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 June 2021 quarterly 13F filing

Two Sigma Securities has 948 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) 22.1 $735M +6% 1.1M 679.67
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 7.7 $258M +7% 602k 428.06
Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) 4.5 $150M +83% 423k 354.43
Amazon Call Option (AMZN) 3.6 $121M +204% 35k 3440.17
Ishares Tr Russell 2000 Etf (IWM) 3.4 $112M +156% 488k 229.36
NVIDIA Corporation (NVDA) 2.2 $73M +595% 91k 800.25
Microsoft Corporation Call Option (MSFT) 1.8 $59M +146% 216k 270.90
Apple (AAPL) 1.5 $51M +45% 375k 136.93
Alphabet Cap Stk Cl C (GOOG) 1.4 $48M +233% 19k 2506.21
Alphabet Cap Stk Cl A (GOOGL) 1.4 $48M +374% 19k 2441.72
Advanced Micro Devices (AMD) 1.2 $40M +872% 430k 93.96
Spdr Dow Jones Indl Average Ut Ser 1 (DIA) 1.2 $39M +109% 112k 345.15
Netflix (NFLX) 1.1 $36M +610% 69k 528.26
Facebook Cl A Call Option (FB) 1.0 $32M +147% 92k 347.71

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Select Sector Spdr Tr Financial (XLF) 0.9 $30M +1793% 808k 36.69
Walt Disney Company Call Option (DIS) 0.7 $24M +626% 138k 175.77
Boeing Company (BA) 0.7 $23M +395% 98k 239.60
Mastercard Incorporated Cl A Call Option (MA) 0.7 $22M +532% 59k 365.10
Shopify Cl A Call Option (SHOP) 0.6 $22M +1029% 15k 1460.98
Citigroup Com New Put Option (C) 0.6 $21M +877% 299k 70.75
Goldman Sachs Call Option (GS) 0.6 $20M +766% 54k 379.53
Wal-Mart Stores Call Option (WMT) 0.6 $20M +162% 144k 141.02
Visa Com Cl A Call Option (V) 0.6 $19M +365% 80k 233.81
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.5 $18M NEW 278k 63.23
JPMorgan Chase & Co. Call Option (JPM) 0.5 $17M +264% 110k 155.54
Micron Technology (MU) 0.5 $17M +890% 198k 84.98
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.5 $16M NEW 152k 102.42
Roku Com Cl A (ROKU) 0.5 $16M +192% 34k 459.28
McDonald's Corporation (MCD) 0.4 $15M +295% 64k 231.08
Paypal Holdings Call Option (PYPL) 0.4 $14M +242% 48k 291.49
salesforce Call Option (CRM) 0.4 $14M +404% 56k 244.25
Intel Corporation Call Option (INTC) 0.4 $13M +209% 226k 56.14
Square Cl A (SQ) 0.4 $13M +407% 52k 243.91
Caterpillar (CAT) 0.4 $12M +266% 57k 217.88
Cme Call Option (CME) 0.4 $12M +20% 57k 212.63
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.4 $12M NEW 94k 125.95
Home Depot Call Option (HD) 0.3 $11M +7% 35k 318.91
Bank of America Corporation Put Option (BAC) 0.3 $11M +92% 266k 41.23
Coca-Cola Company (KO) 0.3 $11M +192% 202k 54.07
UnitedHealth Call Option (UNH) 0.3 $11M +1028% 26k 400.41
At&t (T) 0.3 $10M +435% 355k 28.77
Select Sector Spdr Tr Energy (XLE) 0.3 $10M +932% 186k 53.88
Verizon Communications (VZ) 0.3 $10M +383% 178k 55.99
Spdr Ser Tr S&p Biotech (XBI) 0.3 $9.7M NEW 72k 135.32
Select Sector Spdr Tr Technology Call Option (XLK) 0.3 $9.7M NEW 66k 147.65
Ishares Tr U.s. Real Es Etf (IYR) 0.3 $9.6M NEW 94k 101.93
Wells Fargo & Company Call Option (WFC) 0.3 $9.5M +198% 211k 45.29
Nike CL B Call Option (NKE) 0.3 $9.4M +360% 61k 154.48
Procter & Gamble Company Call Option (PG) 0.3 $9.4M +391% 70k 134.94
Beyond Meat Put Option (BYND) 0.3 $9.2M +46% 59k 157.49
Adobe Systems Incorporated Put Option (ADBE) 0.3 $8.9M +623% 15k 585.58
Abbvie (ABBV) 0.3 $8.9M +1820% 79k 112.61
Twitter (TWTR) 0.3 $8.6M +300% 125k 68.83
Chipotle Mexican Grill Put Option (CMG) 0.3 $8.5M NEW 5.5k 1550.36
Crowdstrike Hldgs Cl A Call Option (CRWD) 0.3 $8.5M +735% 34k 251.30
Exxon Mobil Corporation (XOM) 0.3 $8.4M +98% 134k 63.08
Spdr Ser Tr S&p Regl Bkg (KRE) 0.3 $8.4M NEW 128k 65.52
Burlington Stores Put Option (BURL) 0.2 $8.3M 26k 321.98
Pfizer (PFE) 0.2 $8.2M +99% 211k 39.16
Johnson & Johnson Put Option (JNJ) 0.2 $8.2M +195% 50k 164.75
Docusign (DOCU) 0.2 $8.1M NEW 29k 279.66
Costco Wholesale Corporation (COST) 0.2 $7.8M +144% 20k 395.65
Bristol Myers Squibb Call Option (BMY) 0.2 $7.7M +1047% 116k 66.83
Viacomcbs CL B Put Option (VIAC) 0.2 $7.7M +185% 169k 45.20
Booking Holdings Call Option (BKNG) 0.2 $7.5M +299% 3.4k 2188.18
Pepsi Call Option (PEP) 0.2 $7.2M +832% 48k 148.17
Snap Cl A Put Option (SNAP) 0.2 $7.2M +352% 105k 68.15
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.2 $7.2M +556% 40k 178.57
Us Bancorp Del Com New (USB) 0.2 $7.0M +3133% 123k 57.05
Carnival Corp Unit 99/99/9999 Call Option (CCL) 0.2 $7.0M +5% 264k 26.35
Morgan Stanley Com New Put Option (MS) 0.2 $6.9M +109% 76k 91.69
Sea Sponsord Ads Call Option (SE) 0.2 $6.9M NEW 25k 274.60
Merck & Co (MRK) 0.2 $6.9M +1822% 89k 77.77
Gilead Sciences (GILD) 0.2 $6.8M +502% 99k 68.82
International Business Machines Call Option (IBM) 0.2 $6.7M +382% 46k 146.58
Moderna (MRNA) 0.2 $6.5M +963% 28k 235.02
General Motors Company (GM) 0.2 $6.4M +160% 108k 59.16
Cisco Systems (CSCO) 0.2 $6.3M +179% 120k 52.96
Select Sector Spdr Tr Sbi Cons Stpls Call Option (XLP) 0.2 $6.3M NEW 91k 69.97
Snowflake Cl A (SNOW) 0.2 $6.2M NEW 26k 241.81
Altria Put Option (MO) 0.2 $6.0M +1194% 126k 47.68
Eli Lilly & Co. (LLY) 0.2 $6.0M +897% 26k 229.45
American Express Company (AXP) 0.2 $5.8M NEW 35k 165.38
American Eagle Outfitters Put Option (AEO) 0.2 $5.6M 150k 37.53
Twilio Cl A Call Option (TWLO) 0.2 $5.6M +2276% 14k 394.15
Rh Call Option (RH) 0.2 $5.5M +1078% 8.1k 678.97
Qualcomm Put Option (QCOM) 0.2 $5.5M +190% 38k 142.92
American Airls Call Option (AAL) 0.2 $5.4M +700% 256k 21.21
Starbucks Corporation (SBUX) 0.2 $5.3M +112% 48k 111.82
Target Corporation Call Option (TGT) 0.2 $5.2M +276% 22k 241.71
Berkshire Hathaway Inc Del Cl B New Put Option (BRK.B) 0.2 $5.2M +551% 19k 277.87
Norwegian Cruise Line Hldg L SHS (NCLH) 0.2 $5.2M +38% 176k 29.41
Select Sector Spdr Tr Sbi Materials (XLB) 0.2 $5.1M NEW 62k 82.30
Etsy (ETSY) 0.2 $5.1M +2139% 25k 205.91
Pinterest Cl A (PINS) 0.2 $5.0M +729% 64k 79.01
Spdr Ser Tr S&p Oilgas Exp (XOP) 0.1 $4.9M +1164% 51k 96.70
Ishares Tr Short Treas Bd (SHV) 0.1 $4.8M +492% 44k 110.50
Teladoc (TDOC) 0.1 $4.8M NEW 29k 166.34
First Solar Put Option (FSLR) 0.1 $4.8M +1700% 53k 90.50
BlackRock (BLK) 0.1 $4.8M +1479% 5.4k 875.00
CVS Caremark Corporation (CVS) 0.1 $4.7M +207% 57k 83.44
Broadcom Put Option (AVGO) 0.1 $4.7M +339% 9.9k 476.67
Ford Motor Company (F) 0.1 $4.7M +123% 314k 14.86
Servicenow Put Option (NOW) 0.1 $4.7M +1537% 8.5k 549.43
Chevron Corporation Call Option (CVX) 0.1 $4.6M +104% 44k 104.72
Delta Air Lines Inc Del Com New Call Option (DAL) 0.1 $4.4M +541% 102k 43.24
Raytheon Technologies Corp Put Option (RTX) 0.1 $4.3M +1031% 50k 85.34
Equinix Call Option (EQIX) 0.1 $4.2M NEW 5.2k 802.58
Activision Blizzard Call Option (ATVI) 0.1 $4.1M +385% 43k 95.45
Applied Materials Call Option (AMAT) 0.1 $4.1M +323% 29k 142.33
Lam Research Corporation (LRCX) 0.1 $4.1M +593% 6.3k 651.10
Zoom Video Communications In Cl A (ZM) 0.1 $4.1M +90% 11k 386.69
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.1 $4.0M +1183% 33k 120.18
Uber Technologies (UBER) 0.1 $4.0M +273% 79k 50.15
Vanguard Index Fds Total Stk Mkt (VTI) 0.1 $4.0M +164% 18k 222.85
Vaneck Vectors Etf Tr Oil Svcs Etf (OIH) 0.1 $4.0M +320% 18k 218.65
Occidental Petroleum Corporation Put Option (OXY) 0.1 $3.9M +1207% 126k 31.28
Carvana Cl A Put Option (CVNA) 0.1 $3.9M NEW 13k 301.85
Spdr Ser Tr Bloomberg Srt Tr (SJNK) 0.1 $3.9M +9% 140k 27.58
Ishares Tr Tips Bd Etf (TIP) 0.1 $3.8M +55% 30k 128.02
Hldgs (UAL) 0.1 $3.7M +1690% 72k 52.28
Lowe's Companies Put Option (LOW) 0.1 $3.7M +986% 19k 194.05
Deere & Company Call Option (DE) 0.1 $3.7M +1385% 10k 352.69
Vaneck Vectors Etf Tr Semiconductor Et (SMH) 0.1 $3.7M +498% 14k 262.22
Freeport-mcmoran CL B (FCX) 0.1 $3.5M +93% 96k 37.09
Nextera Energy Put Option (NEE) 0.1 $3.3M -76% 46k 73.26
Plug Power Com New (PLUG) 0.1 $3.3M NEW 97k 34.21
Royal Caribbean Cruises Call Option (RCL) 0.1 $3.3M +13% 39k 85.26
Marathon Petroleum Corp (MPC) 0.1 $3.3M NEW 54k 60.43
Wayfair Cl A Call Option (W) 0.1 $3.2M NEW 10k 315.79
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.1 $3.2M +94% 60k 54.31
Spdr Index Shs Fds Euro Stoxx 50 (FEZ) 0.1 $3.2M NEW 69k 46.83
Marriott Intl Cl A Call Option (MAR) 0.1 $3.2M +1572% 24k 136.52
Abbott Laboratories Call Option (ABT) 0.1 $3.2M +318% 28k 115.88
Chewy Cl A Call Option (CHWY) 0.1 $3.2M NEW 40k 79.71
Dupont De Nemours Call Option (DD) 0.1 $3.2M NEW 41k 77.41
Aon Shs Cl A Put Option (AON) 0.1 $3.2M +579% 13k 238.79
Diageo Spon Adr New Put Option (DEO) 0.1 $3.1M +1146% 16k 191.67
Lululemon Athletica (LULU) 0.1 $3.1M +544% 8.5k 364.77
Proshares Tr Short S&p 500 Ne (SH) 0.1 $3.1M +153% 201k 15.39
Sunrun Put Option (RUN) 0.1 $3.1M NEW 55k 55.78
MetLife Call Option (MET) 0.1 $3.0M +947% 50k 59.87
Palantir Technologies Cl A (PLTR) 0.1 $3.0M +1230% 114k 26.34
Xpo Logistics Inc equity Put Option (XPO) 0.1 $3.0M NEW 21k 139.87
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.1 $3.0M NEW 134k 22.15
Ishares Tr Rus 1000 Etf (IWB) 0.1 $2.9M +12% 12k 242.06
Ishares Tr Ishares Biotech Call Option (IBB) 0.1 $2.9M -22% 18k 163.66
Ishares Tr Rus 1000 Grw Etf (IWF) 0.1 $2.8M +50% 10k 271.51
Fastly Cl A (FSLY) 0.1 $2.8M NEW 47k 59.54
Lockheed Martin Corporation Put Option (LMT) 0.1 $2.8M +204% 7.4k 378.24
Cleveland-cliffs Call Option (CLF) 0.1 $2.8M +800% 130k 21.56
Spotify Technology S A SHS Put Option (SPOT) 0.1 $2.8M NEW 10k 275.58
Vaneck Vectors Etf Tr Gold Miners Etf (GDX) 0.1 $2.8M +319% 82k 33.99
Kraneshares Tr Quadrtc Int Rt (IVOL) 0.1 $2.8M NEW 101k 27.62
Kroger (KR) 0.1 $2.7M +446% 72k 38.34
eBay Put Option (EBAY) 0.1 $2.7M NEW 38k 70.19
Ishares Tr Russell 3000 Etf (IWV) 0.1 $2.7M -4% 11k 255.90
Capital One Financial (COF) 0.1 $2.6M +764% 17k 154.74
Simon Property Call Option (SPG) 0.1 $2.6M +209% 20k 130.52
Veeva Sys Cl A Com (VEEV) 0.1 $2.6M NEW 8.4k 310.88
The Trade Desk Com Cl A Put Option (TTD) 0.1 $2.6M NEW 34k 77.40
Ishares Tr Core S&p500 Etf (IVV) 0.1 $2.5M +300% 5.9k 429.99
Dominion Resources Call Option (D) 0.1 $2.5M -70% 34k 73.56
Darden Restaurants Put Option (DRI) 0.1 $2.5M NEW 17k 145.91
Skyworks Solutions (SWKS) 0.1 $2.5M +647% 13k 191.49
Okta Cl A Call Option (OKTA) 0.1 $2.5M +466% 10k 244.65
Ishares Core Msci Emkt (IEMG) 0.1 $2.4M -24% 36k 66.98
Zscaler Incorporated Put Option (ZS) 0.1 $2.4M NEW 11k 216.00
Enterprise Products Partners Call Option (EPD) 0.1 $2.4M +656% 98k 24.13
Nokia Corp Sponsored Adr Call Option (NOK) 0.1 $2.4M +260% 444k 5.29
Global Payments Call Option (GPN) 0.1 $2.3M NEW 12k 187.59
Schwab Strategic Tr Sht Tm Us Tres (SCHO) 0.1 $2.3M +138% 44k 51.21
Zillow Group Cl C Cap Stk Call Option (Z) 0.1 $2.2M +419% 18k 122.21
KB Home Put Option (KBH) 0.1 $2.2M +812% 54k 40.73
Marvell Technology (MRVL) 0.1 $2.2M NEW 38k 58.34
Electronic Arts (EA) 0.1 $2.2M +744% 15k 144.07
D.R. Horton Call Option (DHI) 0.1 $2.2M +405% 24k 90.41
Peloton Interactive Cl A Com Call Option (PTON) 0.1 $2.2M +275% 17k 124.02
Virgin Galactic Holdings Inc virgin galactic holdings (SPCE) 0.1 $2.2M NEW 47k 46.01
Southwest Airlines Call Option (LUV) 0.1 $2.1M NEW 40k 53.11
Halliburton Company Put Option (HAL) 0.1 $2.1M NEW 92k 23.14
Generac Holdings Put Option (GNRC) 0.1 $2.1M +547% 5.1k 415.29
Air Products & Chemicals Put Option (APD) 0.1 $2.1M NEW 7.3k 287.74
Lennar Corp Cl A Put Option (LEN) 0.1 $2.1M +391% 21k 99.30
BP Sponsored Adr Put Option (BP) 0.1 $2.1M +272% 78k 26.41
Ishares Msci Brazil Etf (EWZ) 0.1 $2.1M -15% 51k 40.55
TJX Companies Put Option (TJX) 0.1 $2.0M NEW 30k 67.37
Ishares Tr Core S&p Mcp Etf (IJH) 0.1 $2.0M -44% 7.6k 268.69
United Parcel Service CL B Call Option (UPS) 0.1 $2.0M +24% 9.7k 208.00
Ishares Tr Rus 1000 Val Etf (IWD) 0.1 $2.0M +144% 13k 158.62
Vanguard Tax-managed Intl Ftse Dev Mkt Etf (VEA) 0.1 $2.0M NEW 38k 51.53
SYSCO Corporation (SYY) 0.1 $1.9M NEW 25k 77.85
Airbnb Com Cl A (ABNB) 0.1 $1.9M +17% 13k 153.19
Penn National Gaming Call Option (PENN) 0.1 $1.9M +928% 25k 76.50
Solaredge Technologies Call Option (SEDG) 0.1 $1.9M NEW 7.0k 276.25
Macy's (M) 0.1 $1.9M +109% 102k 18.99
Diamondback Energy Put Option (FANG) 0.1 $1.9M NEW 21k 93.75
Ishares Tr Barclays 7 10 Yr (IEF) 0.1 $1.9M +276% 17k 115.47
Duke Energy Corp Com New Put Option (DUK) 0.1 $1.9M +777% 19k 98.77
Oracle Corporation Call Option (ORCL) 0.1 $1.9M +60% 24k 77.85
Astrazeneca Sponsored Adr Call Option (AZN) 0.1 $1.9M NEW 32k 59.89
Annaly Capital Management Call Option (NLY) 0.1 $1.9M NEW 212k 8.88
Spdr Ser Tr Portfolio Short (SPSB) 0.1 $1.9M +150% 60k 31.30
Toronto Dominion Bk Ont Com New (TD) 0.1 $1.9M NEW 27k 70.06
Intuitive Surgical Com New Put Option (ISRG) 0.1 $1.8M NEW 2.0k 919.33
4068594 Enphase Energy Call Option (ENPH) 0.1 $1.8M +421% 10k 183.61
Regeneron Pharmaceuticals Call Option (REGN) 0.1 $1.8M +197% 3.3k 558.46
Realty Income Put Option (O) 0.1 $1.8M NEW 27k 66.73
Dick's Sporting Goods Call Option (DKS) 0.1 $1.8M +43% 18k 100.33
Comcast Corp Cl A Call Option (CMCSA) 0.1 $1.8M +54% 31k 57.01
Ishares Tr 0-5yr Hi Yl Cp (SHYG) 0.1 $1.8M -12% 38k 46.06
Fiverr Intl Ord Shs Put Option (FVRR) 0.1 $1.7M NEW 7.2k 242.63
Capri Holdings SHS Put Option (CPRI) 0.1 $1.7M NEW 30k 57.17
Constellation Brands Cl A (STZ) 0.1 $1.7M +572% 7.4k 233.52
Ishares Tr 1 3 Yr Treas Bd (SHY) 0.1 $1.7M +26% 20k 86.16
Workday Cl A Call Option (WDAY) 0.1 $1.7M +479% 7.2k 238.75
Novavax Com New Put Option (NVAX) 0.1 $1.7M NEW 8.0k 212.27
MGM Resorts International. Call Option (MGM) 0.1 $1.7M +179% 40k 42.65
Spdr Ser Tr Portfolio Sh Tsr (SPTS) 0.1 $1.7M +207% 55k 30.65
Sempra Energy Call Option (SRE) 0.1 $1.7M NEW 13k 132.37
Ishares Tr Rus 2000 Val Etf (IWN) 0.1 $1.7M NEW 10k 165.76
Dollar Tree Call Option (DLTR) 0.1 $1.7M NEW 17k 99.48
Vmware Cl A Com (VMW) 0.1 $1.7M NEW 10k 159.93
Dex Put Option (DXCM) 0.1 $1.7M NEW 3.9k 427.22
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.0 $1.6M NEW 24k 67.27
Callon Petroleum (CPE) 0.0 $1.6M NEW 28k 57.62
Ishares Tr Ishares Semicdtr (SOXX) 0.0 $1.6M +181% 3.5k 454.15
Wix SHS Call Option (WIX) 0.0 $1.6M 5.4k 290.00
SVB Financial Put Option (SIVB) 0.0 $1.6M NEW 2.8k 556.32
Spdr Ser Tr S&p Retail Etf (XRT) 0.0 $1.5M +425% 16k 97.19
Union Pacific Corporation Put Option (UNP) 0.0 $1.5M +267% 6.8k 220.00
Proshares Tr Ultrapro Qqq (TQQQ) 0.0 $1.5M NEW 12k 122.52
Spdr Gold Tr Gold Shs Call Option (GLD) 0.0 $1.5M NEW 9.0k 165.56
Emerson Electric Put Option (EMR) 0.0 $1.5M +318% 15k 96.09
Proshares Tr Ultshrt Qqq (QID) 0.0 $1.5M NEW 71k 20.64
Progressive Corporation Put Option (PGR) 0.0 $1.5M NEW 15k 98.33
Western Digital Call Option (WDC) 0.0 $1.4M NEW 20k 71.11
Invesco Db Us Dlr Index Tr Bullish Fd (UUP) 0.0 $1.4M +330% 58k 24.83
United States Steel Corporation Call Option (X) 0.0 $1.4M -91% 60k 24.00
Tyson Foods Cl A Put Option (TSN) 0.0 $1.4M NEW 19k 73.73
Unity Software Put Option (U) 0.0 $1.4M NEW 13k 109.80
Digital Turbine Com New Call Option (APPS) 0.0 $1.4M NEW 19k 76.04
Barrick Gold Corp Put Option (GOLD) 0.0 $1.4M +301% 69k 20.67
General Electric Company (GE) 0.0 $1.4M -22% 105k 13.46
Proshares Tr Short Qqq New (PSQ) 0.0 $1.4M +109% 114k 12.39
Prudential Financial Call Option (PRU) 0.0 $1.4M NEW 14k 102.41
Invesco Exch Traded Fd Tr Ii S&p500 Low Vol (SPLV) 0.0 $1.4M -7% 23k 60.92
Texas Instruments Incorporated Call Option (TXN) 0.0 $1.4M +28% 7.3k 192.24
Agnc Invt Corp Com reit (AGNC) 0.0 $1.4M +286% 83k 16.87
Amgen Put Option (AMGN) 0.0 $1.4M +592% 5.7k 243.33

Past Filings by Two Sigma Securities

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

View all past filings