Two Sigma Securities, LLC — Q1 2016 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q1 2016
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 293 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	UPRO	Proshares Ultrapro S&p 500	ETF-Large Cap & Growth	10.03%	—	—
2	CME	Cme Group INC	Stock-Financials	5.64%	—	+0.79%
3	SSO	Proshares Ultra S&p500	ETF-Other	3.78%	—	-24.53%
4	IBB	Ishares Biotechnology ETF	ETF-Tech	3.67%	—	+805.79%
5	IAUUSD	Ishares Gold Trust	ETF-Commodities	1.70%	—	-36.92%
6	XLF	Ss Financial Select Sector	ETF-Other	1.44%	—	+95.79%
7	PFE	Pfizer INC	Stock-Healthcare	1.43%	—	+258.80%
8	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	1.11%	—	+30.95%
9	✓	Proshares	Stock-Other	1.06%	—	-79.75%
10	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	1.01%	-1.10%	EXIT
11	EWG	Ishares Msci Germany ETF	ETF-Other	0.98%	—	—
12	BKNG	Booking Hldgs INC	Stock-Consumer Disc	0.95%	—	—
13	BND	Vanguard Total Bond Market	ETF-Other	0.95%	+0.48%	—
14	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.93%	—	—
15	✓	Powershs Db US Dollar Index	Stock-Other	0.91%	—	—
16	✓		Stock-Other	0.89%	—	—
17	TNA	Dir Dai Sml Ca Bul 3x Et-usd	ETF-Other	0.81%	—	—
18	JPM	Jpmorgan Chase & Co	Stock-Financials	0.81%	-0.41%	EXIT
19	MKL	Markel Group INC	Stock-Financials	0.75%	—	—
20	VRTX	Vertex Pharmaceuticals INC	Stock-Healthcare	0.71%	—	—
21	IYR	Ishares US Real Estate ETF	ETF-Other	0.71%	—	—
22	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.70%	-0.35%	+41.07%
23	MSFT	Microsoft CORP	Stock-Tech	0.69%	-1.69%	EXIT
24	FCX	Freeport-mcmoran INC	Stock-Materials	0.68%	—	—
25	VTI	Vanguard Total Stock Mkt ETF	ETF-Other	0.67%	+0.60%	NEW
26	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.67%	+0.60%	—
27	MINT	Pimco Enhanced Short Maturit	ETF-Other	0.66%	—	—
28	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.66%	—	—
29	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.64%	-0.52%	EXIT
30	✓		Stock-Other	0.64%	—	—
31	NEU	Newmarket CORP	Stock-Materials	0.62%	—	—
32	AAL	American Airlines Group INC	Stock-Industrials	0.61%	—	—
33	T	At&t INC	Stock-Comm Services	0.60%	—	—
34	WFC	Wells Fargo & Co	Stock-Financials	0.60%	—	—
35	INTC	Intel CORP	Stock-Tech	0.59%	—	—
36	XLI	Ss Industrial Select Sector	ETF-Other	0.59%	—	+48.49%
37	SIRIEUR	Sirius Xm Holdings INC	Stock-Other	0.58%	—	+495.69%
38	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	ETF-Other	0.58%	—	—
39	✓		Stock-Other	0.58%	—	+45.81%
40	EWA	Ishares Msci Australia ETF	ETF-Other	0.57%	—	—
41	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.55%	—	—
42	ULST	Ss Ultra Short Tm Bond ETF	ETF-Other	0.55%	—	—
43	✓		Stock-Other	0.54%	—	—
44	✓	Powershares	Stock-Other	0.53%	—	—
45	YRI	Yamana Gold INC	Stock-Other	0.53%	—	+187.09%
46	HPQ	Hp INC	Stock-Tech	0.53%	—	—
47	YUSD	Alleghany CORP	Stock-Other	0.53%	—	—
48	DXJ	Wisdomtree Japan Hedged Eq	ETF-Other	0.52%	—	-63.21%
49	DIS	Walt Disney Co/the	Stock-Comm Services	0.52%	—	+108.15%
50	RTN1USD	Raytheon Company	Stock-Other	0.51%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IBB	Ishares Biotechnology ETF	+3.2%	+805.79%	Add
2	PFE	Pfizer INC	+1%	+258.80%	Add
3	XLF	Ss Financial Select Sector	+0.7%	+95.79%	Add
4	IAUUSD	Ishares Gold Trust	-0.5%	-36.92%	Trim
5	SHY	Ishares 1-3 Year Treasury Bo	-0.5%	-38.97%	Trim
6	EFA	Ishares Msci Eafe ETF	-0.6%	-70.80%	Trim
7	EWT	iShares MSCI Taiwan ETF	-0.8%	-72.52%	Trim
8	SSO	Proshares Ultra S&p500	-0.8%	-24.53%	Trim
9	XLY	Ss Consumer Disc Select Sect	-0.9%	-77.90%	Trim
10	DXJ	Wisdomtree Japan Hedged Eq	-1%	-63.21%	Trim
11	✓	Proshares	-1.3%	-73.67%	Trim
12	✓	Proshares	-4%	-79.75%	Trim
13	SPY	Ss Spdr S&p 500 ETF Trust-us	-11.5%	-97.51%	Trim
14	UPRO	Proshares Ultrapro S&p 500	—	NEW	New buy
15	SDS	ProShares UltraShort S&P500	—	EXIT	Sold out
16	META	Meta Platforms Inc-class A	—	EXIT	Sold out
17	VGK	Vanguard Ftse Europe ETF	—	EXIT	Sold out
18	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
19	✓	Powershares ETF Trust	—	EXIT	Sold out
20	GILD	Gilead Sciences INC	—	EXIT	Sold out
21	IDU	Ishares US Utilities ETF	—	EXIT	Sold out
22	EWG	Ishares Msci Germany ETF	—	NEW	New buy
23	BKNG	Booking Hldgs INC	—	NEW	New buy
24	BND	Vanguard Total Bond Market	—	NEW	New buy
25	SMHC	VanEck China Semiconductor ETF	—	NEW	New buy
26	✓	Powershs Db US Dollar Index	—	NEW	New buy
27	AYI	Acuity INC	—	EXIT	Sold out
28	✓		—	NEW	New buy
29	TNA	Dir Dai Sml Ca Bul 3x Et-usd	—	NEW	New buy
30	JPM	Jpmorgan Chase & Co	—	NEW	New buy
31	AMZN	Amazon.com INC	—	EXIT	Sold out
32	MKL	Markel Group INC	—	NEW	New buy
33	✓	Eg Dj Emrg Mkt Cnsumr Tita	—	EXIT	Sold out
34	BLV	Vanguard Long-term Bond ETF	—	EXIT	Sold out
35	VRTX	Vertex Pharmaceuticals INC	—	NEW	New buy
36	IYR	Ishares US Real Estate ETF	—	NEW	New buy
37	MSFT	Microsoft CORP	—	NEW	New buy
38	FCX	Freeport-mcmoran INC	—	NEW	New buy
39	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
40	VTI	Vanguard Total Stock Mkt ETF	—	NEW	New buy
41	IEF	Ishares 7-10 Year Treasury B	—	NEW	New buy
42	RF	Regions Financial CORP	—	EXIT	Sold out
43	MINT	Pimco Enhanced Short Maturit	—	NEW	New buy
44	KRE	Ss Spdr S&p Regional Bank	—	NEW	New buy
45	VEU	Vanguard Ftse All-world Ex-u	—	EXIT	Sold out
46	✓		—	NEW	New buy
47	IJH	Ishares Core S&p Midcap ETF	—	NEW	New buy
48	NEU	Newmarket CORP	—	NEW	New buy
49	CELG	Celgene CORP	—	EXIT	Sold out
50	AAL	American Airlines Group INC	—	NEW	New buy