Two Sigma Securities, LLC — Q4 2016 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q4 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 695 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	5.45%	—	—
2	BAC	Bank Of America CORP	Stock-Financials	3.22%	—	+1334.48%
3	SDS	ProShares UltraShort S&P500	Stock-Other	2.85%	—	+1984.90%
4	XLE	Ss Energy Select Sector	ETF-Other	2.45%	—	—
5	CME	Cme Group INC	Stock-Financials	1.80%	—	-1.54%
6	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.41%	—	—
7	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.16%	—	-9.91%
8	MU	Micron Technology INC	Stock-Tech	1.02%	—	+279.96%
9	META	Meta Platforms Inc-class A	Stock-Comm Services	0.99%	—	+379.05%
10	MDT	Medtronic plc	Stock-Healthcare	0.84%	—	+400.83%
11	CP	Canadian Pacific Kansa F	Stock-Industrials	0.82%	—	—
12	ABX	Barrick Gold CORP	Stock-Financials	0.79%	—	+238.12%
13	IVW	Ishares S&p 500 Growth ETF	ETF-Large Cap & Growth	0.79%	—	—
14	EWJ	Ishares Msci Japan ETF	ETF-Other	0.70%	—	—
15	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	0.69%	—	—
16	SCHF	Schwab Intl Equity ETF	ETF-Other	0.63%	—	+327.52%
17	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.58%	-0.35%	+122.83%
18	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.57%	—	—
19	MRK	Merck & Co. INC.	Stock-Healthcare	0.56%	—	+131.75%
20	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.55%	-0.57%	EXIT
21	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.55%	—	+43.65%
22	IEI	Ishares 3-7 Year Treasury Bo	ETF-Gov Bonds	0.52%	—	—
23	EFA	Ishares Msci Eafe ETF	ETF-Other	0.52%	-0.43%	EXIT
24	LVS	Las Vegas Sands CORP	Stock-Consumer Disc	0.52%	—	+578.42%
25	SSO	Proshares Ultra S&p500	ETF-Other	0.51%	—	-9.30%
26	VALE	Vale S.A.	Stock-Materials	0.51%	—	—
27	✓	Powershs Db US Dollar Index	Stock-Other	0.50%	—	—
28	IAUUSD	Ishares Gold Trust	ETF-Commodities	0.49%	—	+483.18%
29	JNJ	Johnson & Johnson	Stock-Healthcare	0.47%	—	—
30	DOW	Dow Chem Co	Stock-Materials	0.46%	—	+6.14%
31	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.46%	—	—
32	PFE	Pfizer INC	Stock-Healthcare	0.45%	—	+48.03%
33	SOXL	Direxion Daily Semiconductor Bull 3X Shares	Stock-Other	0.42%	—	+123.72%
34	DUK	Du Pont E I De Nemour&Co	Stock-Utilities	0.42%	—	-21.71%
35	ACWI	Ishares Msci Acwi ETF	ETF-Other	0.41%	—	—
36	DIS	Walt Disney Co/the	Stock-Comm Services	0.41%	—	+43.87%
37	TROW	T Rowe Price Group INC	Stock-Financials	0.41%	—	—
38	OEF	Ishares S&p 100 ETF	ETF-Other	0.41%	—	—
39	CVS	Cvs Health CORP	Stock-Healthcare	0.40%	—	+130.92%
40	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.40%	—	+210.66%
41	CRM	Salesforce INC	Stock-Tech	0.39%	—	+135.82%
42	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	0.37%	-1.10%	EXIT
43	SIRIEUR	Sirius Xm Holdings INC	Stock-Other	0.37%	—	-44.95%
44	C	Citigroup INC	Stock-Financials	0.36%	—	+22.25%
45	KO	Coca-cola Co/the	Stock-Consumer Staples	0.36%	—	+25.47%
46	V	Visa Inc-class A Shares	Stock-Financials	0.36%	+0.32%	+141.12%
47	✓		Stock-Other	0.35%	—	-15.29%
48	VEA	Vanguard Ftse Developed ETF	ETF-Other	0.35%	—	+134.57%
49	PEP	Pepsico INC	Stock-Consumer Staples	0.35%	—	+169.53%
50	INTC	Intel CORP	Stock-Tech	0.34%	—	+191.22%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	BAC	Bank Of America CORP	+3.1%	+1334.48%	Add
2	SDS	ProShares UltraShort S&P500	+2.7%	+1984.90%	Add
3	MU	Micron Technology INC	+0.8%	+279.96%	Add
4	META	Meta Platforms Inc-class A	+0.8%	+379.05%	Add
5	MDT	Medtronic plc	+0.6%	+400.83%	Add
6	ABX	Barrick Gold CORP	+0.5%	+238.12%	Add
7	SCHF	Schwab Intl Equity ETF	+0.5%	+327.52%	Add
8	LVS	Las Vegas Sands CORP	+0.4%	+578.42%	Add
9	XLK	Ss Technology Select Sector	-0.4%	-66.33%	Trim
10	RF	Regions Financial CORP	-0.5%	-89.31%	Trim
11	✓	Proshares Ultra Vix Short-term Futures ETF	-0.5%	-82.43%	Trim
12	LRCXEUR	Lam Research CORP	-0.5%	-69.29%	Trim
13	TEVA	Teva Pharmaceutical-sp Adr	-0.5%	-51.03%	Trim
14	CELG	Celgene CORP	-0.6%	-83.29%	Trim
15	WMT	Walmart INC	-0.6%	-83.55%	Trim
16	WFC	Wells Fargo & Co	-0.7%	-77.30%	Trim
17	NKE	Nike INC -cl B	-0.7%	-87.85%	Trim
18	XLI	Ss Industrial Select Sector	-1.2%	-87.77%	Trim
19	MCD	Mcdonald's CORP	-1.2%	-92.48%	Trim
20	XLP	Ss Consumer Staples Sel Sect	-1.7%	-88.77%	Trim
21	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
22	XLE	Ss Energy Select Sector	—	NEW	New buy
23	AMZN	Amazon.com INC	—	EXIT	Sold out
24	NEE	Nextera Energy INC	—	EXIT	Sold out
25	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	New buy
26	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
27	BA	Boeing Co/the	—	EXIT	Sold out
28	UPRO	Proshares Ultrapro S&p 500	—	EXIT	Sold out
29	CP	Canadian Pacific Kansa F	—	NEW	New buy
30	IVW	Ishares S&p 500 Growth ETF	—	NEW	New buy
31	XOM	Exxon Mobil CORP	—	EXIT	Sold out
32	EWJ	Ishares Msci Japan ETF	—	NEW	New buy
33	IVV	Ishares Core S&p 500 ETF	—	NEW	New buy
34	UNP	Union Pacific CORP	—	EXIT	Sold out
35	IEMG	Ishares Core Msci Emerging	—	EXIT	Sold out
36	XLRE	Ss Real Estate Select Sector	—	EXIT	Sold out
37	CVX	Chevron CORP	—	EXIT	Sold out
38	ITUB	Itau Unibanco H-spon Prf Adr	—	EXIT	Sold out
39	CL	Colgate-palmolive Co	—	NEW	New buy
40	UTXZ	United Tech CORP	—	EXIT	Sold out
41	IWS	Ishares Russell Mid-cap Valu	—	EXIT	Sold out
42	IEI	Ishares 3-7 Year Treasury Bo	—	NEW	New buy
43	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
44	VALE	Vale S.A.	—	NEW	New buy
45	✓	Powershs Db US Dollar Index	—	NEW	New buy
46	LEG	Leggett & Platt INC	—	EXIT	Sold out
47	IBM	Intl Business Machines CORP	—	EXIT	Sold out
48	JNJ	Johnson & Johnson	—	NEW	New buy
49	EZU	Ishares Msci Eurozone ETF	—	NEW	New buy
50	LMT	Lockheed Martin CORP	—	EXIT	Sold out