Two Sigma Securities

Two Sigma Securities as of Dec. 31, 2014

Portfolio Holdings for Two Sigma Securities

Two Sigma Securities holds 249 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Health Care SPDR (XLV) 15.0 $18M 259k 68.38
Cme (CME) 3.4 $4.0M 46k 88.64
Consumer Staples Select Sect. SPDR (XLP) 3.4 $4.0M 83k 48.49
Financial Select Sector SPDR (XLF) 1.6 $1.9M 77k 24.73
E.I. du Pont de Nemours & Company 1.6 $1.9M 25k 73.94
Home Depot (HD) 1.3 $1.5M 14k 104.96
Monsanto Company 1.3 $1.5M 13k 119.46
iShares Gold Trust 1.3 $1.5M 131k 11.44
Walt Disney Company (DIS) 1.2 $1.5M 16k 94.17
Vanguard REIT ETF (VNQ) 1.2 $1.5M 18k 81.00
Comcast Corporation (CMCSA) 1.1 $1.3M 23k 58.00
Dow Chemical Company 1.1 $1.3M 29k 45.63
iShares Russell 1000 Value Index (IWD) 1.1 $1.3M 12k 104.40
ProShares Ultra S&P500 (SSO) 1.1 $1.3M 9.8k 128.33
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.0 $1.2M 9.2k 125.87
General Electric Company 1.0 $1.1M 45k 25.27
Amazon (AMZN) 0.9 $1.1M 3.5k 310.45
iShares Russell 1000 Growth Index (IWF) 0.9 $1.1M 11k 95.57
iShares S&P MidCap 400 Index (IJH) 0.9 $1.0M 7.2k 144.75
Freeport-McMoRan Copper & Gold (FCX) 0.9 $1.0M 44k 23.37
Direxion Daily Energy Bull 3X 0.8 $1.0M 17k 60.50
McDonald's Corporation (MCD) 0.8 $992k 11k 93.69
Praxair 0.8 $983k 7.6k 129.58
SPDR KBW Bank (KBE) 0.8 $975k 29k 33.54
ProShares Short S&P500 0.8 $955k 44k 21.77
Bank of America Corporation (BAC) 0.8 $929k 52k 17.88
iShares Russell 2000 Index (IWM) 0.8 $938k 7.8k 119.70
Nike (NKE) 0.8 $888k 9.2k 96.14
3M Company (MMM) 0.7 $877k 5.3k 164.29
United Technologies Corporation 0.7 $877k 7.6k 115.03
PPG Industries (PPG) 0.7 $851k 3.7k 231.12
Industries N shs - a - (LYB) 0.7 $852k 11k 79.37
Vanguard European ETF (VGK) 0.7 $787k 15k 52.43
PowerShares DB Com Indx Trckng Fund 0.7 $765k 42k 18.45
iShares MSCI Japan Index 0.6 $733k 65k 11.24
Boeing Company (BA) 0.6 $720k 5.5k 129.92
Proshares Ultrashort Qqq Etf 0.6 $723k 18k 39.46
Lowe's Companies (LOW) 0.6 $709k 10k 68.83
Ecolab (ECL) 0.6 $688k 6.6k 104.54
Air Products & Chemicals (APD) 0.6 $684k 4.7k 144.33
Time Warner 0.6 $674k 7.9k 85.45
Ford Motor Company (F) 0.6 $678k 44k 15.50
iShares S&P Europe 350 Index (IEV) 0.6 $676k 16k 42.56
First Trust Iv Enhanced Short (FTSM) 0.6 $667k 11k 59.90
Direxion Daily Large Cp Bull 3X (SPXL) 0.6 $651k 7.4k 87.82
AVANIR Pharmaceuticals 0.6 $654k 39k 16.94
Twenty-first Century Fox 0.6 $645k 17k 38.41
Union Pacific Corporation (UNP) 0.5 $635k 5.3k 119.05
Alcoa 0.5 $620k 39k 15.79
SPDR Barclays Capital High Yield B 0.5 $610k 16k 38.63
International Paper Company (IP) 0.5 $597k 11k 53.62
Yahoo! 0.5 $601k 12k 50.52
Ultra Short Russell 2000 0.5 $580k 15k 39.64
priceline.com Incorporated 0.5 $556k 488.00 1139.34
iShares Dow Jones US Technology (IYW) 0.5 $553k 5.3k 104.44
Sherwin-Williams Company (SHW) 0.5 $544k 2.1k 263.06
Starbucks Corporation (SBUX) 0.5 $542k 6.6k 82.07
iShares Dow Jones US Home Const. (ITB) 0.5 $540k 21k 25.88
ProShares Ultra QQQ (QLD) 0.5 $542k 4.0k 136.73
Apple (AAPL) 0.5 $528k 4.8k 110.37
United Parcel Service (UPS) 0.4 $524k 4.7k 111.18
Visa (V) 0.4 $501k 1.9k 262.30
SPDR Gold Trust (GLD) 0.4 $499k 4.4k 113.59
Caterpillar (CAT) 0.4 $479k 5.2k 91.48
Graham Hldgs (GHC) 0.4 $485k 561.00 864.53
Goldman Sachs (GS) 0.4 $467k 2.4k 194.02
Tesla Motors (TSLA) 0.4 $476k 2.1k 222.64
CurrencyShares Euro Trust 0.4 $476k 4.0k 119.12
General Motors Company (GM) 0.4 $476k 14k 34.90
Spdr S&p 500 Etf (SPY) 0.4 $462k 2.2k 205.61
Nokia Corporation (NOK) 0.4 $455k 58k 7.86
Honeywell International (HON) 0.4 $465k 4.7k 100.00
Exxon Mobil Corporation (XOM) 0.4 $450k 4.9k 92.42
Sigma-Aldrich Corporation 0.4 $452k 3.3k 137.34
Chevron Corporation (CVX) 0.4 $432k 3.9k 112.21
Target Corporation (TGT) 0.4 $428k 5.6k 75.89
TJX Companies (TJX) 0.4 $425k 6.2k 68.58
CF Industries Holdings (CF) 0.4 $423k 1.6k 272.55
Us Natural Gas Fd Etf 0.4 $423k 29k 14.78
iShares FTSE NAREIT Mort. Plus Capp 0.3 $409k 35k 11.71
Nucor Corporation (NUE) 0.3 $401k 8.2k 49.07
Netflix (NFLX) 0.3 $399k 1.2k 341.90
Banco Santander (SAN) 0.3 $404k 49k 8.34
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.3 $389k 12k 33.73
ProShares UltraPro S&P 500 (UPRO) 0.3 $386k 2.9k 132.51
Time Warner Cable 0.3 $379k 2.5k 152.21
WisdomTree Emerging Markets Eq (DEM) 0.3 $382k 9.1k 42.20
Mosaic (MOS) 0.3 $381k 8.4k 45.61
Alkermes (ALKS) 0.3 $374k 6.4k 58.57
Directv 0.3 $381k 4.4k 86.77
iShares FTSE EPRA/NAREIT Dev Gl Real ETF (IFGL) 0.3 $371k 12k 30.03
First Tr Exch Trd Alpha Fd I euro alphadex (FEUZ) 0.3 $366k 12k 31.02
Celgene Corporation 0.3 $348k 3.1k 111.72
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.3 $337k 2.8k 119.46
iShares S&P 500 Index (IVV) 0.3 $335k 1.6k 207.17
Danaher Corporation (DHR) 0.3 $328k 3.8k 85.62
Vanguard Emerging Markets ETF (VWO) 0.3 $333k 8.3k 40.01
Direxion Daily Small Cp Bull 3X (TNA) 0.3 $325k 4.0k 80.93
FedEx Corporation (FDX) 0.3 $323k 1.9k 173.56
Illinois Tool Works (ITW) 0.3 $323k 3.4k 94.72
Johnson Controls 0.3 $307k 6.3k 48.35
International Business Machines (IBM) 0.3 $313k 1.9k 160.68
Vanguard Short-Term Bond ETF (BSV) 0.3 $311k 3.9k 80.01
iShares MSCI EMU Index (EZU) 0.3 $302k 8.3k 36.35
United Technol conv prf 0.3 $306k 5.0k 61.38
Financial Bear 3x 0.3 $309k 24k 12.67
Whirlpool Corporation (WHR) 0.2 $290k 1.5k 193.72
Eastman Chemical Company (EMN) 0.2 $297k 3.9k 75.75
Yum! Brands (YUM) 0.2 $294k 4.0k 72.74
ProShares Ultra Dow30 (DDM) 0.2 $300k 2.2k 134.41
Proshares Tr (UYG) 0.2 $292k 2.0k 149.06
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.2 $298k 4.9k 60.90
Vanguard Extended Duration ETF (EDV) 0.2 $295k 2.4k 124.11
Norfolk Southern (NSC) 0.2 $279k 2.5k 109.63
Lockheed Martin Corporation (LMT) 0.2 $286k 1.5k 192.46
General Dynamics Corporation (GD) 0.2 $282k 2.0k 137.76
SPDR S&P MidCap 400 ETF (MDY) 0.2 $285k 1.1k 263.64
Direxion Daily Semiconductor Bull 3X (SOXL) 0.2 $288k 2.1k 135.02
Powershares Senior Loan Portfo mf 0.2 $278k 12k 23.99
SPDR S&P Metals and Mining (XME) 0.2 $269k 8.7k 30.90
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 0.2 $277k 13k 21.56
Physicians Realty Trust 0.2 $269k 16k 16.63
Via 0.2 $255k 3.4k 75.22
Newmont Mining Corporation (NEM) 0.2 $264k 14k 18.89
V.F. Corporation (VFC) 0.2 $257k 3.4k 75.01
International Flavors & Fragrances (IFF) 0.2 $255k 2.5k 101.47
iShares MSCI ACWI Index Fund (ACWI) 0.2 $263k 4.5k 58.52
Direxion Shs Etf Tr 0.2 $260k 22k 11.98
CSX Corporation (CSX) 0.2 $245k 6.7k 36.30
Cummins (CMI) 0.2 $253k 1.8k 144.00
Sealed Air (SEE) 0.2 $247k 5.8k 42.35
Emerson Electric (EMR) 0.2 $249k 4.0k 61.65
Chipotle Mexican Grill (CMG) 0.2 $249k 364.00 684.07
Ball Corporation (BALL) 0.2 $254k 3.7k 68.04
ProShares Short Russell2000 0.2 $252k 16k 15.42
CBS Corporation 0.2 $238k 4.3k 55.43
Bed Bath & Beyond 0.2 $236k 3.1k 76.03
Vulcan Materials Company (VMC) 0.2 $233k 3.6k 65.63
Hess (HES) 0.2 $237k 3.2k 73.79
Precision Castparts 0.2 $236k 981.00 240.57
PowerShares QQQ Trust, Series 1 0.2 $235k 2.3k 103.43
iShares Dow Jones US Financial (IYF) 0.2 $242k 2.7k 90.23
SPDR S&P Oil & Gas Equipt & Servs. 0.2 $242k 8.6k 28.16
WisdomTree Japan Total Dividend (DXJ) 0.2 $236k 4.8k 49.30
Rydex S&P MidCap 400 Pure Growth ETF 0.2 $236k 1.9k 122.09
Pimco Etf Tr 7-15 yr us trs 0.2 $239k 2.8k 85.69
Proshares Tr Ii ultsh dj ubs cru 0.2 $236k 3.1k 76.47
Eaton (ETN) 0.2 $239k 3.5k 68.01
Market Vectors Egypt Index Etf exchange traded product 0.2 $232k 4.0k 58.31
Weyerhaeuser C conv prf 0.2 $241k 4.2k 57.79
Proshares Invt Grade Etf etf/closed end (IGHG) 0.2 $238k 3.1k 77.50
Annaly Capital Management 0.2 $224k 21k 10.82
AutoZone (AZO) 0.2 $219k 354.00 618.64
Delta Air Lines (DAL) 0.2 $222k 4.5k 49.12
iShares MSCI Germany Index Fund (EWG) 0.2 $229k 8.3k 27.43
WisdomTree Europe SmallCap Div (DFE) 0.2 $227k 4.4k 51.58
inv grd crp bd (CORP) 0.2 $219k 2.1k 102.72
Proshares Trust High (HYHG) 0.2 $225k 3.1k 73.31
Airgas 0.2 $217k 1.9k 115.00
Raytheon Company 0.2 $218k 2.0k 108.08
iShares Dow Jones US Basic Mater. (IYM) 0.2 $213k 2.6k 82.53
Excel Trust 0.2 $218k 16k 13.40
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.2 $215k 3.8k 56.89
Proshares Tr ultrapro qqq (TQQQ) 0.2 $215k 2.2k 97.24
ProShares Ultra MidCap400 (MVV) 0.2 $213k 2.9k 73.75
Ssga Active Etf Tr mult ass rlrtn (RLY) 0.2 $209k 7.8k 26.69
Ishares Incglobal High Yi equity (GHYG) 0.2 $212k 4.3k 49.74
First Tr Exchange-traded Fd cmn (HYLS) 0.2 $211k 4.2k 49.69
Proshares Tr 0.2 $218k 4.1k 53.42
Advisorshares Yieldpro Etf etf 0.2 $209k 8.8k 23.71
Ishares msci uk 0.2 $215k 12k 18.05
Monogram Residential Trust 0.2 $210k 23k 9.25
Microsoft Corporation (MSFT) 0.2 $202k 4.3k 46.51
First Citizens BancShares (FCNCA) 0.2 $203k 805.00 252.17
Macy's (M) 0.2 $205k 3.1k 65.90
iShares MSCI Taiwan Index 0.2 $198k 13k 15.13
ProShares Ultra Health Care (RXL) 0.2 $203k 1.6k 123.78
SPDR S&P International Dividend (DWX) 0.2 $206k 4.9k 42.12
Arrow Dow Jones Global Yield Etf etf (GYLD) 0.2 $203k 8.5k 23.85
Velocity Shares Daily 2x Vix Short Term 0.2 $187k 68k 2.76
Lloyds TSB (LYG) 0.1 $177k 38k 4.64
Chimera Investment Corporation 0.1 $172k 54k 3.17
iShares MSCI Malaysia Index Fund 0.1 $180k 13k 13.48
First Trust DJ STOX Sel Div 30 IDX (FDD) 0.1 $182k 14k 13.03
Wells Fargo Adv Inc Opport Fund (EAD) 0.1 $171k 19k 8.91
Advisorshares Tr activ bear etf 0.1 $161k 14k 11.41
Standard Pacific 0.1 $144k 20k 7.30
Talisman Energy Inc Com Stk 0.1 $144k 18k 7.84
Arena Pharmaceuticals 0.1 $138k 40k 3.48
Frontier Communications 0.1 $126k 19k 6.66
PowerShares Listed Private Eq. 0.1 $125k 11k 11.02
Petroleo Brasileiro SA (PBR) 0.1 $124k 17k 7.32
Claymore/S&P Global Divded Opt Index ETF 0.1 $118k 10k 11.44
Sprott Physical Gold Trust (PHYS) 0.1 $122k 12k 9.80
Connecture 0.1 $113k 13k 9.01
AK Steel Holding Corporation 0.1 $112k 19k 5.95
Shares Tr Ii Ult Dj Ubs Crude 0.1 $108k 11k 10.33
Hovnanian Enterprises 0.1 $91k 22k 4.11
AllianceBernstein Income Fund 0.1 $99k 13k 7.48
Harmony Gold Mining (HMY) 0.1 $81k 43k 1.88
Iamgold Corp (IAG) 0.1 $78k 29k 2.69
Aberdeen Asia-Pacific Income Fund (FAX) 0.1 $77k 14k 5.53
BLACKROCK INTL GRWTH & INC T COM Bene Inter (BGY) 0.1 $83k 12k 6.73
New York Mortgage Trust 0.1 $87k 11k 7.71
Dreyfus High Yield Strategies Fund 0.1 $70k 19k 3.63
Civeo 0.1 $74k 18k 4.12
Deutsche Bk Ag London Brh db 3x shrt ust 0.1 $63k 13k 4.99
Resource Capital 0.0 $51k 10k 4.99
Silvercorp Metals (SVM) 0.0 $51k 40k 1.29
Yamana Gold 0.0 $51k 13k 4.00
Plug Power (PLUG) 0.0 $46k 15k 2.99
Turquoisehillres 0.0 $52k 17k 3.11
ReneSola 0.0 $36k 26k 1.41
Exelixis (EXEL) 0.0 $30k 21k 1.42
Portugal Telecom, SGPS 0.0 $32k 30k 1.06
United Microelectronics (UMC) 0.0 $31k 14k 2.27
FuelCell Energy 0.0 $41k 26k 1.55
Ceragon Networks (CRNT) 0.0 $35k 35k 1.01
EnteroMedics 0.0 $31k 22k 1.43
Credit Suisse High Yield Bond Fund (DHY) 0.0 $40k 14k 2.79
Emerald Oil 0.0 $34k 28k 1.21
Yingli Green Energy Hold 0.0 $29k 12k 2.34
Arch Coal 0.0 $26k 14k 1.81
Aeropostale 0.0 $25k 11k 2.33
SandRidge Energy 0.0 $20k 11k 1.80
Walter Energy 0.0 $26k 19k 1.36
Eagle Rock Energy Partners,L.P 0.0 $22k 10k 2.16
Hercules Offshore 0.0 $24k 24k 1.00
Rentech 0.0 $21k 17k 1.25
Thompson Creek Metals 0.0 $23k 14k 1.70
Oclaro 0.0 $24k 14k 1.78
Curis 0.0 $26k 17k 1.52
Lifevantage 0.0 $21k 16k 1.31
Mcewen Mining 0.0 $21k 19k 1.13
Millennial Media 0.0 $29k 18k 1.62
Radio One 0.0 $17k 10k 1.68
Vantage Drilling Company ord (VTGDF) 0.0 $6.9k 14k 0.51
Ur-energy (URG) 0.0 $14k 16k 0.90
Vringo 0.0 $10k 18k 0.56
Great Panther Silver 0.0 $10k 17k 0.60
Aeterna Zentaris 0.0 $16k 27k 0.59
Regado Biosciences 0.0 $10k 11k 0.95
Provectus Biopharmaceuticals I (PVCT) 0.0 $10k 13k 0.80
Quicksilver Resources 0.0 $5.0k 24k 0.21
Wet Seal 0.0 $2.1k 30k 0.07
S&w Seed Co *w exp 05/03/201 0.0 $2.1k 19k 0.11
Valley Natl Bancorp *w exp 11/14/201 0.0 $2.9k 11k 0.28
Iridium Communications Inc *w exp 02/14/201 0.0 $5.0k 10k 0.49
Avalon Rare Metals Inc C ommon 0.0 $2.0k 12k 0.17