Two Sigma Securities, LLC — Q1 2020 13F Holdings

Name: Two Sigma Securities, LLC — 13F Holdings, Q1 2020
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 859 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	25.13%	—	-49.97%
2	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	11.59%	+0.69%	NEW
3	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	5.36%	-0.35%	-38.76%
4	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	4.72%	—	-13.12%
5	TSLA	Tesla INC	Stock-Consumer Disc	2.75%	—	-66.38%
6	AMZN	Amazon.com INC	Stock-Consumer Disc	2.15%	+0.56%	-85.95%
7	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	2.01%	—	+11430.63%
8	XLV	Ss Health Care Select Sector	ETF-Other	1.19%	—	-10.27%
9	SRE 6 01-15-21 A	Sempra Energy	Stock-Utilities	0.91%	—	+38.23%
10	NEE 4.872 09-01-22	Nextera Energy INC	Stock-Utilities	0.83%	—	+55.94%
11	BKNG 0.35 06-15-20	Booking Holdings INC	Stock-Consumer Disc	0.81%	—	+160.00%
12	CCI 6.875 08-01-20 A	Crown Castle Intl CORP	Stock-Real Estate	0.79%	—	+411.76%
13	META	Meta Platforms Inc-class A	Stock-Comm Services	0.78%	—	-60.79%
14	BDX 6.125 05-01-20 A	Becton Dickinson And Co	Stock-Healthcare	0.74%	—	+1136.55%
15	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	0.72%	—	+83.33%
16	TER 1.25 12-15-23	Teradyne INC	Stock-Tech	0.70%	—	+189.40%
17	BKNG	Booking Holdings INC	Stock-Consumer Disc	0.69%	—	-77.65%
18	SO 6.75 08-01-22 2019	Southern Co	Stock-Utilities	0.66%	—	+129.32%
19	ENOV 5.75 01-15-22	Colfax CORP	Stock-Other	0.62%	—	+630.74%
20	FTV 5 07-01-21 A	Fortive Corporation	Stock-Tech	0.58%	—	+153.80%
21	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.56%	—	-76.70%
22	AAPL	Apple INC	Stock-Tech	0.47%	—	-97.01%
23	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.46%	-0.54%	-85.50%
24	CSCO	Cisco Systems INC	Stock-Tech	0.46%	—	-38.02%
25	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.45%	+0.29%	NEW
26	AIZ 6.5 03-15-21 D	Assurant INC	Stock-Financials	0.45%	—	+16.69%
27	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.44%	—	—
28	NICEIT 1.25 01-15-24	Nice Systems INC	Stock-Other	0.43%	—	—
29	NVDA	Nvidia CORP	Stock-Tech	0.41%	-0.68%	-79.99%
30	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	0.41%	—	-53.49%
31	MSFT	Microsoft CORP	Stock-Tech	0.40%	-1.69%	EXIT
32	XLI	Ss Industrial Select Sector	ETF-Other	0.39%	—	-34.00%
33	XLK	Ss Technology Select Sector	ETF-Tech	0.37%	—	-48.28%
34	IQ	Iqiyi Inc-adr	Stock-Other	0.36%	—	-37.87%
35	QTS 6.5 PERP B	Qts Realty Trust INC	Stock-Other	0.35%	—	+72.20%
36	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.35%	—	-70.80%
37	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.34%	—	+0.21%
38	MDY	State Street Spdr S&p Midcap	ETF-Other	0.34%	+0.33%	NEW
39	SMH	Vaneck Semiconductor ETF	ETF-Other	0.33%	—	-73.85%
40	HD	Home Depot INC	Stock-Consumer Disc	0.32%	—	-66.15%
41	CHGG 0.25 05-15-23	Chegg INC	Stock-Consumer Staples	0.32%	—	—
42	IWN	Ishares Russell 2000 Value E	ETF-Small Cap	0.32%	—	+129.09%
43	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.31%	—	+210.35%
44	JNJ	Johnson & Johnson	Stock-Healthcare	0.31%	—	-69.74%
45	NFLX	Netflix INC	Stock-Comm Services	0.30%	—	-85.45%
46	GS	Goldman Sachs Group INC	Stock-Financials	0.29%	—	-71.35%
47	KO	Coca-cola Co/the	Stock-Consumer Staples	0.29%	—	-43.01%
48	OEF	Ishares S&p 100 ETF	ETF-Other	0.29%	—	+219.04%
49	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.28%	+0.31%	-26.87%
50	CAT	Caterpillar INC	Stock-Industrials	0.28%	—	-47.77%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Two Sigma Securities, LLC for the quarter ending Q1 2020, 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	+6.4%	-49.97%	Trim
2	QQQ	Invesco Qqq Trust Series 1	+3.3%	-53.13%	Trim
3	DIA	Ss Spdr Dow Jones Indus Avg	+2.6%	-13.12%	Trim
4	IVV	Ishares Core S&p 500 ETF	+2%	+11430.63%	Add
5	IWM	Ishares Russell 2000 ETF	+1.6%	-38.76%	Trim
6	TSLA	Tesla INC	+0.8%	-66.38%	Trim
7	META	Meta Platforms Inc-class A	0%	-60.79%	Trim
8	HD	Home Depot INC	0%	-66.15%	Trim
9	XLY	Ss Consumer Disc Select Sect	0%	-64.87%	Trim
10	MDY	State Street Spdr S&p Midcap	0%	-60.82%	Trim
11	JNJ	Johnson & Johnson	0%	-69.74%	Trim
12	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.1%	-70.80%	Trim
13	BAC	Bank Of America CORP	-0.1%	-61.21%	Trim
14	COST	Costco Wholesale CORP	-0.1%	-76.31%	Trim
15	ISRG	Intuitive Surgical INC	-0.1%	-75.58%	Trim
16	BA	Boeing Co/the	-0.1%	-67.58%	Trim
17	SMH	Vaneck Semiconductor ETF	-0.1%	-73.85%	Trim
18	XLE	Ss Energy Select Sector	-0.1%	-58.59%	Trim
19	NVDA	Nvidia CORP	-0.1%	-79.99%	Trim
20	MRK	Merck & Co. INC.	-0.2%	-82.16%	Trim
21	MCD	Mcdonald's CORP	-0.2%	-86.23%	Trim
22	SHOP	Shopify INC - Class A	-0.2%	-89.86%	Trim
23	CRM	Salesforce INC	-0.2%	-84.52%	Trim
24	GS	Goldman Sachs Group INC	-0.2%	-71.35%	Trim
25	INTC	Intel CORP	-0.2%	-85.93%	Trim
26	UNH	Unitedhealth Group INC	-0.2%	-92.48%	Trim
27	CMG	Chipotle Mexican Grill INC	-0.2%	-82.32%	Trim
28	MU	Micron Technology INC	-0.2%	-88.79%	Trim
29	PEP	Pepsico INC	-0.2%	-82.81%	Trim
30	BABA	Alibaba Group Holding-sp Adr	-0.2%	-76.70%	Trim
31	GLD	Spdr Gold Shares	-0.2%	-83.93%	Trim
32	VZ	Verizon Communications INC	-0.2%	-87.40%	Trim
33	WFC	Wells Fargo & Co	-0.2%	-95.03%	Trim
34	NFLX	Netflix INC	-0.2%	-85.45%	Trim
35	LMT	Lockheed Martin CORP	-0.2%	-93.91%	Trim
36	WMT	Walmart INC	-0.2%	-87.10%	Trim
37	MA	Mastercard INC - A	-0.3%	-92.83%	Trim
38	CVX	Chevron CORP	-0.3%	-91.58%	Trim
39	ADBE	Adobe INC	-0.3%	-97.17%	Trim
40	JPM	Jpmorgan Chase & Co	-0.4%	-81.55%	Trim
41	XOM	Exxon Mobil CORP	-0.4%	-88.93%	Trim
42	C	Citigroup INC	-0.4%	-89.04%	Trim
43	V	Visa Inc-class A Shares	-0.4%	-89.25%	Trim
44	GOOG	Alphabet Inc-cl C	-0.6%	-85.50%	Trim
45	DIS	Walt Disney Co/the	-0.7%	-89.79%	Trim
46	BKNG	Booking Holdings INC	-0.7%	-77.65%	Trim
47	GOOGL	Alphabet Inc-cl A	-0.9%	-87.97%	Trim
48	MSFT	Microsoft CORP	-1%	-91.60%	Trim
49	AMZN	Amazon.com INC	-2.2%	-85.95%	Trim
50	AAPL	Apple INC	-5%	-97.01%	Trim