Two Sigma Securities, LLC
- SEC CIK
- 0001450144
- Latest filing
- Aug 14, 2026
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 17, 2021. Long positions only.
- Positions
- 565
- No 13F data for Q4 2020
- Portfolio value
- $434.7M
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| WMTWalmart Inc. | Stock | 7,086 | $962.0K | 0.2% | – | – | History |
| AMDAdvanced Micro Devices Inc | Stock | 12,479 | $980.0K | 0.2% | – | – | History |
| Schwab International Equity ETF808524805 | ETF | 26,180 | $985.0K | 0.2% | – | – | – |
| iShares Tr464287234 | MSCI EMG MKT ETF | 19,368 | $1.03M | 0.2% | – | – | – |
| ProShares Tr74347B235 | PSHS SHORT DOW30 | 29,157 | $1.05M | 0.2% | – | – | – |
| iShares S&P 100 ETF464287101 | ETF | 5,926 | $1.07M | 0.2% | – | – | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 34,863 | $1.07M | 0.2% | – | – | – |
| BKNGBooking Holdings Inc. | Stock | 459 | $1.07M | 0.2% | – | – | History |
| TXNTexas Instruments Inc | Stock | 5,682 | $1.07M | 0.2% | – | – | History |
| TSLATesla, Inc. | Stock | 1,612 | $1.08M | 0.2% | – | – | History |
| iShares Tr464288182 | MSCI AC ASIA ETF | 12,159 | $1.13M | 0.3% | – | – | – |
| Elanco Animal Health Inc28414H202 | UNIT 02/01/2023T | 25,000 | $1.15M | 0.3% | – | – | – |
| iShares MSCI USA Min Vol Factor ETF46429B697 | ETF | 16,847 | $1.17M | 0.3% | – | – | – |
| Vanguard Short-Term Bond ETF921937827 | ETF | 14,388 | $1.18M | 0.3% | – | – | – |
| XOMExxonMobil Holdings Corp | COM | 21,534 | $1.20M | 0.3% | – | – | History |
| ProShares Tr74348A210 | SHRT RUSSELL2000 | 54,679 | $1.21M | 0.3% | – | – | – |
| FFord Motor Co | Stock | 103,226 | $1.26M | 0.3% | – | – | History |
| Vanguard Total World Stock ETF922042742 | ETF | 13,413 | $1.30M | 0.3% | – | – | – |
| ProShares Tr74347B425 | SHORT S&P 500 NE | 79,239 | $1.33M | 0.3% | – | – | – |
| DIASPDR Dow Jones Industrial Average ETF Trust | UT SER 1 | 4,060 | $1.34M | 0.3% | – | – | History |
| iShares Tr464287457 | 1 3 YR TREAS BD | 15,704 | $1.35M | 0.3% | – | – | – |
| Vanguard Morningstar Total Stock Market ETF922908769 | ETF | 6,737 | $1.39M | 0.3% | – | – | – |
| Invesco Exch Traded FD Tr II46138E354 | S&P500 LOW VOL | 24,910 | $1.45M | 0.3% | – | – | – |
| WIXWix.com Ltd. | SHS | 5,321 | $1.49M | 0.3% | – | – | History |
| Vanguard Ftse Emerging Markets ETF922042858 | ETF | 30,742 | $1.60M | 0.4% | – | – | – |
| iShares Russell 1000 Growth ETF464287614 | ETF | 6,917 | $1.68M | 0.4% | – | – | – |
| iShares Russell 2000 ETF464287655 | ETF | 7,697 | $1.70M | 0.4% | – | – | – |
| Vanguard Ftse All-World Ex-US Index Fund922042775 | ETF | 31,690 | $1.92M | 0.4% | – | – | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 43,691 | $2.00M | 0.5% | – | – | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 59,956 | $2.01M | 0.5% | – | – | – |
| PIMCO Enhanced Short Maturity Active Exchange-Traded Fund72201R833 | ETF | 21,539 | $2.19M | 0.5% | – | – | – |
| Vanguard Scottsdale FDS92206C102 | SHORT TERM TREAS | 36,008 | $2.21M | 0.5% | – | – | – |
| iShares MSCI Eafe ETF464287465 | ETF | 29,666 | $2.25M | 0.5% | – | – | – |
| Guess Inc401617AD7 | NOTE 2.000% 4/1 | – | $2.28M | 0.5% | – | – | – |
| GOOGAlphabet Inc. | Stock | 1,124 | $2.33M | 0.5% | – | – | History |
| iShares Tr464287622 | RUS 1000 ETF | 10,691 | $2.39M | 0.6% | – | – | – |
| iShares Tips Bond ETF464287176 | ETF | 19,211 | $2.41M | 0.6% | – | – | – |
| Nextera Energy Inc65339F770 | UNIT 99/99/9999 | 50,000 | $2.48M | 0.6% | – | – | – |
| IAUiShares Gold Trust | ISHARES | 155,934 | $2.54M | 0.6% | – | – | History |
| iShares Tr464287689 | RUSSELL 3000 ETF | 10,999 | $2.61M | 0.6% | – | – | – |
| iShares Tr464287432 | 20 YR TR BD ETF | 20,479 | $2.77M | 0.6% | – | – | – |
| iShares Tr464288513 | IBOXX HI YD ETF | 31,973 | $2.79M | 0.6% | – | – | – |
| State Street SPDR Bloomberg 1-3 Month T-Bill ETF78468R663 | ETF | 30,565 | $2.80M | 0.6% | – | – | – |
| DDominion Energy, Inc | Stock | 38,433 | $2.92M | 0.7% | – | – | History |
| iShares Core U.S. Aggregate Bond ETF464287226 | ETF | 26,774 | $3.05M | 0.7% | – | – | – |
| iShares Core MSCI Emerging Markets ETF46434G103 | ETF | 47,587 | $3.06M | 0.7% | – | – | – |
| iShares Tr464287556 | ISHARES BIOTECH | 22,514 | $3.39M | 0.8% | – | – | – |
| SPDR Series Trust78468R408 | ST TERM HIGH ETF | 127,047 | $3.47M | 0.8% | – | – | – |
| MSFTMicrosoft Corp | Stock | 14,913 | $3.52M | 0.8% | – | – | History |
| iShares Core S&P Mid-Cap ETF464287507 | ETF | 13,577 | $3.53M | 0.8% | – | – | – |
| AES Corp00130H204 | UNIT 99/99/9999 | 46,000 | $4.75M | 1.1% | – | – | – |
| KKRKKR & Co. Inc. | COM | 97,467 | $4.76M | 1.1% | – | – | History |
| AAPLApple Inc. | Stock | 44,503 | $5.44M | 1.3% | – | – | History |
| Invesco QQQ Trust Series I46090E103 | ETF | 18,400 | $5.87M | 1.4% | – | – | – |
| iShares Core MSCI Eafe ETF46432F842 | ETF | 83,306 | $6.00M | 1.4% | – | – | – |
| AMZNAmazon Com Inc | Stock | 2,243 | $6.94M | 1.6% | – | – | History |
| BDXBecton Dickinson & Co | Stock | 34,939 | $8.49M | 2.0% | – | – | History |
| CMECME Group Inc. | COM | 47,129 | $9.63M | 2.2% | – | – | History |
| Southwest Airls Co844741BG2 | NOTE 1.250% 5/0 | – | $12.7M | 2.9% | – | – | – |
| Sea Ltd81141RAD2 | NOTE 1.000%12/0 | – | $13.2M | 3.0% | – | – | – |
| South Jersey Inds Inc838518306 | UNIT 04/01/2024 | 300,000 | $14.9M | 3.4% | – | – | – |
| Istar Inc45031UCB5 | NOTE 3.125% 9/1 | – | $19.1M | 4.4% | – | – | – |
| Nextera Energy Inc65339F796 | UNIT 09/01/2022S | 396,568 | $22.8M | 5.2% | – | – | – |
| SPYSPDR S&P 500 ETF Trust | ETF | 59,778 | $23.7M | 5.4% | – | – | History |
| PG&E Corp69331C140 | UNIT 99/99/9999 | 272,179 | $31.1M | 7.1% | – | – | – |
Options (151)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
The largest 100 of 151 by value.
| Security | Class | Puts | Calls |
|---|---|---|---|
| TSLATesla, Inc. | Stock | $675.7M | $1.67M |
| SPYSPDR S&P 500 ETF Trust | ETF | $131.5M | $67.7M |
| Invesco QQQ Trust Series I46090E103 | ETF | $39.2M | $28.3M |
| iShares Russell 2000 ETF464287655 | ETF | $27.3M | $13.1M |
| AMZNAmazon Com Inc | Stock | $19.2M | $9.59M |
| AAPLApple Inc. | Stock | $13.9M | $12.3M |
| XUnited States Steel Corp | COM | $17.7M | $482.0K |
| MSFTMicrosoft Corp | Stock | $10.6M | $6.55M |
| DHRDanaher Corp | Stock | $17.2M | – |
| DIASPDR Dow Jones Industrial Average ETF Trust | UT SER 1 | $10.6M | $5.68M |
| NEENextera Energy Inc | Stock | $461.0K | $13.6M |
| METAMeta Platforms, Inc. | Stock | $4.36M | $6.27M |
| FTVFortive Corp | Stock | $2.34M | $7.57M |
| HDHome Depot, Inc. | Stock | $4.58M | $5.28M |
| GOOGAlphabet Inc. | Stock | $5.38M | $4.14M |
| GOOGLAlphabet Inc. | Stock | $3.92M | $4.54M |
| BURLBurlington Stores, Inc. | COM | $7.62M | – |
| WMTWalmart Inc. | Stock | $2.76M | $3.72M |
| NVDANVIDIA Corp | Stock | $3.31M | $2.94M |
| CCLCarnival Corp Ltd. | UNIT 99/99/9999 | $5.76M | $446.0K |
| SOSouthern Co | Stock | – | $6.18M |
| DDominion Energy, Inc | Stock | $5.70M | $258.0K |
| CSIQCanadian Solar Inc. | COM | $5.48M | – |
| BYNDBeyond Meat, Inc. | COM | $5.22M | – |
| NFLXNetflix Inc | Stock | $2.82M | $2.24M |
| BABoeing Co | Stock | $2.27M | $2.75M |
| BACBank of America Corp | Stock | $2.17M | $2.29M |
| AEOAmerican Eagle Outfitters Inc | COM | $4.39M | – |
| INTCIntel Corp | Stock | $1.92M | $2.32M |
| JPMJPMorgan Chase & Co | Stock | $2.40M | $1.55M |
| VVisa Inc. | Stock | $2.33M | $1.31M |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | $3.50M | – |
| PYPLPayPal Holdings, Inc. | Stock | $1.70M | $1.70M |
| DISWalt Disney Co | Stock | $1.90M | $1.40M |
| CATCaterpillar Inc | Stock | $1.51M | $1.74M |
| PFEPfizer Inc | Stock | $2.45M | $717.0K |
| KOCoca Cola Co | Stock | $1.36M | $1.73M |
| ROKURoku, Inc | COM CL A | $1.60M | $1.43M |
| MAMastercard Inc | Stock | $1.39M | $1.53M |
| COSTCostco Wholesale Corp | Stock | $599.0K | $2.26M |
| MCDMcDonalds Corp | Stock | $1.57M | $1.25M |
| JNJJohnson & Johnson | Stock | $1.46M | $1.30M |
| RCLRoyal Caribbean Cruises Ltd | COM | $2.70M | – |
| XOMExxonMobil Holdings Corp | COM | $1.17M | $1.39M |
| AMDAdvanced Micro Devices Inc | Stock | $1.38M | $1.11M |
| GMGeneral Motors Co | COM | $1.20M | $1.18M |
| XYZBlock, Inc. | CL A | $1.07M | $1.25M |
| WFCWells Fargo & Company | Stock | $1.02M | $1.24M |
| MSTRStrategy Inc | Stock | $882.0K | $1.36M |
| MSMorgan Stanley | Stock | $940.0K | $1.29M |
| SBUXStarbucks Corp | Stock | $754.0K | $1.40M |
| Safehold Inc.45031U101 | COM | $2.11M | – |
| Paramount Global92556H206 | CL B | $2.08M | – |
| GSGoldman Sachs Group Inc | Stock | $621.0K | $1.41M |
| TAT&T Inc. | Stock | $957.0K | $1.05M |
| CRMSalesforce, Inc. | Stock | $1.19M | $805.0K |
| CCitigroup Inc | Stock | $851.0K | $1.14M |
| CVXChevron Corp | Stock | $817.0K | $1.02M |
| ABNBAirbnb, Inc. | Stock | $1.82M | – |
| TWTRTwitter, Inc. | COM | $764.0K | $999.0K |
| PGProcter & Gamble Co | Stock | $1.10M | $623.0K |
| VZVerizon Communications Inc | Stock | $663.0K | $965.0K |
| QCOMQualcomm Inc | Stock | $769.0K | $689.0K |
| CSCOCisco Systems, Inc. | Stock | $755.0K | $703.0K |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | $930.0K | $524.0K |
| GEGeneral Electric Co | COM | $676.0K | $773.0K |
| BABAAlibaba Group Holding Ltd | ADR | $295.0K | $1.11M |
| MUMicron Technology Inc | Stock | $609.0K | $732.0K |
| IBMInternational Business Machines Corp | Stock | $733.0K | $533.0K |
| NKENIKE, Inc. | Stock | $757.0K | $439.0K |
| FCXFreeport-McMoran Inc | Stock | $547.0K | $593.0K |
| CVSCVS Health Corp | Stock | $549.0K | $579.0K |
| GILDGilead Sciences, Inc. | Stock | $381.0K | $679.0K |
| ZMZoom Communications, Inc. | Stock | $482.0K | $546.0K |
| SNAPSnap Inc | Stock | $533.0K | $439.0K |
| DKSDick's Sporting Goods, Inc. | Stock | $952.0K | – |
| FDXFedEx Corp | Stock | $511.0K | $426.0K |
| BKNGBooking Holdings Inc. | Stock | $699.0K | $233.0K |
| UPSUnited Parcel Service Inc | Stock | $357.0K | $493.0K |
| ATVIActivision Blizzard, Inc. | COM | $288.0K | $539.0K |
| GMEGameStop Corp. | Stock | $209.0K | $588.0K |
| TGTTarget Corp | Stock | $495.0K | $297.0K |
| MMacy's, Inc. | COM | $254.0K | $531.0K |
| UBERUber Technologies, Inc | Stock | $501.0K | $262.0K |
| CMCSAComcast Corp | Stock | $747.0K | – |
| ORCLOracle Corp | Stock | $225.0K | $512.0K |
| SAICScience Applications International Corp | COM | $677.0K | – |
| TELTE Connectivity plc | REG SHS | $349.0K | $323.0K |
| BMYBristol Myers Squibb Co | Stock | – | $638.0K |
| SHOPShopify Inc. | Stock | $221.0K | $332.0K |
| SLViShares Silver Trust | ETF | $316.0K | $229.0K |
| AALAmerican Airlines Group Inc. | Stock | – | $545.0K |
| DALDelta Air Lines, Inc. | COM NEW | $251.0K | $246.0K |
| MOAltria Group, Inc. | Stock | – | $496.0K |
| COOCooper Companies, Inc. | COM NEW | – | $461.0K |
| FFord Motor Co | Stock | $263.0K | $196.0K |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | $451.0K | – |
| ABBVAbbVie Inc. | Stock | – | $444.0K |
| CMCanadian Imperial Bank of Commerce | COM | $431.0K | – |
| KHCKraft Heinz Co | Stock | – | $420.0K |