Skip to main content
Livermore
Livermore
ZHEN

Two Sigma Securities, LLC

SEC CIK
0001450144
Latest filing
Aug 14, 2026

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed May 16, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
1,077
+71 vs. Q4 2021
Portfolio value
$716.7M
+$203.2M (+39.6%) vs. Q4 2021
Filed
May 16, 2022
SEC
Holdings of Two Sigma Securities, LLC in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
CSCOCisco Systems, Inc.Stock37,785$2.11M0.3%+5,666+17.6%AddedHistory
iShares Core U.S. Aggregate Bond ETF464287226ETF19,910$2.13M0.3%+19,910New–
ABNBAirbnb, Inc.Stock12,735$2.19M0.3%+8,369+191.7%AddedHistory
ProShares Tr74347B425SHORT S&P 500 NE155,189$2.19M0.3%−114,671−42.5%Reduced–
ASMLASML Holding NVADR3,284$2.19M0.3%+2,218+208.1%AddedHistory
Proshares Ultrapro Short Qqq - US ETP74347G432Exchange-Traded Fund65,433$2.20M0.3%+65,433New–
Schwab US Tips ETF808524870ETF36,972$2.25M0.3%+32,938+816.5%Added–
SPDR Series Trust78464A714ST STR SP RETAIL29,925$2.26M0.3%+16,631+125.1%Added–
MDBMongoDB, Inc.CL A5,144$2.28M0.3%+4,544+757.3%AddedHistory
ProShares Tr74347X831ULTRAPRO QQQ39,357$2.29M0.3%+39,357New–
iShares MSCI Acwi Ex U.S. ETF464288240ETF45,366$2.37M0.3%+33,328+276.9%Added–
ORCLOracle CorpStock28,681$2.37M0.3%+15,602+119.3%AddedHistory
MSFTMicrosoft CorpStock7,743$2.39M0.3%−15,513−66.7%ReducedHistory
State Street SPDR Portfolio Developed World Ex-US ETF78463X889ETF70,339$2.41M0.3%+70,339New–
SPOTSpotify Technology S.A.Stock16,035$2.42M0.3%+16,035NewHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF42,065$2.42M0.3%+28,460+209.2%Added–
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund72201R833ETF24,902$2.49M0.3%+24,902New–
LLYEli Lilly & CoStock8,838$2.53M0.4%+7,212+443.5%AddedHistory
AMATApplied Materials IncStock19,262$2.54M0.4%+6,380+49.5%AddedHistory
AXPAmerican Express CoStock13,593$2.54M0.4%+9,203+209.6%AddedHistory
Vanguard Scottsdale FDS92206C706INTER TERM TREAS41,311$2.60M0.4%+41,311New–
AMGNAmgen IncStock11,067$2.68M0.4%+9,868+823.0%AddedHistory
JDJD.com, Inc.SPON ADS CL A46,311$2.68M0.4%+46,311NewHistory
NVDANVIDIA CorpStock9,846$2.69M0.4%−10,716−52.1%ReducedHistory
NEMNEWMONT CorpStock34,077$2.71M0.4%+34,077NewHistory
KOCoca Cola CoStock43,744$2.71M0.4%+43,744NewHistory
iShares Tr46428743220 YR TR BD ETF20,728$2.74M0.4%+11,902+134.9%Added–
MROMarathon Oil CorpCOM113,163$2.84M0.4%+96,071+562.1%AddedHistory
BIDUBaidu, Inc.ADR21,585$2.86M0.4%+17,452+422.3%AddedHistory
VZVerizon Communications IncStock56,186$2.86M0.4%+39,261+232.0%AddedHistory
DOWDow Inc.Stock45,390$2.89M0.4%+45,390NewHistory
AAPLApple Inc.Stock16,620$2.90M0.4%+15,484+1,363.0%AddedHistory
CVSCVS Health CorpStock29,222$2.96M0.4%+26,844+1,128.8%AddedHistory
GOOGLAlphabet Inc.Stock1,086$3.02M0.4%−987−47.6%ReducedHistory
UUnity Software Inc.COM30,792$3.06M0.4%+28,960+1,580.8%AddedHistory
TEAMAtlassian CorpCL A10,519$3.09M0.4%+7,739+278.4%AddedHistory
BRK.BBerkshire Hathaway IncStock8,937$3.15M0.4%+4,038+82.4%AddedHistory
WFCWells Fargo & CompanyStock66,155$3.21M0.4%+39,287+146.2%AddedHistory
SNAPSnap IncStock89,206$3.21M0.4%+82,863+1,306.4%AddedHistory
SLBSLB LimitedStock78,285$3.23M0.5%+78,285NewHistory
AMDAdvanced Micro Devices IncStock29,680$3.25M0.5%−386−1.3%ReducedHistory
JPMorgan Ultra-Short Income ETF46641Q837ETF66,000$3.32M0.5%+29,834+82.5%Added–
iShares Inc464286806MSCI GERMANY ETF117,297$3.33M0.5%+94,289+409.8%Added–
UPSUnited Parcel Service IncStock15,670$3.36M0.5%+15,670NewHistory
SPDR Series Trust78468R408ST TERM HIGH ETF129,728$3.40M0.5%+129,728New–
IAUiShares Gold TrustETF97,681$3.60M0.5%+97,681NewHistory
GOOGAlphabet Inc.Stock1,316$3.68M0.5%−533−28.8%ReducedHistory
IIPRInnovative Industrial Properties IncCOM18,137$3.73M0.5%+17,301+2,069.5%AddedHistory
iShares Core MSCI Total International Stock ETF46432F834ETF56,550$3.77M0.5%+46,543+465.1%Added–
REGNRegeneron Pharmaceuticals, Inc.COM5,645$3.94M0.6%+3,034+116.2%AddedHistory
COINCoinbase Global, Inc.COM CL A20,892$3.97M0.6%+17,815+579.0%AddedHistory
COSTCostco Wholesale CorpStock6,943$4.00M0.6%+5,306+324.1%AddedHistory
UPSTUpstart Holdings, Inc.COM38,099$4.16M0.6%+34,765+1,042.7%AddedHistory
PGProcter & Gamble CoStock27,445$4.19M0.6%+23,631+619.6%AddedHistory
CVXChevron CorpStock27,357$4.46M0.6%+22,964+522.7%AddedHistory
SPYSPDR S&P 500 ETF TrustETF10,168$4.59M0.6%+7,021+223.1%AddedHistory
JNJJohnson & JohnsonStock26,889$4.77M0.7%+22,163+469.0%AddedHistory
DDOGDatadog, Inc.CL A COM32,398$4.91M0.7%+32,398NewHistory
iShares Iboxx $ Investment Grade Corporate Bond ETF464287242ETF41,004$4.96M0.7%+41,004New–
FCXFreeport-McMoran IncStock100,925$5.02M0.7%+40,572+67.2%AddedHistory
CRMSalesforce, Inc.Stock23,835$5.06M0.7%+19,196+413.8%AddedHistory
ZMZoom Communications, Inc.Stock46,300$5.43M0.8%+41,376+840.3%AddedHistory
Barrick Gold Corp067901108COM232,723$5.71M0.8%+149,240+178.8%Added–
AMZNAmazon Com IncStock1,755$5.72M0.8%−2,947−62.7%ReducedHistory
SPDR Series Trust78468R622ST BLOO HIGH ETF57,263$5.87M0.8%+15,001+35.5%Added–
XOMExxonMobil Holdings CorpCOM72,643$6.00M0.8%+69,234+2,030.9%AddedHistory
MRNAModerna, Inc.Stock35,193$6.06M0.8%+32,887+1,426.1%AddedHistory
VRTXVertex Pharmaceuticals IncStock24,303$6.34M0.9%+18,557+323.0%AddedHistory
iShares Core MSCI Emerging Markets ETF46434G103ETF114,958$6.39M0.9%+114,958New–
MOSMosaic CoCOM96,823$6.44M0.9%+96,823NewHistory
OXYOccidental Petroleum CorpStock115,380$6.55M0.9%+107,904+1,443.3%AddedHistory
HDHome Depot, Inc.Stock22,431$6.71M0.9%+21,140+1,637.5%AddedHistory
iShares Tr4642874571 3 YR TREAS BD83,021$6.92M1.0%+59,185+248.3%Added–
LMTLockheed Martin CorpStock15,924$7.03M1.0%+8,229+106.9%AddedHistory
Invesco QQQ Trust Series I46090E103ETF19,488$7.07M1.0%+7,876+67.8%Added–
BABAAlibaba Group Holding LtdADR101,246$11.0M1.5%+101,246NewHistory
CMECME Group Inc.COM47,051$11.2M1.6%+1,778+3.9%AddedHistory

Options (593)

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 593 by value.

Option positions of Two Sigma Securities, LLC in Q1 2022
SecurityClassPutsCalls
MSFTMicrosoft CorpStock$29.0M$41.3M
AAPLApple Inc.Stock$24.5M$45.5M
TSLATesla, Inc.Stock$16.8M$29.4M
NVDANVIDIA CorpStock$14.9M$27.8M
AMZNAmazon Com IncStock$23.5M$15.3M
GOOGLAlphabet Inc.Stock$15.3M$23.4M
COSTCostco Wholesale CorpStock$14.4M$15.2M
MRKMerck & Co., Inc.Stock$13.9M$13.3M
AMDAdvanced Micro Devices IncStock$12.0M$14.3M
METAMeta Platforms, Inc.Stock$11.5M$14.2M
PFEPfizer IncStock$14.1M$11.7M
GSGoldman Sachs Group IncStock$11.9M$11.9M
IBMInternational Business Machines CorpStock$13.2M$10.3M
ZMZoom Communications, Inc.Stock$16.2M$6.85M
HDHome Depot, Inc.Stock$14.1M$6.38M
WMTWalmart Inc.Stock$9.77M$8.92M
SHOPShopify Inc.Stock$9.94M$8.65M
CRWDCrowdStrike Holdings, Inc.Stock$9.70M$8.81M
BABAAlibaba Group Holding LtdADR$13.7M$4.71M
CCitigroup IncStock$9.79M$8.46M
AFRMAffirm Holdings, Inc.COM CL A$12.5M$5.46M
DDOGDatadog, Inc.CL A COM$8.85M$7.80M
ABBVAbbVie Inc.Stock$7.59M$8.95M
JPMJPMorgan Chase & CoStock$7.42M$9.08M
NKENIKE, Inc.Stock$9.82M$6.65M
PTONPeloton Interactive, Inc.CL A COM$8.17M$7.32M
XYZBlock, Inc.CL A$7.97M$7.25M
BABoeing CoStock$8.33M$6.61M
INTCIntel CorpStock$4.59M$10.0M
MRNAModerna, Inc.Stock$10.6M$4.00M
AMGNAmgen IncStock$8.71M$5.46M
SNOWSnowflake Inc.Stock$5.38M$8.75M
RBLXRoblox CorpStock$6.59M$7.25M
DISWalt Disney CoStock$5.91M$7.79M
NFLXNetflix IncStock$6.55M$7.04M
PYPLPayPal Holdings, Inc.Stock$5.91M$7.40M
VVisa Inc.Stock$5.19M$8.10M
XOMExxonMobil Holdings CorpCOM$8.28M$4.62M
AVGOBroadcom Inc.Stock$4.09M$8.56M
CVXChevron CorpStock$9.10M$3.17M
COINCoinbase Global, Inc.COM CL A$8.53M$3.55M
SESea LtdSPONSORD ADS$5.71M$6.36M
FDXFedEx CorpStock$5.51M$6.50M
ORCLOracle CorpStock$5.50M$6.43M
DOCUDocuSign, Inc.Stock$7.72M$4.04M
Invesco QQQ Trust Series I46090E103ETF$4.35M$7.36M
UPSTUpstart Holdings, Inc.COM$8.51M$3.13M
MUMicron Technology IncStock$6.16M$5.23M
SPYSPDR S&P 500 ETF TrustETF$10.6M$677.0K
ADBEAdobe Inc.Stock$5.60M$5.06M
FFord Motor CoStock$4.47M$6.09M
TWTRTwitter, Inc.COM$3.43M$7.08M
TSMTaiwan Semiconductor Manufacturing Co LtdADR$5.54M$4.96M
CCLCarnival Corp Ltd.UNIT 99/99/9999$4.44M$6.05M
BNTXBioNTech SESPONSORED ADS$6.22M$4.23M
BACBank of America CorpStock$3.75M$6.53M
State Street Energy Select Sector SPDR ETF81369Y506ETF$5.68M$4.42M
CVSCVS Health CorpStock$3.25M$6.72M
CRMSalesforce, Inc.Stock$6.67M$3.27M
CHTRCharter Communications, Inc.CL A$5.18M$4.64M
ABNBAirbnb, Inc.Stock$5.65M$4.16M
ROKURoku, IncCOM CL A$4.96M$4.70M
UUnity Software Inc.COM$6.36M$3.21M
GILDGilead Sciences, Inc.Stock$4.01M$5.39M
MCDMcDonalds CorpStock$5.66M$3.63M
NVAXNovavax IncCOM NEW$5.70M$3.48M
AZOAutoZone IncCOM$2.45M$6.54M
BYNDBeyond Meat, Inc.COM$4.23M$4.72M
BMYBristol Myers Squibb CoStock$4.33M$4.29M
JNJJohnson & JohnsonStock$5.41M$2.98M
GMGeneral Motors CoCOM$3.77M$4.56M
BIDUBaidu, Inc.ADR$5.03M$3.25M
JDJD.com, Inc.SPON ADS CL A$4.33M$3.89M
UALUnited Airlines Holdings, Inc.COM$2.62M$5.55M
MRVLMarvell Technology, Inc.COM$5.39M$2.17M
AAAlcoa CorpStock$3.67M$3.87M
DVNDevon Energy CorpStock$4.75M$2.73M
BRK.BBerkshire Hathaway IncStock$4.94M$2.44M
SNAPSnap IncStock$3.91M$3.28M
MAMastercard IncStock$3.29M$3.75M
CVNACarvana Co.CL A$3.96M$3.08M
MPCMarathon Petroleum CorpStock$3.28M$3.70M
PANWPalo Alto Networks IncStock$3.73M$3.11M
MSMorgan StanleyStock$4.53M$2.26M
CMCSAComcast CorpStock$3.42M$3.22M
UBERUber Technologies, IncStock$1.77M$4.84M
KOCoca Cola CoStock$3.62M$2.86M
SBUXStarbucks CorpStock$2.26M$3.99M
QCOMQualcomm IncStock$4.17M$2.03M
UNPUnion Pacific CorpStock$2.51M$3.69M
WFCWells Fargo & CompanyStock$4.63M$1.42M
VZVerizon Communications IncStock$3.32M$2.55M
NUENucor CorpCOM$1.49M$4.33M
DACDanaos CorpSHS$1.52M$4.28M
DUKDuke Energy CORPStock$2.50M$3.28M
CFCF Industries Holdings, Inc.COM$2.37M$3.40M
ACNAccenture plcStock$4.21M$1.55M
PENNPENN Entertainment, Inc.COM$3.17M$2.58M
LHLabcorp Holdings Inc.COM NEW$3.27M$2.48M
CLFCleveland-Cliffs Inc.COM$3.66M$2.02M

Sold out since Q4 2021 (542)

Positions held at the end of Q4 2021 that are gone from this filing.

The largest 100 of 542 by value last quarter.

Positions of Two Sigma Securities, LLC sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
Vanguard Ftse Developed Markets ETF921943858ETF106,855$5.46M1.1%–
iShares Russell 2000 ETF464287655ETF15,229$3.39M0.7%–
iShares Inc464286608MSCI EURZONE ETF65,357$3.20M0.6%–
iShares Tips Bond ETF464287176ETF23,207$3.00M0.6%–
iShares Tr464287689RUSSELL 3000 ETF9,970$2.77M0.5%–
MAMastercard IncStock6,216$2.23M0.4%History
ProShares Tr74347B383ULTRASHRT S&P500278,278$1.97M0.4%–
ProShares Tr74347G861ULTRAPRO SHT QQQ327,309$1.94M0.4%–
AVGOBroadcom Inc.Stock2,746$1.83M0.4%History
GLDSPDR Gold TrustETF10,205$1.75M0.3%History
iShares Tr4642874407-10 YR TRSY BD14,869$1.71M0.3%–
SPDR Series Trust78468R556SP O&G EXPL PRO17,733$1.70M0.3%–
AWKAmerican Water Works Company, Inc.Stock8,687$1.64M0.3%History
Vanguard Total Bond Market ETF921937835ETF19,304$1.64M0.3%–
iShares MSCI USA Min Vol Factor ETF46429B697ETF18,948$1.53M0.3%–
First Tr Exchange-Traded FD33739Q200FST LOW OPPT EFT30,431$1.52M0.3%–
DHRDanaher CorpStock4,342$1.43M0.3%History
SESea LtdSPONSORD ADS6,337$1.42M0.3%History
State Street SPDR S&P Homebuilders ETF78464A888ETF16,206$1.39M0.3%–
PAYCPaycom Software, Inc.Stock3,283$1.36M0.3%History
iShares Tr46435U853BROAD USD HIGH32,653$1.34M0.3%–
SWKStanley Black & Decker, Inc.COM7,113$1.34M0.3%History
PLTRPalantir Technologies Inc.Stock72,321$1.32M0.3%History
iShares Tr464288281JPMORGAN USD EMG12,062$1.31M0.3%–
State Street Energy Select Sector SPDR ETF81369Y506ETF22,655$1.26M0.2%–
VanEck ETF Trust92189H607OIL SERVICES ETF6,622$1.22M0.2%–
DXCMDexcom IncCOM2,207$1.19M0.2%History
DVADavita Inc.COM10,370$1.18M0.2%History
BUDAnheuser-Busch InBev SA/NVADR18,986$1.15M0.2%History
XLNXXilinx IncCOM5,208$1.10M0.2%History
Direxion Shs ETF Tr25460G690DLY SEMICNDTR BR320,513$1.10M0.2%–
ProShares Tr74347G747ULTPRO SHT 2017130,106$1.09M0.2%–
MSMorgan StanleyStock11,035$1.08M0.2%History
SNOWSnowflake Inc.Stock3,101$1.05M0.2%History
Schwab U.S. Broad Market ETF808524102ETF9,133$1.03M0.2%–
Kraneshares Tr500767736QUADRTC INT RT38,099$1.02M0.2%–
State Street Communication Services Select Sector SPDR ETF81369Y852ETF12,314$957.0K0.2%–
Schwab U.S. Large-Cap ETF808524201ETF8,342$949.0K0.2%–
Ssga Active ETF Tr78467V608ST STR BL LN ETF19,296$880.0K0.2%–
ALBAlbemarle CorpStock3,689$862.0K0.2%History
VRSNVerisign IncCOM3,383$859.0K0.2%History
EFXEquifax IncCOM2,903$850.0K0.2%History
GNRCGenerac Holdings Inc.Stock2,368$833.0K0.2%History
CMICummins IncStock3,768$822.0K0.2%History
ProShares Tr74347G739ULTSHRT QQQ52,250$817.0K0.2%–
ROKRockwell Automation, IncStock2,334$814.0K0.2%History
FIVEFive Below, IncCOM3,847$796.0K0.2%History
Direxion Shs ETF Tr25460G658DLY S&P OIL GAS144,123$775.0K0.2%–
Invesco Exchange Traded FD T46137V357S&P500 EQL WGT4,730$770.0K0.1%–
State Street SPDR Portfolio Short Term Corporate Bond ETF78464A474ETF24,477$758.0K0.1%–
SKTTanger Inc.COM39,221$756.0K0.1%History
State Street SPDR S&P Regional Banking ETF78464A698ETF10,593$751.0K0.1%–
iShares Tr464287390LATN AMER 40 ETF31,921$749.0K0.1%–
State Street SPDR Portfolio S&P 500 Growth ETF78464A409ETF10,189$738.0K0.1%–
iShares Select Dividend ETF464287168ETF5,865$719.0K0.1%–
OLLIOllie's Bargain Outlet Holdings, Inc.Stock13,962$715.0K0.1%History
Vanguard S&P 500 ETF922908363ETF1,600$699.0K0.1%–
RBLXRoblox CorpStock6,715$693.0K0.1%History
GEGeneral Electric CoStock7,302$690.0K0.1%History
SPDR Series Trust78464A656ST STR TIPS ETF20,483$645.0K0.1%–
BRSLBrightstar Lottery PLCSHS USD21,733$628.0K0.1%History
BAXBaxter International IncStock7,236$621.0K0.1%History
Janus Detroit STR Tr47103U886HENDRSN SHRT ETF12,536$621.0K0.1%–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF8,010$618.0K0.1%–
Vanguard Malvern FDS922020805STRM INFPROIDX11,918$613.0K0.1%–
GRMNGarmin LtdSHS4,477$610.0K0.1%History
ILMNIllumina, Inc.COM1,585$603.0K0.1%History
ITWIllinois Tool Works IncStock2,368$584.0K0.1%History
iShares Tr464288513IBOXX HI YD ETF6,430$559.0K0.1%–
iShares Inc464286764MSCI SPAIN ETF21,112$555.0K0.1%–
LULUlululemon athletica inc.Stock1,414$554.0K0.1%History
VXXBarclays Bank PLCETF29,673$550.0K0.1%History
iShares Tr464287796U.S. ENERGY ETF18,060$544.0K0.1%–
WGOWinnebago Industries IncCOM7,176$538.0K0.1%History
SBACSba Communications CorpCL A1,369$533.0K0.1%History
Direxion Shs ETF Tr25459W54020YR TRES BULL18,957$533.0K0.1%–
DECKDeckers Outdoor CorpCOM1,412$517.0K0.1%History
State Street SPDR Portfolio S&P 500 High Dividend ETF78468R788ETF12,217$514.0K0.1%–
SAFMSanderson Farms IncCOM2,676$511.0K0.1%History
KNXKnight-Swift Transportation Holdings Inc.CL A8,354$509.0K0.1%History
WIXWix.com Ltd.SHS3,206$506.0K0.1%History
THCTenet Healthcare CorpCOM NEW6,185$505.0K0.1%History
BMOBank of MontrealCOM4,673$503.0K0.1%History
IRBTiRobot CorpCOM7,614$502.0K0.1%History
FLRFluor CorpStock20,209$501.0K0.1%History
KMIKinder Morgan, Inc.Stock31,418$498.0K0.1%History
iShares Tr464287515EXPANDED TECH1,253$498.0K0.1%–
iShares Tr464288877EAFE VALUE ETF9,872$497.0K0.1%–
TSMTaiwan Semiconductor Manufacturing Co LtdADR4,069$490.0K0.1%History
MPLXMPLX LPCOM UNIT REP LTD16,411$486.0K0.1%History
ProShares Tr74347R107PSHS ULT S&P 5003,311$485.0K0.1%–
CBRLCracker Barrel Old Country Store, IncCOM3,768$485.0K0.1%History
TERTeradyne, IncStock2,959$484.0K0.1%History
NVSNovartis AGADR5,489$480.0K0.1%History
SPTSprout Social, Inc.COM CL A5,296$480.0K0.1%History
TXG10x Genomics, Inc.CL A COM3,162$471.0K0.1%History
Vanguard Scottsdale FDS92206C102SHORT TERM TREAS7,727$470.0K0.1%–
RMDResmed IncCOM1,794$467.0K0.1%History
NCNOnCino, Inc.COM8,457$464.0K0.1%History
ITCIIntra-Cellular Therapies, Inc.COM8,779$459.0K0.1%History