Two Sigma Securities, LLC — Q2 2015 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q2 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

Total reported value

$860.9M

← Back to latest quarter

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	✓	Powershares Qqq Trust Ser 1	Stock-Other	10.79%	—	—
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	8.94%	—	+1257.11%
3	CME	Cme Group INC	Stock-Financials	6.98%	—	-0.44%
4	CVS	Cvs Health CORP	Stock-Healthcare	3.02%	—	—
5	XLF	Ss Financial Select Sector	ETF-Other	2.85%	—	-75.60%
6	SOXL	Direxion Daily Semiconductor Bull 3X Shares	Stock-Other	2.24%	—	—
7	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	2.09%	—	—
8	GSK	GSK plc ADRhedged	Stock-Healthcare	2.09%	—	—
9	META	Meta Platforms Inc-class A	Stock-Comm Services	1.71%	—	+97.91%
10	AAPL	Apple INC	Stock-Tech	1.67%	—	+250.53%
11	XLK	Ss Technology Select Sector	ETF-Tech	1.55%	—	+288.99%
12	F	Ford Motor Co	Stock-Consumer Disc	1.28%	—	—
13	TQQQ	ProShares UltraPro QQQ	ETF-Other	1.16%	—	—
14	GILD	Gilead Sciences INC	Stock-Healthcare	1.10%	—	—
15	GS	Goldman Sachs Group INC	Stock-Financials	1.05%	—	—
16	FTSM	First Trust Enh Short Mat Fd	ETF-Other	0.99%	—	-53.92%
17	✓	Pacer Trendpilot Fund Of Funds ETF	ETF-Other	0.97%	—	+138.34%
18	CVX	Chevron CORP	Stock-Energy	0.95%	—	—
19	IWS	Ishares Russell Mid-cap Valu	ETF-Other	0.93%	—	—
20	✓	Direxion Shs ETF Tr	ETF-Other	0.90%	—	—
21	✓	Powershares	Stock-Other	0.88%	—	-34.77%
22	GM	General Motors Co	Stock-Consumer Disc	0.86%	—	—
23	✓	Proshares Tr	Stock-Other	0.84%	—	—
24	DIS	Walt Disney Co/the	Stock-Comm Services	0.83%	—	—
25	PM	Philip Morris International	Stock-Consumer Staples	0.83%	—	—
26	✓		Stock-Other	0.78%	—	+19.43%
27	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.78%	-0.35%	—
28	SHAK	Shake Shack INC - Class A	Stock-Consumer Disc	0.76%	—	—
29	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-Tech	0.73%	—	—
30	HAL	Halliburton Co	Stock-Energy	0.72%	—	—
31	CSCO	Cisco Systems INC	Stock-Tech	0.72%	—	—
32	IVE	Ishares S&p 500 Value ETF	ETF-Large Cap & Growth	0.72%	—	—
33	VTI	Vanguard Total Stock Mkt ETF	ETF-Other	0.70%	+0.60%	NEW
34	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	ETF-Other	0.69%	—	—
35	✓	Susquehanna Bancshares INC Pa	Stock-Other	0.67%	—	—
36	AMLPUSD	Alerian Mlp ETF	ETF-Other	0.66%	—	—
37	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.65%	—	—
38	EWH	Ishares Msci Hong Kong ETF	ETF-Other	0.65%	—	—
39	EWS	iShares MSCI Singapore ETF	ETF-Other	0.63%	—	-33.52%
40	FRTEUR	Federal Realty Invs Trust	Stock-Other	0.62%	—	—
41	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	0.62%	—	—
42	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.60%	—	—
43	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.59%	—	—
44	VDC	Vanguard Consumer Staple ETF	ETF-Other	0.58%	—	—
45	HPE	Hewlett-Packard Company	Stock-Tech	0.57%	—	—
46	VNQ	Vanguard Real Estate ETF	ETF-Other	0.56%	—	—
47	OILUSD	Ipath S&p Gsci Crude Oil Tr	ETF-Other	0.56%	—	—
48	ODPEUR	Office Depot INC	Stock-Other	0.50%	—	—
49	TNA	Dir Dai Sml Ca Bul 3x Et-usd	ETF-Other	0.47%	—	—
50	KO	Coca-cola Co/the	Stock-Consumer Staples	0.47%	—	—

1–50 of 172

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+8.5%	+1257.11%	Add
2	AAPL	Apple INC	+1.4%	+250.53%	Add
3	XLK	Ss Technology Select Sector	+1.3%	+288.99%	Add
4	META	Meta Platforms Inc-class A	+1.2%	+97.91%	Add
5	FTSM	First Trust Enh Short Mat Fd	-0.3%	-53.92%	Trim
6	IWV	Ishares Russell 3000 ETF	-0.4%	-69.13%	Trim
7	XLY	Ss Consumer Disc Select Sect	-1.5%	-87.91%	Trim
8	EFA	Ishares Msci Eafe ETF	-2.8%	-91.12%	Trim
9	XLF	Ss Financial Select Sector	-4.3%	-75.60%	Trim
10	DIA	Ss Spdr Dow Jones Indus Avg	-9.1%	-97.41%	Trim
11	XLI	Ss Industrial Select Sector	—	EXIT	Sold out
12	✓	Powershares Qqq Trust Ser 1	—	NEW	New buy
13	XLB	Ss Materials Select Sector	—	EXIT	Sold out
14	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
15	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
16	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
17	XBI	Ss Spdr S&p Biotech ETF	—	EXIT	Sold out
18	CVS	Cvs Health CORP	—	NEW	New buy
19	XME	Ss Spdr S&p Metals Mining	—	EXIT	Sold out
20	SOXL	Direxion Daily Semiconductor Bull 3X Shares	—	NEW	New buy
21	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	NEW	New buy
22	GSK	GSK plc ADRhedged	—	NEW	New buy
23	SSO	Proshares Ultra S&p500	—	EXIT	Sold out
24	EWC	Ishares Msci Canada ETF	—	EXIT	Sold out
25	SNBR	Sleep Number Corporation	—	EXIT	Sold out
26	F	Ford Motor Co	—	NEW	New buy
27	TQQQ	ProShares UltraPro QQQ	—	NEW	New buy
28	GILD	Gilead Sciences INC	—	NEW	New buy
29	SHV	Ishares 0-1 Year Treasury Bo	—	EXIT	Sold out
30	GS	Goldman Sachs Group INC	—	NEW	New buy
31	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
32	BSV	Vanguard Short-term Bond ETF	—	EXIT	Sold out
33	CVX	Chevron CORP	—	NEW	New buy
34	IWS	Ishares Russell Mid-cap Valu	—	NEW	New buy
35	✓	Direxion Shs ETF Tr	—	NEW	New buy
36	NOK	Nokia Corp-spon Adr	—	EXIT	Sold out
37	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
38	GM	General Motors Co	—	NEW	New buy
39	ALGT	Allegiant Travel Co	—	EXIT	Sold out
40	✓	Proshares Tr	—	NEW	New buy
41	DIS	Walt Disney Co/the	—	NEW	New buy
42	PM	Philip Morris International	—	NEW	New buy
43	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
44	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
45	IWM	Ishares Russell 2000 ETF	—	NEW	New buy
46	SHAK	Shake Shack INC - Class A	—	NEW	New buy
47	VYM	Vanguard High Dvd Yield ETF	—	EXIT	Sold out
48	EWG	Ishares Msci Germany ETF	—	EXIT	Sold out
49	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	New buy
50	CIM	Chimera Investment Corporation	—	EXIT	Sold out