -15% 9.0k 437.74
Eli Lilly & Co. (LLY) 0.1 $3.8M +141% 23k 169.12
Qts Rlty Tr Com Cl A Put Option (QTS) 0.1 $3.7M 60k 61.88
Deere & Company (DE) 0.1 $3.7M -16% 14k 269.09
Jd.com Spon Adr Cl A (JD) 0.1 $3.7M +67% 42k 87.80
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.1 $3.6M +426% 72k 50.11
Spdr Ser Tr S&p Retail Etf Call Option (XRT) 0.1 $3.5M -2% 55k 64.31
Anthem Call Option (ANTM) 0.1 $3.5M -26% 11k 321.06
Thermo Fisher Scientific Call Option (TMO) 0.1 $3.5M -33% 7.5k 465.77
Best Buy (BBY) 0.1 $3.4M +215% 34k 99.65
Uber Technologies (UBER) 0.1 $3.4M +88% 66k 50.99
Accenture Plc Ireland Shs Class A Call Option (ACN) 0.1 $3.4M +67% 13k 261.27
Taiwan Semiconductor Mfg Sponsored Ads Call Option (TSM) 0.1 $3.3M +9% 31k 109.03
Freeport-mcmoran CL B (FCX) 0.1 $3.3M +244% 127k 26.01
Vanguard Scottsdale Fds Short Term Treas (VGSH) 0.1 $3.3M +255% 54k 61.60
Ishares Tr Rus 1000 Grw Etf (IWF) 0.1 $3.3M -58% 14k 241.13
CSX Corporation Call Option (CSX) 0.1 $3.3M +479% 36k 90.73
Us Bancorp Del Com New (USB) 0.1 $3.2M +52% 70k 46.62
American Airls Call Option (AAL) 0.1 $3.2M +299% 201k 15.77
Zoom Video Communications In Cl A (ZM) 0.1 $3.1M -40% 9.3k 337.23
American Eagle Outfitters Put Option (AEO) 0.1 $3.1M -17% 156k 20.07
Delta Air Lines Inc Del Com New (DAL) 0.1 $3.1M +52% 78k 40.23
Applied Materials (AMAT) 0.1 $3.1M +9% 36k 86.23
Ishares Tr Rus 1000 Etf (IWB) 0.1 $3.1M +85% 15k 211.86
Simon Property (SPG) 0.1 $3.1M +507% 36k 85.28
Barrick Gold Corp (GOLD) 0.1 $3.1M +280% 136k 22.77
Wynn Resorts (WYNN) 0.1 $3.1M -45% 27k 112.79
3M Company (MMM) 0.1 $3.0M +79% 17k 174.85
Spdr Ser Tr S&p Regl Bkg (KRE) 0.1 $3.0M -39% 57k 51.92
Medtronic SHS Call Option (MDT) 0.1 $3.0M +7% 25k 117.14
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $3.0M +142% 13k 236.21
Dollar General Call Option (DG) 0.1 $2.9M +62% 14k 210.24
Proshares Tr Ultrapro Qqq (TQQQ) 0.1 $2.9M -19% 16k 181.73
Lowe's Companies Call Option (LOW) 0.1 $2.9M -11% 18k 160.55
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.1 $2.9M +157% 80k 36.06
Servicenow Call Option (NOW) 0.1 $2.9M -51% 5.2k 550.30
Select Sector Spdr Tr Sbi Materials Call Option (XLB) 0.1 $2.9M +246% 40k 72.39
Direxion Shs Etf Tr Dly S&p500 Br 3x (SPXS) 0.1 $2.8M +109% 725k 3.91
Constellation Brands Cl A Call Option (STZ) 0.1 $2.8M -51% 13k 219.01
Expedia Group Com New (EXPE) 0.1 $2.8M +56% 21k 132.44
Ishares Tr Rus 2000 Grw Etf (IWO) 0.1 $2.7M +100% 9.6k 286.64
Palo Alto Networks Call Option (PANW) 0.1 $2.7M +71% 7.7k 355.41
Barclays Bank Ipth Sr B S&p Call Option (VXX) 0.1 $2.7M -39% 162k 16.79
Honeywell International (HON) 0.1 $2.6M -39% 12k 212.77
Ii-vi Call Option (IIVI) 0.1 $2.6M 34k 75.95
Union Pacific Corporation (UNP) 0.1 $2.6M +15% 12k 208.30
Nextera Energy Unit 99/99/9999 (NEE.PP) 0.1 $2.5M NEW 50k 50.84
Ishares Tr Core S&p500 Etf (IVV) 0.1 $2.5M -6% 6.8k 375.33
Ishares Msci Brazil Etf (EWZ) 0.1 $2.5M -26% 68k 37.09
Universal Display Corporation (OLED) 0.1 $2.5M -19% 11k 229.98
Airbnb Com Cl A 0.1 $2.5M NEW 17k 146.83
Occidental Petroleum Corporation Call Option (OXY) 0.1 $2.4M +246% 142k 17.31
Western Digital (WDC) 0.1 $2.4M +165% 44k 55.38
Discover Financial Services (DFS) 0.1 $2.4M +211% 26k 90.50
Biogen Idec (BIIB) 0.1 $2.4M +214% 9.8k 244.79
American Tower Reit Call Option (AMT) 0.1 $2.4M -35% 11k 224.53
Royal Caribbean Cruises Put Option (RCL) 0.1 $2.4M -25% 32k 74.69
Lam Research Corporation Call Option (LRCX) 0.1 $2.4M -56% 5.0k 472.19
Ishares Tr Rus 2000 Val Etf (IWN) 0.1 $2.3M +119% 18k 131.70
Ishares Tr Phlx Semicnd Etf Call Option (SOXX) 0.1 $2.3M NEW 6.1k 379.09
ConocoPhillips (COP) 0.1 $2.3M NEW 57k 40.02
Skyworks Solutions (SWKS) 0.1 $2.3M +107% 15k 152.79
Charles Schwab Corporation (SCHW) 0.1 $2.3M +403% 43k 53.06
Viacomcbs CL B Call Option (VIAC) 0.1 $2.3M NEW 61k 37.27
Proshares Tr Short S&p 500 Ne (SH) 0.1 $2.3M +129% 126k 17.97
Guess Note 2.000% 4/1 (Principal) 0.1 $2.2M -50% 2.0M 1.11
Workday Cl A (WDAY) 0.1 $2.2M +19% 9.2k 239.28
Ishares Tr S&p 100 Etf (OEF) 0.1 $2.2M -68% 13k 171.64
Nio Spon Ads (NIO) 0.1 $2.2M +171% 45k 48.72
eBay Call Option (EBAY) 0.1 $2.1M +102% 43k 50.24
stock (SPLK) 0.1 $2.1M +140% 13k 169.79
Southwest Airlines (LUV) 0.0 $2.1M +214% 45k 46.63
Philip Morris International Call Option (PM) 0.0 $2.1M NEW 25k 82.77
CarMax (KMX) 0.0 $2.1M +154% 22k 94.62
Activision Blizzard Call Option (ATVI) 0.0 $2.0M +41% 22k 92.84
BP Sponsored Adr Call Option (BP) 0.0 $2.0M +460% 99k 20.52
Spdr Ser Tr Spdr Bloomberg (BIL) 0.0 $2.0M NEW 22k 91.52
McKesson Corporation (MCK) 0.0 $2.0M +619% 12k 173.88
Las Vegas Sands Call Option (LVS) 0.0 $2.0M +95% 33k 59.59
Colgate-Palmolive Company (CL) 0.0 $2.0M NEW 23k 85.54
Kohl's Corporation Call Option (KSS) 0.0 $2.0M -34% 48k 40.70
PNC Financial Services (PNC) 0.0 $2.0M +111% 13k 149.05
Monster Beverage Corp (MNST) 0.0 $2.0M NEW 21k 92.54
Ulta Salon, Cosmetics & Fragrance Call Option (ULTA) 0.0 $2.0M -43% 6.8k 287.06
Hldgs (UAL) 0.0 $1.9M +107% 45k 43.23
Sony Corp Sponsored Adr Call Option (SNE) 0.0 $1.9M NEW 19k 101.10
Vanguard Bd Index Fds Total Bnd Mrkt (BND) 0.0 $1.9M +331% 21k 88.19
Quantumscape Corp Com Cl A Call Option 0.0 $1.9M NEW 22k 84.46
Newmont Mining Corporation Call Option (NEM) 0.0 $1.9M -29% 31k 59.88
Capital One Financial (COF) 0.0 $1.8M +106% 18k 98.88
Kkr & Co (KKR) 0.0 $1.8M NEW 44k 40.49
World Gold Tr Spdr Gld Minis (GLDM) 0.0 $1.8M -17% 94k 18.94
Vaneck Vectors Etf Tr Oil Svcs Etf (OIH) 0.0 $1.8M -9% 12k 153.76
Proshares Tr Ultshrt Qqq (QID) 0.0 $1.8M +578% 249k 7.10
iStar Financial Put Option (STAR) 0.0 $1.8M 119k 14.85
Macy's (M) 0.0 $1.8M +278% 157k 11.22
Editas Medicine Call Option (EDIT) 0.0 $1.7M NEW 25k 70.08
Equinix (EQIX) 0.0 $1.7M +45% 2.4k 714.61
Cree (CREE) 0.0 $1.7M NEW 16k 106.04
BlackRock Call Option (BLK) 0.0 $1.7M +9% 2.4k 721.43
TJX Companies (TJX) 0.0 $1.7M +103% 25k 68.19
Invesco Exch Traded Fd Tr Ii S&p500 Low Vol (SPLV) 0.0 $1.7M NEW 31k 56.22
D.R. Horton (DHI) 0.0 $1.7M +73% 25k 69.07
Pinterest Cl A (PINS) 0.0 $1.7M -33% 26k 65.85
Paychex (PAYX) 0.0 $1.7M +585% 18k 93.10
Marvell Technology Group Ord (MRVL) 0.0 $1.7M +154% 36k 47.60
Spdr Ser Tr Bloomberg Srt Tr (SJNK) 0.0 $1.7M -64% 63k 26.95
Cigna Corp (CI) 0.0 $1.7M +53% 8.1k 208.18
Etsy (ETSY) 0.0 $1.7M -5% 9.3k 177.94
Seagate Technology SHS (STX) 0.0 $1.7M +142% 27k 62.13
Vanguard Intl Equity Index F Allwrld Ex Us (VEU) 0.0 $1.6M NEW 28k 58.36
General Dynamics Corporation (GD) 0.0 $1.6M +95% 11k 148.90
Mondelez Intl Cl A (MDLZ) 0.0 $1.6M NEW 28k 58.52
Asml Holding N V N Y Registry Shs Call Option (ASML) 0.0 $1.6M NEW 3.3k 488.33
Fireeye (FEYE) 0.0 $1.6M NEW 70k 23.05
Ford Motor Company (F) 0.0 $1.6M +112% 182k 8.80
Duke Energy Corp Com New Call Option (DUK) 0.0 $1.6M +81% 17k 91.58

Past Filings by Two Sigma Securities

SEC 13F filings are viewable for Two Sigma Securities going back to 2014

View all past filings