Two Sigma Securities

Two Sigma Securities as of June 30, 2015

Portfolio Holdings for Two Sigma Securities

Two Sigma Securities holds 172 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Qqq Trust Unit Ser 1 10.8 $6.5M 60k 107.07
Spdr S&p 500 Etf Tr Tr Unit (SPY) 8.9 $5.4M 26k 205.85
Cme (CME) 7.0 $4.2M 45k 93.07
CVS Caremark Corporation (CVS) 3.0 $1.8M 17k 104.91
Select Sector Spdr Tr Sbi Int-finl (XLF) 2.8 $1.7M 70k 24.38
Direxion Shs Etf Tr Dly Sc Bear3xnew 2.2 $1.3M 139k 9.66
Ishares Tr Iboxx Inv Cp Etf (LQD) 2.1 $1.3M 11k 115.75
Glaxosmithkline Sponsored Adr 2.1 $1.3M 30k 41.64
Facebook Cl A (META) 1.7 $1.0M 12k 85.77
Apple (AAPL) 1.7 $1.0M 8.0k 125.45
Select Sector Spdr Tr Technology (XLK) 1.6 $932k 23k 41.41
Ford Mtr Co Del Com Par $0.01 (F) 1.3 $769k 51k 15.02
Proshares Tr Ii Ult Vix Shrt 1.2 $696k 16k 43.96
Gilead Sciences (GILD) 1.1 $657k 5.6k 117.07
Goldman Sachs (GS) 1.0 $627k 3.0k 208.86
First Tr Exchange Traded First Tr Enh New (FTSM) 1.0 $592k 9.9k 60.05
Royal Bk Scotland Us Lc Trendp Etn 1.0 $580k 15k 39.72
Chevron Corporation (CVX) 1.0 $572k 5.9k 96.51
Ishares Tr Rus Mdcp Val Etf (IWS) 0.9 $559k 7.6k 73.77
Direxion Shs Etf Tr Dly S&p 500 Bear 0.9 $537k 28k 18.92
Powershares Etf Trust Ii Senior Ln Port 0.9 $526k 22k 23.78
General Motors Company (GM) 0.9 $518k 16k 33.33
Proshares Tr Pshs Uldow30 New 0.8 $501k 24k 21.25
Disney Walt Com Disney (DIS) 0.8 $499k 4.4k 114.14
Philip Morris International (PM) 0.8 $498k 6.2k 80.15
Rite Aid Corporation 0.8 $465k 56k 8.36
Ishares Tr Russell 2000 Etf (IWM) 0.8 $465k 3.7k 124.80
Shake Shack Cl A (SHAK) 0.8 $454k 7.5k 60.23
Spdr Series Trust Brc Hgh Yld Bd 0.7 $439k 11k 38.40
Halliburton Company (HAL) 0.7 $433k 10k 43.06
Cisco Systems (CSCO) 0.7 $432k 16k 27.46
Ishares Tr S&p 500 Val Etf (IVE) 0.7 $431k 4.7k 92.23
Vanguard Index Fds Total Stk Mkt (VTI) 0.7 $417k 3.9k 106.92
Spdr Series Trust Brclys 1-3mt Etf 0.7 $411k 9.0k 45.72
Susquehanna Bancshares 0.7 $399k 28k 14.12
Alps Etf Tr Alerian Mlp 0.7 $393k 25k 15.58
Procter & Gamble Company (PG) 0.7 $391k 5.0k 78.23
Ishares Msci Hong Kg Etf (EWH) 0.7 $390k 17k 22.54
Ishares Msci Singap Etf 0.6 $378k 30k 12.58
Federal Realty Invt Tr Sh Ben Int New 0.6 $372k 2.9k 128.19
Spdr Series Trust S&p Oilgas Exp 0.6 $372k 8.0k 46.72
Ishares Msci Taiwan Etf 0.6 $358k 23k 15.78
Vanguard Intl Equity Index F Ftse Emr Mkt Etf (VWO) 0.6 $352k 8.6k 40.84
Vanguard World Fds Consum Stp Etf (VDC) 0.6 $347k 2.8k 124.73
Hewlett-Packard Company 0.6 $341k 11k 30.01
Vanguard Index Fds Reit Etf (VNQ) 0.6 $335k 4.5k 74.63
Barclays Bk Ipsp Croil Etn 0.6 $334k 28k 12.03
Office Depot 0.5 $301k 35k 8.66
Direxion Shs Etf Tr Dly Smcap Bull3x (TNA) 0.5 $283k 3.2k 89.36
Coca-Cola Company (KO) 0.5 $282k 7.2k 39.29
Ishares Tr Msci Eafe Etf (EFA) 0.5 $278k 4.4k 63.48
Google CL C 0.5 $272k 522.00 521.07
Cabot Oil & Gas Corporation (CTRA) 0.5 $271k 8.6k 31.59
Amgen (AMGN) 0.4 $264k 1.7k 153.67
Cemex Sab De Cv Spon Adr New (CX) 0.4 $261k 29k 9.16
Willis Group Holdings Public SHS 0.4 $259k 5.5k 46.89
United Technologies Corp Unit 06/01/2015 0.4 $257k 4.5k 57.23
Boeing Company (BA) 0.4 $255k 1.8k 138.81
Johnson & Johnson (JNJ) 0.4 $253k 2.6k 97.27
Ishares Mrg Rl Es Cp Etf 0.4 $244k 23k 10.59
Royal Bk Of Scotland Rbs Nasd Lkd41 0.4 $243k 6.1k 39.76
Wisdomtree Tr Japn Hedge Eqt (DXJ) 0.4 $243k 4.2k 57.31
Royal Bk Scotland Us Mc Trendp Etn 0.4 $243k 6.8k 35.73
Highland Fds I Hi Ld Iboxx Srln 0.4 $243k 13k 19.23
Spdr Series Trust Brc Bld Amer Bd 0.4 $240k 4.1k 58.37
Advisorshares Tr Newflt Mulsinc 0.4 $239k 4.9k 48.90
Schwab Strategic Tr Intl Eqty Etf (SCHF) 0.4 $237k 7.8k 30.49
Spdr Dow Jones Indl Avrg Etf Ut Ser 1 (DIA) 0.4 $237k 1.3k 175.82
China Biologic Products 0.4 $235k 2.0k 115.14
Ishares 3yrtb Etf (ISHG) 0.4 $234k 2.9k 79.75
Wisdomtree Tr Div Ex-finl Fd (AIVL) 0.4 $230k 3.1k 73.62
Cognex Corporation (CGNX) 0.4 $230k 4.8k 48.19
Select Sector Spdr Tr Sbi Cons Discr (XLY) 0.4 $229k 3.0k 76.61
Sigma-Aldrich Corporation 0.4 $227k 1.6k 139.26
Barclays Adr (BCS) 0.4 $227k 14k 16.46
Alliance Data Systems Corporation (BFH) 0.4 $225k 770.00 292.21
Vanguard Star Vg Tl Intl Stk F (VXUS) 0.4 $225k 4.5k 50.28
Ishares Us Regnl Bks Etf (IAT) 0.4 $224k 6.1k 36.55
Bank of America Corporation (BAC) 0.4 $224k 13k 17.00
Ishares Msci Japan Etf 0.4 $223k 17k 12.81
Ishares Intl Sel Div Etf (IDV) 0.4 $222k 6.9k 32.37
Ishares Tr Russell 3000 Etf (IWV) 0.4 $218k 1.8k 123.93
Ishares Gold Trust Ishares 0.4 $216k 19k 11.34
Ishares Resid Rl Est Cap (REZ) 0.4 $215k 3.8k 56.11
Spdr Series Trust Nuvn Br Sht Muni 0.4 $212k 8.7k 24.31
Lloyds Banking Group Sponsored Adr (LYG) 0.4 $210k 39k 5.44
Ishares Tr Msci Usa Qlt Fac (QUAL) 0.4 $210k 3.3k 63.25
AES Corporation (AES) 0.4 $210k 16k 13.26
Boston Beer Cl A (SAM) 0.3 $206k 886.00 232.51
Ishares Tr Na Nat Res (IGE) 0.3 $206k 5.7k 36.21
First Tr Exchange Traded Multi Asset Di (MDIV) 0.3 $206k 10k 20.00
Cys Investments 0.3 $205k 27k 7.72
Delhaize Group Sponsored Adr 0.3 $203k 9.9k 20.58
Wisdomtree Tr Emg Mkts Smcap (DGS) 0.3 $202k 4.6k 43.48
First Tr Exchange Traded Tech Alphadex (FXL) 0.3 $202k 5.7k 35.30
Vanguard Bd Index Long Term Bond (BLV) 0.3 $202k 2.3k 87.52
Cracker Barrel Old Country Store (CBRL) 0.3 $201k 1.4k 148.89
Mitsubishi Ufj Finl Group In Sponsored Adr (MUFG) 0.3 $192k 27k 7.23
Hudson City Ban 0.3 $186k 19k 9.90
Alcoa 0.3 $182k 16k 11.16
Alarm Com Hldgs (ALRM) 0.3 $171k 11k 15.39
Ambev Sa Sponsored Adr (ABEV) 0.3 $167k 27k 6.11
Sunstone Hotel Investors (SHO) 0.3 $167k 11k 15.02
Excel Trust 0.3 $166k 11k 15.75
Regions Financial Corporation (RF) 0.3 $160k 16k 10.34
Mindbody Com Cl A 0.3 $157k 11k 13.87
GrafTech International 0.3 $157k 32k 4.95
Powershares Etf Trust Gbl Lstd Pvt Eqt 0.3 $156k 13k 11.61
Banco Santander Sa Adr (SAN) 0.3 $156k 22k 7.01
Ishares Msci Italcpd Etf 0.3 $153k 10k 14.89
Denbury Res Com New 0.2 $148k 23k 6.38
Gannett 0.2 $146k 10k 14.01
Icici Bk Adr (IBN) 0.2 $145k 14k 10.46
Credit Suisse Ag Nassau Brh Velshs Dly Shtrm 0.2 $132k 14k 9.60
Genworth Finl Com Cl A (GNW) 0.2 $131k 17k 7.58
Global X Fds Glb X Ftse Pt 20 0.2 $130k 12k 11.30
Iamgold Corp (IAG) 0.2 $123k 62k 2.00
Claymore Exchange Trd Fd Tr Gug S&pg Div Opp 0.2 $116k 11k 11.07
J.C. Penney Company 0.2 $115k 14k 8.47
Flextronics Intl Ord (FLEX) 0.2 $115k 10k 11.27
Nevsun Res 0.2 $109k 29k 3.75
Rex Energy Corporation 0.2 $108k 19k 5.60
Peabody Energy Corporation 0.2 $106k 48k 2.19
Peregrine Pharmaceuticals In Com New 0.1 $88k 67k 1.31
Swedish Expt Cr Corp Rog Ttl Etn 22 0.1 $82k 13k 6.19
Centrais Eletricas Brasileir Sponsored Adr (EBR) 0.1 $67k 36k 1.88
Caladrius Biosciences 0.1 $63k 34k 1.88
Credit Suisse Nassau Brh Etn Lkd 32 0.1 $59k 28k 2.15
Alcatel-lucent Sponsored Adr 0.1 $52k 14k 3.61
Arch Coal 0.1 $51k 151k 0.34
inTEST Corporation (INTT) 0.1 $50k 12k 4.33
Globalstar 0.1 $50k 24k 2.10
Scorpio Bulkers SHS 0.1 $40k 24k 1.64
Tearlab Corp 0.1 $40k 20k 2.00
Cti Biopharma 0.1 $39k 20k 1.95
Harris & Harris 0.1 $34k 12k 2.77
Baltic Trading 0.1 $31k 20k 1.59
FuelCell Energy 0.1 $30k 31k 0.96
Usa Technologies Com No Par 0.0 $29k 11k 2.66
Noranda Aluminum Holding Corporation 0.0 $29k 34k 0.85
Galena Biopharma 0.0 $27k 16k 1.72
Managed High Yield Plus Fund 0.0 $27k 15k 1.82
QC Holdings (QCCO) 0.0 $26k 14k 1.85
Vaalco Energy Com New (EGY) 0.0 $26k 12k 2.14
Enteromedics Com New 0.0 $26k 42k 0.62
CTC Media 0.0 $23k 10k 2.28
Gafisa S A Spons Adr 0.0 $22k 14k 1.56
Companhia Siderurgica Nacion Sponsored Adr (SID) 0.0 $20k 12k 1.65
Uranium Energy (UEC) 0.0 $20k 13k 1.61
Palatin Technologies Com Par $ .01 0.0 $19k 22k 0.87
Hutchinson Technology Incorporated 0.0 $19k 11k 1.71
Renesola Spons Ads 0.0 $18k 13k 1.35
Female Health Company 0.0 $18k 10k 1.76
Alpha Natural Resources 0.0 $17k 56k 0.30
Mechel Oao Sponsored Adr 0.0 $15k 12k 1.22
Prima Biomed Spon Adr Lvl Ii 0.0 $15k 10k 1.44
Paragon Shipping Cl A New 0.0 $14k 19k 0.72
Yingli Green Energy Hldg Adr 0.0 $13k 11k 1.20
Thompson Creek Metals 0.0 $12k 15k 0.81
Revolution Lighting Tech 0.0 $12k 11k 1.11
Walter Energy 0.0 $12k 53k 0.23
Joe's Jeans 0.0 $8.0k 43k 0.19
Taseko Cad (TGB) 0.0 $7.0k 12k 0.59
Wave Systems Corp Cl A Par $0.01 0.0 $7.0k 12k 0.58
Metali 0.0 $6.0k 12k 0.50
Great Panther Silver 0.0 $6.0k 15k 0.41
Mechel Oao Spon Adr Pfd 0.0 $6.0k 16k 0.37
Northern Dynasty Minerals Lt Com New (NAK) 0.0 $6.0k 19k 0.32
Mad Catz Interactive (MCZAF) 0.0 $6.0k 14k 0.42
TigerLogic 0.0 $6.0k 18k 0.33
Liquid Hldgs (LIQDQ) 0.0 $5.0k 23k 0.22
Speed Commerce 0.0 $3.0k 12k 0.25