Two Sigma Securities, LLC — Q1 2017 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q1 2017
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 871 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	6.64%	—	+97.03%
2	XLF	Ss Financial Select Sector	ETF-Other	3.15%	—	+2928.14%
3	IBB	Ishares Biotechnology ETF	ETF-Tech	2.43%	—	—
4	IYR	Ishares US Real Estate ETF	ETF-Other	2.35%	—	+3623.61%
5	IVE	Ishares S&p 500 Value ETF	ETF-Large Cap & Growth	2.26%	—	—
6	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	2.00%	—	—
7	XLE	Ss Energy Select Sector	ETF-Other	1.54%	—	+15.45%
8	RWR	Ss Spdr Dow Jones Reit ETF	ETF-Other	1.28%	—	+1192.44%
9	JNJ	Johnson & Johnson	Stock-Healthcare	1.15%	—	+740.71%
10	CME	Cme Group INC	Stock-Financials	1.14%	—	+5.38%
11	AAPL	Apple INC	Stock-Tech	1.09%	—	+512.35%
12	IHE	Ishares US Pharmaceuticals E	ETF-Other	1.07%	—	—
13	XPH	Ss Spdr S&p Pharma ETF	ETF-Other	1.03%	—	+1659.06%
14	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.89%	—	—
15	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.83%	—	+1173.54%
16	C	Citigroup INC	Stock-Financials	0.70%	—	+229.47%
17	XRT	Ss Spdr S&p Retail ETF	ETF-Other	0.68%	—	—
18	MMM	3m Co	Stock-Industrials	0.65%	—	—
19	HD	Home Depot INC	Stock-Consumer Disc	0.64%	—	+641.49%
20	BA	Boeing Co/the	Stock-Industrials	0.60%	—	—
21	UNH	Unitedhealth Group INC	Stock-Healthcare	0.58%	+0.29%	NEW
22	VO	Vanguard Mid-cap ETF	ETF-Other	0.53%	—	—
23	AVGO	Broadcom Inc.	Stock-Tech	0.52%	—	—
24	AMZN	Amazon.com INC	Stock-Consumer Disc	0.50%	+0.56%	—
25	ITA	Ishares U.s. Aerospace & Def	ETF-Other	0.49%	—	—
26	VEA	Vanguard Ftse Developed ETF	ETF-Other	0.48%	—	+118.90%
27	MRK	Merck & Co. INC.	Stock-Healthcare	0.48%	—	+37.12%
28	MSFT	Microsoft CORP	Stock-Tech	0.46%	-1.69%	EXIT
29	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.46%	—	+106.31%
30	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	0.46%	-0.40%	EXIT
31	XSD	Ss Spdr S&p Semiconductor	ETF-Other	0.45%	—	—
32	UNP	Union Pacific CORP	Stock-Industrials	0.45%	—	—
33	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.44%	-0.57%	EXIT
34	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.44%	—	—
35	PFE	Pfizer INC	Stock-Healthcare	0.43%	—	+55.30%
36	GDX	Vaneck Gold Miners ETF	ETF-Commodities	0.43%	—	—
37	MU	Micron Technology INC	Stock-Tech	0.42%	—	-46.90%
38	DUK	Du Pont E I De Nemour&Co	Stock-Utilities	0.41%	—	+53.29%
39	XLK	Ss Technology Select Sector	ETF-Tech	0.41%	—	+180.91%
40	MDT	Medtronic plc	Stock-Healthcare	0.40%	—	-26.98%
41	FXN	First Trust Energy Alphadex	ETF-Other	0.40%	—	—
42	CAT	Caterpillar INC	Stock-Industrials	0.40%	—	—
43	EWU	Ishares Msci United Kingdom	ETF-Other	0.39%	—	—
44	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-Tech	0.37%	—	—
45	HON	Honeywell International INC	Stock-Industrials	0.35%	—	—
46	UTXZ	United Tech CORP	Stock-Other	0.35%	—	—
47	ABBV	Abbvie INC	Stock-Healthcare	0.35%	—	+610.21%
48	AMD	Advanced Micro Devices	Stock-Tech	0.35%	—	+623.15%
49	ACWI	Ishares Msci Acwi ETF	ETF-Other	0.34%	—	+30.95%
50	META	Meta Platforms Inc-class A	Stock-Comm Services	0.33%	—	-53.51%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q1 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+3%	+2928.14%	Add
2	IYR	Ishares US Real Estate ETF	+2.2%	+3623.61%	Add
3	SPY	Ss Spdr S&p 500 ETF Trust-us	+1.2%	+97.03%	Add
4	RWR	Ss Spdr Dow Jones Reit ETF	+1.1%	+1192.44%	Add
5	XPH	Ss Spdr S&p Pharma ETF	+0.9%	+1659.06%	Add
6	JNJ	Johnson & Johnson	+0.9%	+740.71%	Add
7	AAPL	Apple INC	+0.8%	+512.35%	Add
8	MCD	Mcdonald's CORP	+0.7%	+1173.54%	Add
9	HD	Home Depot INC	+0.5%	+641.49%	Add
10	C	Citigroup INC	+0.3%	+229.47%	Add
11	UNH	Unitedhealth Group INC	+0.3%	+256.09%	Add
12	AMD	Advanced Micro Devices	+0.3%	+623.15%	Add
13	ABBV	Abbvie INC	+0.3%	+610.21%	Add
14	ABX	Barrick Gold CORP	-0.7%	-84.87%	Trim
15	SDS	ProShares UltraShort S&P500	-2.8%	-94.95%	Trim
16	BAC	Bank Of America CORP	-3%	-89.38%	Trim
17	IBB	Ishares Biotechnology ETF	—	NEW	New buy
18	IVE	Ishares S&p 500 Value ETF	—	NEW	New buy
19	XBI	Ss Spdr S&p Biotech ETF	—	NEW	New buy
20	IHE	Ishares US Pharmaceuticals E	—	NEW	New buy
21	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
22	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	Sold out
23	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
24	XRT	Ss Spdr S&p Retail ETF	—	NEW	New buy
25	MMM	3m Co	—	NEW	New buy
26	BA	Boeing Co/the	—	NEW	New buy
27	VO	Vanguard Mid-cap ETF	—	NEW	New buy
28	AVGO	Broadcom Inc.	—	NEW	New buy
29	AMZN	Amazon.com INC	—	NEW	New buy
30	ITA	Ishares U.s. Aerospace & Def	—	NEW	New buy
31	CP	Canadian Pacific Kansa F	—	EXIT	Sold out
32	IVW	Ishares S&p 500 Growth ETF	—	EXIT	Sold out
33	IEFA	Ishares Core Msci Eafe ETF	—	NEW	New buy
34	XSD	Ss Spdr S&p Semiconductor	—	NEW	New buy
35	UNP	Union Pacific CORP	—	NEW	New buy
36	LOW	Lowe's Cos INC	—	NEW	New buy
37	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
38	FXN	First Trust Energy Alphadex	—	NEW	New buy
39	IVV	Ishares Core S&p 500 ETF	—	EXIT	Sold out
40	CAT	Caterpillar INC	—	NEW	New buy
41	EWU	Ishares Msci United Kingdom	—	NEW	New buy
42	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	New buy
43	HON	Honeywell International INC	—	NEW	New buy
44	UTXZ	United Tech CORP	—	NEW	New buy
45	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out
46	IBM	Intl Business Machines CORP	—	NEW	New buy
47	IEI	Ishares 3-7 Year Treasury Bo	—	EXIT	Sold out
48	EFA	Ishares Msci Eafe ETF	—	EXIT	Sold out
49	LVS	Las Vegas Sands CORP	—	EXIT	Sold out
50	VALE	Vale S.A.	—	EXIT	Sold out