Two Sigma Securities, LLC — Q1 2015 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q1 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

Total reported value

$860.9M

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Full holdings list this quarter

Showing top 200 holdings (of 206 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLI	Ss Industrial Select Sector	ETF-Other	14.73%	—	—
2	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	9.50%	—	—
3	XLF	Ss Financial Select Sector	ETF-Other	7.11%	—	+271.88%
4	CME	Cme Group INC	Stock-Financials	4.40%	—	-0.95%
5	XLB	Ss Materials Select Sector	ETF-Other	3.80%	—	—
6	XLP	Ss Consumer Staples Sel Sect	ETF-Other	3.71%	+0.31%	-10.88%
7	EFA	Ishares Msci Eafe ETF	ETF-Other	3.25%	-0.43%	EXIT
8	XLV	Ss Health Care Select Sector	ETF-Other	2.72%	—	-85.89%
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.24%	—	—
10	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	2.07%	—	—
11	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.91%	—	—
12	XME	Ss Spdr S&p Metals Mining	ETF-Other	1.63%	—	+569.04%
13	FTSM	First Trust Enh Short Mat Fd	ETF-Other	1.32%	—	+92.14%
14	SSO	Proshares Ultra S&p500	ETF-Other	0.90%	—	-31.59%
15	EWC	Ishares Msci Canada ETF	ETF-Other	0.88%	—	—
16	✓	Powershares	Stock-Other	0.84%	—	+192.65%
17	SNBR	Sleep Number Corporation	Stock-Other	0.84%	—	—
18	IWV	Ishares Russell 3000 ETF	ETF-Other	0.73%	—	—
19	SHV	Ishares 0-1 Year Treasury Bo	ETF-Gov Bonds	0.65%	—	—
20	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	0.63%	—	+186.49%
21	BSV	Vanguard Short-term Bond ETF	ETF-Other	0.63%	—	+95.27%
22	EWS	iShares MSCI Singapore ETF	ETF-Other	0.60%	—	—
23	NOK	Nokia Corp-spon Adr	Stock-Tech	0.54%	—	+20.35%
24	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.54%	—	—
25	ALGT	Allegiant Travel Co	Stock-Other	0.52%	—	—
26	BAC	Bank Of America CORP	Stock-Financials	0.52%	—	-36.91%
27	META	Meta Platforms Inc-class A	Stock-Comm Services	0.51%	—	—
28	JPM	Jpmorgan Chase & Co	Stock-Financials	0.50%	-0.41%	EXIT
29	✓	Google INC Class C	Stock-Other	0.48%	—	—
30	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.48%	—	—
31	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.46%	—	—
32	EWG	Ishares Msci Germany ETF	ETF-Other	0.45%	—	+77.52%
33	CIM	Chimera Investment Corporation	Stock-Other	0.45%	—	+156.68%
34	VV	Vanguard Large-cap ETF	ETF-Other	0.44%	—	—
35	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.42%	—	-49.42%
36	DLN	Wisdomtree US Largecap Divid	ETF-Other	0.42%	—	—
37	✓		Stock-Other	0.42%	—	—
38	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	0.41%	—	—
39	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.41%	—	-14.60%
40	IAUUSD	Ishares Gold Trust	ETF-Commodities	0.40%	—	-74.19%
41	DHI	Dr Horton INC	Stock-Consumer Disc	0.39%	—	—
42	MCHI	Ishares Msci China ETF	ETF-Emerging Markets	0.39%	—	—
43	FBIN	Fortune Brands Innovations I	Stock-Industrials	0.37%	—	—
44	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.36%	—	+10.81%
45	LAB	Standard BioTools Inc.	Stock-Other	0.36%	—	+99.42%
46	TOL	Toll Brothers INC	Stock-Consumer Disc	0.34%	—	—
47	ULCC	Frontier Group Holdings, Inc.	Stock-Other	0.33%	—	+143.21%
48	✓		Stock-Other	0.33%	—	—
49	✓	Restoration Hardware Hldgs I	Stock-Other	0.33%	—	—
50	✓	Ryland Group INC	Stock-Other	0.32%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q1 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+5.5%	+271.88%	Add
2	XME	Ss Spdr S&p Metals Mining	+1.4%	+569.04%	Add
3	ERX	Direxion Dly Energy Bull 3x	-0.6%	-75.53%	Trim
4	TLT	Ishares 20+ Year Treasury Bd	-0.8%	-82.30%	Trim
5	IAUUSD	Ishares Gold Trust	-0.9%	-74.19%	Trim
6	XLV	Ss Health Care Select Sector	-12.3%	-85.89%	Trim
7	XLI	Ss Industrial Select Sector	—	NEW	New buy
8	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	New buy
9	XLB	Ss Materials Select Sector	—	NEW	New buy
10	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
12	XBI	Ss Spdr S&p Biotech ETF	—	NEW	New buy
13	DUK	Du Pont E I De Nemour&Co	—	EXIT	Sold out
14	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
15	HD	Home Depot INC	—	EXIT	Sold out
16	✓		—	EXIT	Sold out
17	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
18	DIS	Walt Disney Co/the	—	EXIT	Sold out
19	DOW	Dow Chem Co	—	EXIT	Sold out
20	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
21	IWD	Ishares Russell 1000 Value E	—	EXIT	Sold out
22	AEP	American Electric Power Company, Inc.	—	EXIT	Sold out
23	IWF	Ishares Russell 1000 Growth	—	EXIT	Sold out
24	AMZN	Amazon.com INC	—	EXIT	Sold out
25	IJH	Ishares Core S&p Midcap ETF	—	EXIT	Sold out
26	FCX	Freeport-mcmoran INC	—	EXIT	Sold out
27	MCD	Mcdonald's CORP	—	EXIT	Sold out
28	PXGBX	Praxair INC	—	EXIT	Sold out
29	KBE	Ss Spdr S&p Bank ETF	—	EXIT	Sold out
30	✓	Proshares	—	EXIT	Sold out
31	IWM	Ishares Russell 2000 ETF	—	EXIT	Sold out
32	NKE	Nike INC -cl B	—	EXIT	Sold out
33	UTXZ	United Tech CORP	—	EXIT	Sold out
34	MMM	3m Co	—	EXIT	Sold out
35	EWC	Ishares Msci Canada ETF	—	NEW	New buy
36	LYB	LyondellBasell Industries N.V.	—	EXIT	Sold out
37	PPG	Ppg Industries INC	—	EXIT	Sold out
38	SNBR	Sleep Number Corporation	—	NEW	New buy
39	VGK	Vanguard Ftse Europe ETF	—	EXIT	Sold out
40	✓	Powershares	—	EXIT	Sold out
41	✓	ProShares UltraShort QQQ	—	EXIT	Sold out
42	BA	Boeing Co/the	—	EXIT	Sold out
43	IWV	Ishares Russell 3000 ETF	—	NEW	New buy
44	ECL	Ecolab INC	—	EXIT	Sold out
45	APD	Air Products & Chemicals INC	—	EXIT	Sold out
46	F	Ford Motor Co	—	EXIT	Sold out
47	IEV	Ishares Europe ETF	—	EXIT	Sold out
48	TWXCHF	Time Warner INC	—	EXIT	Sold out
49	✓	Avanir Pharmaceuticals INC	—	EXIT	Sold out
50	SPXL	Direxion Daily S&p 500 Bull	—	EXIT	Sold out