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Livermore
Livermore
ZHEN

Two Sigma Securities, LLC

SEC CIK
0001450144
Latest filing
Aug 14, 2026

The latest 13F from Two Sigma Securities, LLC covers Q2 2026 (filed Aug 14, 2026): 1,668 long positions worth $1.16B. The top 10 holdings make up 10.6% of the portfolio, and the largest is Applied Materials Inc (AMAT) at 1.7%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
988
Est. +$571.5M
Added
343
Est. +$251.2M
Reduced
336
Est. −$234.7M
Sold out
919
Est. −$386.6M

Top 5 holdings

Share of this quarter's portfolio value

  1. AMATApplied Materials Inc
    1.7%$20.3MHistory
  2. Vanguard S&P 500 ETF922908363
    1.7%$19.3M
  3. LRCXLam Research Corp
    1.2%$13.4MHistory
  4. ORCLOracle Corp
    1.1%$12.5MHistory
  5. iShares Core S&P 500 ETF464287200
    1.0%$11.8M

Biggest buys

New and added positions, by estimated amount bought

  1. AMATApplied Materials Inc
    +$20.3MNewHistory
  2. Vanguard S&P 500 ETF922908363
    +$12.7MAdded
  3. ORCLOracle Corp
    +$12.5MNewHistory
  4. iShares Core S&P 500 ETF464287200
    +$11.8MNew
  5. State Street SPDR Portfolio Intermediate Term Corporate Bond ETF78464A375
    +$10.2MNew

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. AMATApplied Materials Inc
    +1.75 pp0.0% → 1.7%History
  2. ORCLOracle Corp
    +1.08 pp0.0% → 1.1%History
  3. iShares Core S&P 500 ETF464287200
    +1.01 pp0.0% → 1.0%
  4. Vanguard S&P 500 ETF922908363
    +1.00 pp0.7% → 1.7%
  5. LRCXLam Research Corp
    +0.91 pp0.2% → 1.2%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. Direxion Shs ETF Tr25459W458
    −$36.5MReduced
  2. AMZNAmazon Com Inc
    −$8.63MSold outHistory
  3. TSLATesla, Inc.
    −$7.24MSold outHistory
  4. Invesco QQQ Trust Series I46090E103
    −$6.71MReduced
  5. iShares Core U.S. Aggregate Bond ETF464287226
    −$6.59MReduced

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. AMZNAmazon Com Inc
    −1.00 pp1.0% → 0.0%History
  2. iShares Core U.S. Aggregate Bond ETF464287226
    −0.94 pp1.4% → 0.5%
  3. TSLATesla, Inc.
    −0.84 pp0.8% → 0.0%History
  4. Vanguard Total Bond Market ETF921937835
    −0.63 pp0.7% → 0.1%
  5. Invesco QQQ Trust Series I46090E103
    −0.62 pp0.7% → 0.1%

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$1.16B
+$298.5M (+34.7%) vs. prior quarter
Positions
1,668
+69 vs. prior quarter
Top 10 concentration
10.6%
Top 10 as share of value
Turnover
61.5%
Q2 2026, one quarter
Average holding period
2.3 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $2.19B (Q4 2023)

Q1 2021: $434.7MQ2 2021: $399.7MQ3 2021: $484.7MQ4 2021: $513.4MQ1 2022: $716.7MQ2 2022: $566.5MQ3 2022: $701.2MQ4 2022: $704.4MQ1 2023: $1.21BQ2 2023: $1.22BQ3 2023: $2.17BQ4 2023: $2.19BQ1 2024: $2.06BQ2 2024: $2.10BQ3 2024: $1.27BQ4 2024: $551.9MQ1 2025: $654.1MQ2 2025: $810.7MQ3 2025: $678.0MQ4 2025: $727.8MQ1 2026: $860.9MQ2 2026: $1.16B
Q1 2021Q2 2026
13F filings of Two Sigma Securities, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 14, 20261,668$1.16BAMATVanguard S&P 500 ETFLRCXvs. Q1 2026SEC
Q1 2026May 15, 20261,599$860.9MiShares Core U.S. Aggregate Bond ETFAMZNDirexion Shs ETF Trvs. Q4 2025SEC
Q4 2025Feb 17, 20261,421$727.8MiShares TrMSFTiShares Trvs. Q3 2025SEC
Q3 2025Nov 14, 20251,327$678.0MiShares Core MSCI Emerging Markets ETFiShares Iboxx $ Investment Grade Corporate Bond ETFiShares Trvs. Q2 2025SEC
Q2 2025Aug 14, 20251,437$810.7MiShares MSCI Eafe ETFiShares Russell 2000 ETFSPYvs. Q1 2025SEC
Q1 2025May 15, 20251,385$654.1MiShares Core U.S. Aggregate Bond ETFBKNGState Street SPDR Portfolio Intermediate Term Corporate Bond ETFvs. Q4 2024SEC
Q4 2024Feb 14, 20251,356$551.9MTSLAiShares TriShares Core S&P 500 ETFvs. Q3 2024SEC
Q3 2024Nov 14, 20241,520$1.27BTSLAAAPLMSFTvs. Q2 2024SEC
Q2 2024Aug 14, 20241,485$2.10BNVDAMETALLYvs. Q1 2024SEC
Q1 2024May 15, 20241,381$2.06BMETAAMZNMSFTvs. Q4 2023SEC
Q4 2023Feb 14, 20241,398$2.19BAAPLAMZNAMDvs. Q3 2023SEC
Q3 2023Nov 14, 20231,322$2.17BSPYAAPLTSLAvs. Q2 2023SEC
Q2 2023Aug 14, 20231,203$1.22BAAPLTSLAMSFTvs. Q1 2023SEC
Q1 2023May 15, 20231,279$1.21BTSLASPYAAPLvs. Q4 2022SEC
Q4 2022Feb 14, 20231,309$704.4MPYPLiShares TrAMZNvs. Q3 2022SEC
Q3 2022Nov 14, 20221,325$701.2MiShares Core MSCI Eafe ETFCMEProShares Trvs. Q2 2022SEC
Q2 2022Aug 15, 20221,197$566.5MNVDAInvesco QQQ Trust Series ICMEvs. Q1 2022SEC
Q1 2022May 16, 20221,077$716.7MCMEBABAInvesco QQQ Trust Series Ivs. Q4 2021SEC
Q4 2021Feb 14, 20221,006$513.4MAMZNCMEMETAvs. Q3 2021SEC
Q3 2021Nov 15, 2021818$484.7MSPYInvesco QQQ Trust Series IState Street Utilities Select Sector SPDR ETFvs. Q2 2021SEC
Q2 2021Aug 16, 2021676$399.7MState Street Financial Select Sector SPDR ETFGOOGLCMEvs. Q1 2021SEC
Q1 2021May 17, 2021565$434.7MPG&E CorpSPYNextera Energy Inc–SEC