Two Sigma Securities

Two Sigma Securities as of March 31, 2015

Portfolio Holdings for Two Sigma Securities

Two Sigma Securities holds 206 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Industrial SPDR (XLI) 14.7 $14M 257k 55.77
SPDR Dow Jones Industrial Average ETF (DIA) 9.5 $9.2M 52k 177.58
Financial Select Sector SPDR (XLF) 7.1 $6.9M 287k 24.11
Cme (CME) 4.4 $4.3M 45k 94.72
Materials SPDR (XLB) 3.8 $3.7M 76k 48.78
Consumer Staples Select Sect. SPDR (XLP) 3.7 $3.6M 74k 48.74
iShares MSCI EAFE Index Fund (EFA) 3.2 $3.2M 49k 64.16
Health Care SPDR (XLV) 2.7 $2.6M 37k 72.49
Utilities SPDR (XLU) 2.2 $2.2M 49k 44.44
SPDR S&P Biotech (XBI) 2.1 $2.0M 8.9k 225.50
Consumer Discretionary SPDR (XLY) 1.9 $1.9M 25k 75.13
SPDR S&P Metals and Mining (XME) 1.6 $1.6M 58k 27.20
First Trust Iv Enhanced Short (FTSM) 1.3 $1.3M 21k 60.06
ProShares Ultra S&P500 (SSO) 0.9 $871k 6.7k 129.36
iShares MSCI Canada Index (EWC) 0.9 $859k 32k 27.19
Select Comfort 0.8 $814k 24k 34.49
Powershares Senior Loan Portfo mf 0.8 $817k 34k 24.10
iShares Russell 3000 Index (IWV) 0.7 $706k 5.7k 123.90
iShares Lehman Short Treasury Bond (SHV) 0.7 $632k 5.7k 110.24
Vanguard Short-Term Bond ETF (BSV) 0.6 $611k 7.6k 80.50
Ishares msci uk 0.6 $615k 34k 18.02
iShares MSCI Singapore Index Fund 0.6 $579k 45k 12.81
Nokia Corporation (NOK) 0.5 $528k 70k 7.58
Alibaba Group Holding (BABA) 0.5 $525k 6.3k 83.23
Bank of America Corporation (BAC) 0.5 $504k 33k 15.38
Allegiant Travel Company (ALGT) 0.5 $506k 2.6k 192.25
Facebook Inc cl a (META) 0.5 $496k 6.0k 82.15
JPMorgan Chase & Co. (JPM) 0.5 $487k 8.0k 60.56
iShares FTSE/Xinhua China 25 Index (FXI) 0.5 $465k 11k 44.45
Google Inc Class C 0.5 $471k 859.00 548.31
Vanguard High Dividend Yield ETF (VYM) 0.5 $448k 6.6k 68.30
Chimera Investment Corporation 0.5 $437k 139k 3.14
iShares MSCI Germany Index Fund (EWG) 0.5 $442k 15k 29.83
Vanguard Large-Cap ETF (VV) 0.4 $425k 4.5k 95.21
Rite Aid Corporation 0.4 $405k 47k 8.69
iShares MSCI Japan Index 0.4 $413k 33k 12.52
WisdomTree LargeCap Dividend Fund (DLN) 0.4 $405k 5.5k 73.33
Spdr S&p 500 Etf (SPY) 0.4 $396k 1.9k 206.36
Ipath S&p 500 Vix S/t Fu Etn 0.4 $401k 16k 25.66
iShares Gold Trust 0.4 $386k 34k 11.45
D.R. Horton (DHI) 0.4 $380k 13k 28.45
Ishares Trust Msci China msci china idx (MCHI) 0.4 $379k 7.0k 54.43
Fortune Brands (FBIN) 0.4 $356k 7.5k 47.50
Standard Pacific 0.4 $354k 39k 9.00
iShares MSCI EMU Index (EZU) 0.4 $355k 9.2k 38.56
Toll Brothers (TOL) 0.3 $333k 8.5k 39.29
Frontier Communications 0.3 $324k 46k 7.04
Restoration Hardware Hldgs I 0.3 $322k 3.2k 99.20
Enlink Midstream Ptrs 0.3 $323k 13k 24.75
Ryland 0.3 $311k 6.4k 48.76
Owens Corning (OC) 0.3 $304k 7.0k 43.41
Pulte (PHM) 0.3 $303k 14k 22.25
Whirlpool Corporation (WHR) 0.3 $300k 1.5k 201.75
Helen Of Troy (HELE) 0.3 $305k 3.7k 81.38
A. O. Smith Corporation (AOS) 0.3 $298k 4.5k 65.71
M.D.C. Holdings (MDC) 0.3 $306k 11k 28.49
Vanguard Small-Cap Growth ETF (VBK) 0.3 $297k 2.3k 131.77
iShares S&P Global Utilities Sector (JXI) 0.3 $302k 6.5k 46.47
Vanguard Short Term Corporate Bond ETF (VCSH) 0.3 $303k 3.8k 80.10
Tri Pointe Homes (TPH) 0.3 $298k 19k 15.44
Mohawk Industries (MHK) 0.3 $291k 1.6k 185.47
International Business Machines (IBM) 0.3 $295k 1.8k 160.24
NVR (NVR) 0.3 $291k 219.00 1328.77
Armstrong World Industries (AWI) 0.3 $290k 5.0k 57.53
Tempur-Pedic International (TPX) 0.3 $295k 5.1k 57.65
Lennox International (LII) 0.3 $291k 2.6k 111.71
Rydex S&P Equal Weight ETF 0.3 $296k 3.7k 81.01
Lennar Corporation (LEN) 0.3 $283k 5.5k 51.85
Bed Bath & Beyond 0.3 $286k 3.7k 76.90
Leggett & Platt (LEG) 0.3 $282k 6.1k 46.17
Williams-Sonoma (WSM) 0.3 $286k 3.6k 79.64
Apple (AAPL) 0.3 $283k 2.3k 124.45
USG Corporation 0.3 $278k 10k 26.71
Aaron's 0.3 $278k 9.8k 28.30
Ishares Tr cmn (GOVT) 0.3 $286k 11k 25.52
Lowe's Companies (LOW) 0.3 $261k 3.5k 74.42
Energy Select Sector SPDR (XLE) 0.3 $260k 3.4k 77.50
Cambrex Corporation 0.3 $266k 6.7k 39.59
Vanguard Star Fd Intl Stk Idxf (VXUS) 0.3 $260k 5.2k 50.42
iShares Dow Jones US Home Const. (ITB) 0.3 $249k 8.8k 28.21
iShares MSCI Pacific ex-Japan Idx (EPP) 0.3 $256k 5.6k 45.34
iShares S&P NA Tec.-SW. Idx. Fund (IGV) 0.3 $251k 2.6k 95.98
ProShares UltraPro S&P 500 (UPRO) 0.3 $251k 1.9k 133.37
Ishares Core Msci Eafe Etf core msci eafe (IEFA) 0.3 $257k 4.4k 58.40
Orange Sa (ORAN) 0.3 $249k 16k 16.04
Allegion Plc equity (ALLE) 0.3 $252k 4.1k 61.25
Waste Connections 0.2 $239k 5.0k 48.17
Google 0.2 $240k 433.00 554.27
Technology SPDR (XLK) 0.2 $240k 5.8k 41.48
Market Vectors Agribusiness 0.2 $244k 4.6k 53.57
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.2 $248k 9.7k 25.54
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.2 $244k 4.5k 54.59
WisdomTree Emerging Markets Eq (DEM) 0.2 $241k 5.7k 42.56
Proshares Tr rafi lg sht 0.2 $242k 5.9k 40.83
Royal Bk Scotland N V trendpilot etn 0.2 $244k 6.1k 39.82
Wisdomtree Asia Local Debt etf us 0.2 $240k 5.2k 46.50
Ishares Inc etf (HYXU) 0.2 $241k 5.2k 46.68
Pfizer (PFE) 0.2 $232k 6.7k 34.78
iShares MSCI Netherlands Investable (EWN) 0.2 $230k 9.1k 25.34
First Trust NASDAQ-100 EqualWeighted ETF (QQEW) 0.2 $238k 5.4k 43.85
Market Vectors Etf Tr Biotech 0.2 $233k 1.8k 129.81
Windstream Hldgs 0.2 $236k 32k 7.41
Advisorshares Yieldpro Etf etf 0.2 $231k 9.8k 23.60
Direxion Daily Energy Bull 3X 0.2 $222k 4.1k 54.77
iShares Russell 3000 Value Index (IUSV) 0.2 $225k 1.7k 134.73
SPDR MSCI ACWI ex-US (CWI) 0.2 $225k 6.5k 34.60
Powershares DB G10 Currency Harvest Fund 0.2 $227k 9.1k 24.82
Proshares Tr Ii sht vix st trm 0.2 $223k 3.3k 68.11
J&J Snack Foods (JJSF) 0.2 $210k 2.0k 106.54
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $212k 1.6k 130.78
ProShares Short Russell2000 0.2 $215k 15k 14.71
GREENHAVEN Continuous Commodity Indx Fnd 0.2 $215k 10k 21.20
Claymore/Zacks Multi-Asset Inc Idx 0.2 $211k 9.6k 22.03
Advisorshares Tr peritus hg yld 0.2 $211k 5.1k 41.35
Alexander & Baldwin (ALEX) 0.2 $216k 5.0k 43.15
Masco Corporation (MAS) 0.2 $205k 7.7k 26.68
iShares NASDAQ Biotechnology Index (IBB) 0.2 $208k 607.00 342.67
Ball Corporation (BALL) 0.2 $209k 3.0k 70.54
Kkr Income Opportunities (KIO) 0.2 $202k 12k 16.46
Absolute Shs Tr wbi lgcp tc yl (WBIG) 0.2 $209k 8.7k 23.91
iShares MSCI Italy Index 0.2 $190k 13k 14.83
Goldcorp 0.2 $184k 10k 18.12
AllianceBernstein Income Fund 0.2 $173k 22k 7.72
Kofax 0.2 $167k 15k 10.92
ARMOUR Residential REIT 0.2 $152k 48k 3.16
Shares Tr Ii Ult Dj Ubs Crude 0.2 $160k 24k 6.77
Fs Investment Corporation 0.2 $151k 15k 10.12
Banco Itau Holding Financeira (ITUB) 0.1 $141k 13k 11.08
Lloyds TSB (LYG) 0.1 $134k 29k 4.68
Nevsun Res 0.1 $130k 38k 3.40
SLM Corporation (SLM) 0.1 $121k 13k 9.26
Fifth Street Finance 0.1 $107k 15k 7.31
Yamana Gold 0.1 $110k 31k 3.58
Western Asst High Incm Opprtnty Fnd (HIO) 0.1 $106k 20k 5.34
Velocity Shares Daily 2x Vix Short Term 0.1 $103k 60k 1.71
Monogram Residential Trust 0.1 $104k 11k 9.29
Petroleo Brasileiro SA (PBR) 0.1 $94k 16k 6.04
McDermott International 0.1 $97k 25k 3.83
EXCO Resources 0.1 $83k 46k 1.82
Harmony Gold Mining (HMY) 0.1 $83k 48k 1.75
Credit Suisse Nassau Brh vs 3xlngnatgas 0.1 $88k 40k 2.19
Columbia Labs 0.1 $85k 14k 6.18
Gerdau SA (GGB) 0.1 $82k 26k 3.20
Invesco Van Kampen Senior Income Trust (VVR) 0.1 $82k 17k 4.72
Oramed Pharm (ORMP) 0.1 $75k 12k 6.33
Liberty All-Star Equity Fund (USA) 0.1 $70k 12k 5.86
Halcon Resources 0.1 $72k 47k 1.55
Yingli Green Energy Hold 0.1 $61k 33k 1.85
Energy Xxi 0.1 $62k 17k 3.65
Alpha Natural Resources 0.1 $54k 54k 1.00
Hanwha Solarone 0.1 $62k 31k 2.03
Peabody Energy Corporation 0.1 $50k 10k 4.88
SandRidge Energy 0.1 $51k 29k 1.78
Magnum Hunter Resources Corporation 0.1 $50k 19k 2.69
Galena Biopharma 0.1 $47k 34k 1.39
Ohr Pharmaceutical 0.1 $44k 17k 2.57
Exelixis (EXEL) 0.0 $38k 15k 2.59
Peregrine Pharmaceuticals 0.0 $39k 29k 1.34
Amarin Corporation (AMRN) 0.0 $38k 16k 2.36
Tearlab Corp 0.0 $38k 19k 2.00
Penn West Energy Trust 0.0 $37k 23k 1.63
Gol Linhas Aereas Inteligentes SA 0.0 $26k 11k 2.46
Dover Motorsports 0.0 $26k 11k 2.35
Centrais Eletricas Brasileiras (EBR) 0.0 $26k 14k 1.81
DURECT Corporation 0.0 $26k 14k 1.89
Cytori Therapeutics 0.0 $32k 28k 1.16
Thompson Creek Metals 0.0 $30k 22k 1.34
EnteroMedics 0.0 $33k 36k 0.91
Neuralstem 0.0 $26k 14k 1.93
Ur-energy (URG) 0.0 $31k 32k 0.96
B2gold Corp (BTG) 0.0 $29k 19k 1.54
Mcewen Mining 0.0 $28k 28k 1.01
Enzon Pharmaceuticals (ENZN) 0.0 $20k 19k 1.07
McClatchy Company 0.0 $23k 12k 1.87
Synta Pharmaceuticals 0.0 $23k 12k 1.96
Protalix BioTherapeutics 0.0 $20k 11k 1.79
Hercules Offshore 0.0 $15k 35k 0.43
Rentech 0.0 $16k 14k 1.15
Endeavour Silver Corp (EXK) 0.0 $24k 13k 1.89
Uranium Energy (UEC) 0.0 $16k 11k 1.48
Barclays Bank Plc Ipathdow Jones Aig etf 0.0 $21k 17k 1.21
Discovery Laboratories 0.0 $16k 14k 1.16
INSTRS INC Stemcells 0.0 $17k 17k 1.00
Aeterna Zentaris 0.0 $18k 34k 0.53
Kalobios Pharmaceuticals 0.0 $21k 43k 0.49
Enserv 0.0 $20k 11k 1.78
Speed Commerce 0.0 $18k 28k 0.65
Mechel OAO 0.0 $14k 12k 1.22
Capstone Turbine Corporation 0.0 $11k 18k 0.63
iPass 0.0 $12k 11k 1.10
Vantage Drilling Company ord (VTGDF) 0.0 $7.1k 22k 0.32
Moly 0.0 $7.0k 18k 0.40
Response Genetics (RGDXQ) 0.0 $6.0k 14k 0.44
Mechel Oao spon adr p 0.0 $6.0k 17k 0.36
Vringo 0.0 $9.9k 15k 0.66
Comstock Mining Inc cs 0.0 $12k 20k 0.60
Emerald Oil 0.0 $9.0k 12k 0.76
Paragon Shipping Inc cl a 0.0 $11k 11k 0.99
Mast Therapeutics 0.0 $11k 24k 0.46
Inspiremd 0.0 $8.9k 27k 0.33
Joe's Jeans 0.0 $3.1k 14k 0.22
India Global Cap 0.0 $0 10k 0.00
S&w Seed Co *w exp 05/03/201 0.0 $991.360000 12k 0.08
Valley Natl Bancorp *w exp 11/14/201 0.0 $2.0k 11k 0.19
Amedica 0.0 $4.0k 10k 0.38
Axion Power International 0.0 $1.8k 60k 0.03