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 September 2021 quarterly 13F filing

Two Sigma Securities has 997 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tesla Motors Call Option (TSLA) 23.9 $817M -2% 1.1M 775.48
Spdr S&p 500 Etf Tr Tr Unit (SPY) 4.6 $158M -38% 369k 429.13
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 3.3 $113M -25% 317k 357.96
Amazon Call Option (AMZN) 3.3 $112M -3% 34k 3285.03
Ishares Tr Russell 2000 Etf (IWM) 1.9 $66M -38% 300k 218.72
Alphabet Cap Stk Cl A (GOOGL) 1.5 $50M -2% 19k 2673.72
Alphabet Cap Stk Cl C (GOOG) 1.3 $44M -13% 17k 2665.17
Microsoft Corporation Call Option (MSFT) 1.2 $42M -31% 148k 281.92
Select Sector Spdr Tr Sbi Int-utils (XLU) 1.1 $39M +120% 611k 63.88
Spdr Dow Jones Indl Average Ut Ser 1 Call Option (DIA) 1.1 $36M -4% 107k 338.33
Apple Call Option (AAPL) 0.9 $30M -43% 213k 141.50
Facebook Cl A Call Option (FB) 0.9 $30M -4% 88k 339.39
Shopify Cl A Call Option (SHOP) 0.8 $28M +39% 21k 1355.83
McDonald's Corporation (MCD) 0.8 $28M +78% 115k 241.18

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Select Sector Spdr Tr Technology (XLK) 0.8 $27M +169% 177k 149.36
Boeing Company (BA) 0.7 $26M +18% 116k 220.21
Walt Disney Company Call Option (DIS) 0.7 $24M +2% 142k 169.17
Netflix Call Option (NFLX) 0.7 $23M -44% 38k 610.35
Ishares Tr U.s. Real Es Etf (IYR) 0.6 $21M +115% 203k 102.39
Square Cl A Put Option (SQ) 0.6 $20M +63% 85k 239.83
Select Sector Spdr Tr Sbi Healthcare (XLV) 0.6 $20M +67% 157k 127.33
JPMorgan Chase & Co. Call Option (JPM) 0.5 $18M 110k 163.69
Select Sector Spdr Tr Sbi Int-inds (XLI) 0.5 $18M +17% 178k 97.97
Mastercard Incorporated Cl A Call Option (MA) 0.5 $17M -16% 49k 347.68
Select Sector Spdr Tr Energy (XLE) 0.5 $17M +72% 320k 52.08
Vaneck Etf Trust Semiconductr Etf (SMH) 0.5 $17M +365% 65k 256.32
NVIDIA Corporation Call Option (NVDA) 0.5 $17M -12% 80k 207.15
Advanced Micro Devices Call Option (AMD) 0.5 $16M -63% 155k 102.90
Lowe's Companies Put Option (LOW) 0.5 $16M +312% 79k 202.88
salesforce Call Option (CRM) 0.4 $15M 56k 271.22
Adobe Systems Incorporated Call Option (ADBE) 0.4 $15M +70% 26k 575.70
Select Sector Spdr Tr Financial (XLF) 0.4 $15M -51% 394k 37.53
Goldman Sachs (GS) 0.4 $15M -27% 39k 377.97
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.4 $14M +99% 80k 179.48
Procter & Gamble Company Call Option (PG) 0.4 $14M +45% 101k 139.80
Moderna Call Option (MRNA) 0.4 $14M +31% 36k 384.86
Cisco Systems (CSCO) 0.4 $13M +105% 246k 54.42
Spdr Ser Tr S&p Biotech Call Option (XBI) 0.4 $13M +46% 106k 125.70
Verizon Communications Call Option (VZ) 0.4 $13M +32% 236k 54.01
Crowdstrike Hldgs Cl A (CRWD) 0.4 $13M +51% 51k 245.57
Visa Com Cl A Put Option (V) 0.4 $13M -30% 56k 222.76
Qualcomm Put Option (QCOM) 0.4 $12M +142% 93k 128.97
Starbucks Corporation (SBUX) 0.3 $12M +125% 108k 110.33
Thermo Fisher Scientific Put Option (TMO) 0.3 $12M +1772% 21k 571.33
Raytheon Technologies Corp Put Option (RTX) 0.3 $12M +174% 137k 85.97
Airbnb Com Cl A (ABNB) 0.3 $12M +449% 70k 167.73
Spdr Ser Tr S&p Oilgas Exp (XOP) 0.3 $12M +136% 120k 96.71
Vaneck Etf Trust Oil Services Etf (OIH) 0.3 $12M +222% 58k 196.94
Coca-Cola Company Call Option (KO) 0.3 $11M +7% 217k 52.47
International Business Machines Call Option (IBM) 0.3 $11M +76% 81k 138.94
Merck & Co (MRK) 0.3 $11M +67% 149k 75.08
Chipotle Mexican Grill Call Option (CMG) 0.3 $11M +10% 6.1k 1817.50
Sea Sponsord Ads Call Option (SE) 0.3 $11M +36% 35k 318.71
Pepsi Call Option (PEP) 0.3 $11M +49% 72k 150.40
Lam Research Corporation Put Option (LRCX) 0.3 $11M +196% 19k 569.17
Select Sector Spdr Tr Sbi Cons Stpls (XLP) 0.3 $11M +69% 153k 68.84
Bank of America Corporation Call Option (BAC) 0.3 $10M -9% 240k 42.45
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.3 $10M +17% 150k 67.75
Target Corporation (TGT) 0.3 $10M +103% 44k 228.94
Nike CL B Call Option (NKE) 0.3 $10M +12% 69k 145.22
Johnson & Johnson (JNJ) 0.3 $9.9M +23% 61k 161.52
Exxon Mobil Corporation (XOM) 0.3 $9.8M +24% 167k 58.84
Intel Corporation (INTC) 0.3 $9.7M -19% 182k 53.22
Twilio Cl A Call Option (TWLO) 0.3 $9.6M +111% 30k 319.05
Citigroup Com New Call Option (C) 0.3 $9.6M -54% 137k 70.17
Caterpillar Call Option (CAT) 0.3 $9.6M -12% 50k 191.99
Broadcom Call Option (AVGO) 0.3 $9.4M +96% 20k 484.90
Snowflake Cl A Put Option (SNOW) 0.3 $8.9M +14% 30k 302.44
Delta Air Lines Inc Del Com New (DAL) 0.3 $8.9M +105% 209k 42.62
Home Depot (HD) 0.3 $8.8M -22% 27k 328.55
Cme (CME) 0.3 $8.8M -19% 46k 193.38
Roku Com Cl A Put Option (ROKU) 0.2 $8.4M -20% 27k 313.33
General Motors Company (GM) 0.2 $8.4M +47% 159k 52.72
Paypal Holdings Call Option (PYPL) 0.2 $8.4M -33% 32k 260.22
Marriott Intl Cl A (MAR) 0.2 $8.2M +132% 55k 148.06
Micron Technology Call Option (MU) 0.2 $8.1M -42% 115k 70.98
Abbvie Put Option (ABBV) 0.2 $8.0M -6% 74k 107.88
Chevron Corporation (CVX) 0.2 $7.7M +73% 76k 101.44
Uber Technologies Call Option (UBER) 0.2 $7.6M +115% 171k 44.79
Burlington Stores (BURL) 0.2 $7.6M +4% 27k 283.78
Docusign Put Option (DOCU) 0.2 $7.5M 29k 257.44
Logitech Intl S A SHS (LOGI) 0.2 $7.5M NEW 85k 88.14
Comcast Corp Cl A Put Option (CMCSA) 0.2 $7.4M +323% 133k 55.94
FedEx Corporation Call Option (FDX) 0.2 $7.4M +919% 34k 219.27
Costco Wholesale Corporation (COST) 0.2 $7.4M -17% 16k 449.39
Carnival Corp Unit 99/99/9999 Put Option (CCL) 0.2 $7.3M +10% 291k 25.01
Hldgs Call Option (UAL) 0.2 $7.1M +107% 148k 47.57
Pfizer Put Option (PFE) 0.2 $6.9M -24% 160k 43.01
Biontech Se Sponsored Ads Put Option (BNTX) 0.2 $6.8M +535% 25k 272.96
At&t Call Option (T) 0.2 $6.7M -30% 248k 27.01
Freeport-mcmoran CL B Call Option (FCX) 0.2 $6.6M +114% 204k 32.53
American Express Company Call Option (AXP) 0.2 $6.6M +10% 39k 167.52
Vaneck Etf Trust Gold Miners Etf (GDX) 0.2 $6.5M +169% 220k 29.47
Vanguard Index Fds Real Estate Etf (VNQ) 0.2 $6.5M +512% 64k 101.90
Booking Holdings Put Option (BKNG) 0.2 $6.4M -21% 2.7k 2373.85
stock Call Option (SPLK) 0.2 $6.4M +670% 44k 144.72
Lockheed Martin Corporation Put Option (LMT) 0.2 $6.1M +137% 18k 345.13
Twitter (TWTR) 0.2 $6.1M -19% 100k 60.46
American Airls Call Option (AAL) 0.2 $6.0M +13% 290k 20.52
Wynn Resorts Call Option (WYNN) 0.2 $5.9M NEW 70k 84.75
Pioneer Natural Resources Call Option (PXD) 0.2 $5.9M +407% 36k 166.51
Ford Motor Company Call Option (F) 0.2 $5.9M +32% 417k 14.16
Marathon Petroleum Corp Call Option (MPC) 0.2 $5.9M +77% 95k 61.82
Wal-Mart Stores Call Option (WMT) 0.2 $5.8M -71% 41k 139.38
Palantir Technologies Cl A (PLTR) 0.2 $5.6M +105% 235k 24.04
Wells Fargo & Company (WFC) 0.2 $5.6M -42% 121k 46.49
Viacomcbs CL B Call Option (VIAC) 0.2 $5.6M -15% 143k 39.50
Teladoc Call Option (TDOC) 0.2 $5.5M +48% 43k 126.81
Pinterest Cl A Call Option (PINS) 0.2 $5.4M +66% 106k 50.96
Skyworks Solutions Call Option (SWKS) 0.2 $5.4M +152% 33k 164.78
First Solar Put Option (FSLR) 0.2 $5.3M +5% 56k 95.45
Zoom Video Communications In Cl A Call Option (ZM) 0.2 $5.2M +89% 20k 261.52
Novavax Com New Call Option (NVAX) 0.2 $5.2M +213% 25k 207.29
Texas Instruments Incorporated Call Option (TXN) 0.2 $5.2M +268% 27k 192.19
Servicenow Call Option (NOW) 0.1 $5.1M -3% 8.2k 622.32
Snap Cl A (SNAP) 0.1 $5.1M -34% 69k 73.86
Tyson Foods Cl A Call Option (TSN) 0.1 $5.1M +231% 64k 78.93
Ishares Msci Jpn Etf New (EWJ) 0.1 $5.0M +383% 71k 70.25
Western Digital (WDC) 0.1 $5.0M +335% 88k 56.45
Darden Restaurants Put Option (DRI) 0.1 $5.0M +93% 33k 151.45
Clorox Company (CLX) 0.1 $4.9M +344% 30k 165.63
TJX Companies Put Option (TJX) 0.1 $4.9M +143% 74k 65.99
Datadog Cl A Com Call Option (DDOG) 0.1 $4.9M +244% 35k 141.36
Deere & Company (DE) 0.1 $4.9M +39% 15k 335.67
Astrazeneca Sponsored Adr (AZN) 0.1 $4.7M +150% 79k 59.98
Spotify Technology S A SHS Call Option (SPOT) 0.1 $4.7M +105% 21k 225.35
Simon Property Call Option (SPG) 0.1 $4.6M +76% 35k 129.96
Gilead Sciences Put Option (GILD) 0.1 $4.5M -34% 65k 69.87
MGM Resorts International. (MGM) 0.1 $4.5M +163% 105k 43.15
Norwegian Cruise Line Hldg L SHS Put Option (NCLH) 0.1 $4.4M -5% 167k 26.71
Asml Holding N V N Y Registry Shs Call Option (ASML) 0.1 $4.3M +293% 5.8k 745.00
Union Pacific Corporation Call Option (UNP) 0.1 $4.3M +223% 22k 195.99
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.1 $4.3M +43% 86k 50.01
Royal Caribbean Cruises Put Option (RCL) 0.1 $4.3M +24% 48k 88.96
Applied Materials Call Option (AMAT) 0.1 $4.2M +14% 33k 128.72
Electronic Arts Put Option (EA) 0.1 $4.2M +94% 30k 142.22
General Electric Com New Call Option (GE) 0.1 $4.2M NEW 41k 103.05
Intuitive Surgical Com New Call Option (ISRG) 0.1 $4.2M +110% 4.2k 994.00
Carvana Cl A (CVNA) 0.1 $4.1M +5% 14k 301.26
Ishares Core Msci Emkt (IEMG) 0.1 $4.0M +82% 66k 61.77
Ishares Tr China Lg-cap Etf (FXI) 0.1 $4.0M +2033% 104k 38.93
Dell Technologies CL C Call Option (DELL) 0.1 $3.9M NEW 38k 104.01
Penn National Gaming Put Option (PENN) 0.1 $3.9M +112% 54k 72.45
American Eagle Outfitters Put Option (AEO) 0.1 $3.9M 150k 25.80
United States Steel Corporation (X) 0.1 $3.9M +194% 176k 21.97
Morgan Stanley Com New Call Option (MS) 0.1 $3.8M -47% 40k 97.31
Plug Power Com New Call Option (PLUG) 0.1 $3.8M +53% 149k 25.53
Zscaler Incorporated Call Option (ZS) 0.1 $3.8M +32% 14k 262.19
3M Company Call Option (MMM) 0.1 $3.8M +418% 21k 175.41
Beyond Meat Put Option (BYND) 0.1 $3.7M -39% 35k 105.28
Wayfair Cl A Put Option (W) 0.1 $3.6M +37% 14k 255.49
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.1 $3.6M -4% 32k 111.68
Peloton Interactive Cl A Com Call Option (PTON) 0.1 $3.5M +132% 41k 87.05
Atlassian Corp Cl A Call Option (TEAM) 0.1 $3.5M +275% 9.0k 391.47
Kroger Put Option (KR) 0.1 $3.5M +20% 87k 40.44
Southwest Airlines (LUV) 0.1 $3.5M +68% 68k 51.41
Spdr Ser Tr Bloomberg Srt Tr (SJNK) 0.1 $3.4M -9% 126k 27.39
Ishares Tr Short Treas Bd (SHV) 0.1 $3.4M -28% 31k 110.48
SYSCO Corporation Call Option (SYY) 0.1 $3.4M +73% 44k 78.51
Abbott Laboratories (ABT) 0.1 $3.4M +3% 29k 118.06
Eli Lilly & Co. Put Option (LLY) 0.1 $3.4M -44% 15k 231.05
Okta Cl A Put Option (OKTA) 0.1 $3.3M +38% 14k 237.39
Halliburton Company Call Option (HAL) 0.1 $3.3M +66% 153k 21.62
Cloudflare Cl A Com Put Option (NET) 0.1 $3.3M +211% 29k 112.67
Kohl's Corporation Put Option (KSS) 0.1 $3.3M +647% 70k 47.09
Rh Call Option (RH) 0.1 $3.3M -39% 4.9k 667.00
Spdr Ser Tr Portfolio Ln Tsr (SPTL) 0.1 $3.2M +647% 78k 41.29
Hilton Worldwide Holdings (HLT) 0.1 $3.2M NEW 24k 132.05
Veeva Sys Cl A Com Put Option (VEEV) 0.1 $3.2M +31% 11k 288.24
Expedia Group Com New Put Option (EXPE) 0.1 $3.2M +168% 19k 163.93
Analog Devices Call Option (ADI) 0.1 $3.2M +609% 19k 167.50
Mongodb Cl A Call Option (MDB) 0.1 $3.1M +86% 6.6k 471.46
United Rentals Call Option (URI) 0.1 $3.1M +299% 8.8k 350.87
Dex Put Option (DXCM) 0.1 $3.1M +43% 5.6k 547.00
Diamondback Energy Put Option (FANG) 0.1 $3.1M +56% 32k 94.68
Dick's Sporting Goods Put Option (DKS) 0.1 $3.0M +41% 25k 119.77
Boston Beer Cl A (SAM) 0.1 $2.9M +2792% 5.8k 509.58
Autodesk Put Option (ADSK) 0.1 $2.9M +347% 10k 285.26
Occidental Petroleum Corporation (OXY) 0.1 $2.9M -21% 99k 29.58
Realty Income Call Option (O) 0.1 $2.9M +65% 45k 64.87
Us Bancorp Del Com New (USB) 0.1 $2.9M -60% 49k 59.45
Vanguard Intl Equity Index F Tt Wrld St Etf (VT) 0.1 $2.9M NEW 28k 101.83
CVS Caremark Corporation Put Option (CVS) 0.1 $2.9M -40% 34k 84.86
Doordash Cl A Call Option (DASH) 0.1 $2.8M NEW 14k 205.88
eBay Call Option (EBAY) 0.1 $2.8M +5% 40k 69.68
Generac Holdings Call Option (GNRC) 0.1 $2.8M +34% 6.9k 408.71
Ishares Gold Tr Ishares New Call Option (IAU) 0.1 $2.7M +185% 82k 33.33
United Parcel Service CL B (UPS) 0.1 $2.7M +52% 15k 182.35
Unity Software (U) 0.1 $2.7M +64% 21k 126.38
Direxion Shs Etf Tr Daily Sm Cp Bear (TZA) 0.1 $2.7M +204% 87k 30.85
Las Vegas Sands (LVS) 0.1 $2.7M +179% 73k 36.56
Bill Com Holdings Ord Call Option (BILL) 0.1 $2.7M +121% 10k 266.88
Altria (MO) 0.1 $2.6M -53% 58k 45.51
Valero Energy Corporation Call Option (VLO) 0.1 $2.6M +580% 38k 70.58
Cigna Corp Call Option (CI) 0.1 $2.6M +222% 13k 200.00
Prudential Financial Put Option (PRU) 0.1 $2.6M +82% 25k 105.22
Xpo Logistics Inc equity Call Option (XPO) 0.1 $2.6M +54% 33k 79.58
Nucor Corporation Call Option (NUE) 0.1 $2.6M +1053% 27k 98.51
Alcoa Call Option (AA) 0.1 $2.6M +650% 53k 48.92
Inmode SHS Call Option (INMD) 0.1 $2.6M +375% 16k 159.43
Spdr Ser Tr Bloomberg Brclys (JNK) 0.1 $2.6M NEW 23k 109.38
Charter Communications Inc N Cl A Call Option (CHTR) 0.1 $2.6M +219% 3.5k 727.67
Ishares Tr Core S&p Mcp Etf (IJH) 0.1 $2.5M +26% 9.6k 263.03
Lululemon Athletica Put Option (LULU) 0.1 $2.5M -26% 6.2k 405.00
The Trade Desk Com Cl A (TTD) 0.1 $2.5M +6% 36k 70.25
Ulta Salon, Cosmetics & Fragrance Put Option (ULTA) 0.1 $2.5M +77% 6.9k 361.00
Newmont Mining Corporation Put Option (NEM) 0.1 $2.5M +124% 46k 54.26
Ishares Tr Russell 3000 Etf (IWV) 0.1 $2.5M -7% 9.7k 254.85
Fiverr Intl Ord Shs Put Option (FVRR) 0.1 $2.4M +86% 13k 182.69
Constellation Brands Cl A Call Option (STZ) 0.1 $2.4M +55% 12k 210.75
Pagerduty Put Option (PD) 0.1 $2.4M +662% 57k 41.43
Vanguard Intl Equity Index F Ftse Europe Etf (VGK) 0.1 $2.4M +50% 36k 65.62
Quanta Services (PWR) 0.1 $2.3M NEW 21k 113.83
Best Buy Put Option (BBY) 0.1 $2.3M +298% 22k 105.73
Spdr Ser Tr S&p Retail Etf (XRT) 0.1 $2.3M +62% 25k 90.35
Aptiv SHS Put Option (APTV) 0.1 $2.3M +176% 15k 148.99
Metropcs Communications Call Option (TMUS) 0.1 $2.2M +127% 17k 127.79
Albemarle Corporation (ALB) 0.1 $2.2M +214% 10k 219.07
Palo Alto Networks Put Option (PANW) 0.1 $2.2M +64% 4.6k 479.00
Five Below Call Option (FIVE) 0.1 $2.2M +196% 13k 176.80
Hess Call Option (HES) 0.1 $2.2M +100% 28k 78.13
Automatic Data Processing (ADP) 0.1 $2.2M +88% 11k 199.92
Spdr Index Shs Fds Euro Stoxx 50 (FEZ) 0.1 $2.1M -32% 47k 45.29
Agilent Technologies Inc C ommon (A) 0.1 $2.1M +729% 13k 157.54
Ambev Sa Sponsored Adr (ABEV) 0.1 $2.1M +144% 747k 2.76
Select Sector Spdr Tr Rl Est Sel Sec (XLRE) 0.1 $2.0M +230% 46k 44.46
Yeti Hldgs Call Option (YETI) 0.1 $2.0M +600% 24k 85.70
Etsy Call Option (ETSY) 0.1 $2.0M -61% 9.6k 207.83
Capital One Financial (COF) 0.1 $2.0M -27% 12k 162.10
Virgin Galactic Holdings Inc virgin galactic holdings (SPCE) 0.1 $2.0M +67% 78k 25.31
Crocs Call Option (CROX) 0.1 $2.0M +21% 14k 143.47
Enterprise Products Partners Put Option (EPD) 0.1 $2.0M -7% 90k 21.62
Fastenal Company Call Option (FAST) 0.1 $2.0M NEW 38k 51.62
EOG Resources (EOG) 0.1 $1.9M +62% 24k 80.25
Barrick Gold Corp Put Option (GOLD) 0.1 $1.9M +57% 108k 18.04
Vodafone Group Sponsored Adr (VOD) 0.1 $1.9M +237% 126k 15.45
Spdr Ser Tr Portfolio Intrmd (SPIB) 0.1 $1.9M NEW 53k 36.51
Nxp Semiconductors N V Call Option (NXPI) 0.1 $1.9M +143% 9.8k 195.96
Southern Company Put Option (SO) 0.1 $1.9M +37% 31k 62.05
Duke Energy Corp Com New Call Option (DUK) 0.1 $1.9M 20k 97.58
Caesars Entertainment Put Option (CZR) 0.1 $1.9M +288% 17k 112.20
Gogo (GOGO) 0.1 $1.9M +159% 111k 17.31
Workday Cl A Put Option (WDAY) 0.1 $1.9M +6% 7.6k 250.00
Petroleo Brasileiro Sa Petro Sponsored Adr (PBR) 0.1 $1.9M +159% 183k 10.34
Dave & Buster's Entertainmnt Call Option (PLAY) 0.1 $1.9M +824% 49k 38.33
Ishares Tr Ishares Semicdtr Put Option (SOXX) 0.1 $1.9M +20% 4.2k 445.95
Banco Bradesco S A Sp Adr Pfd New (BBD) 0.1 $1.9M +2699% 484k 3.83
Regeneron Pharmaceuticals Call Option (REGN) 0.1 $1.9M -5% 3.1k 605.33
Under Armour Cl A (UAA) 0.1 $1.8M NEW 91k 20.18
Activision Blizzard Put Option (ATVI) 0.1 $1.8M -44% 24k 77.35

Past Filings by Two Sigma Securities

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

View all past filings