Two Sigma Securities

Two Sigma Securities as of Sept. 30, 2015

Portfolio Holdings for Two Sigma Securities

Two Sigma Securities holds 214 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cme (CME) 6.7 $4.3M 46k 92.74
Financial Select Sector SPDR (XLF) 3.1 $1.9M 86k 22.66
iShares Barclays TIPS Bond Fund (TIP) 2.7 $1.7M 15k 110.72
AutoZone (AZO) 2.3 $1.4M 2.0k 723.86
Ishares msci uk 2.1 $1.3M 81k 16.38
Spdr S&p 500 Etf (SPY) 2.0 $1.3M 6.5k 191.66
Industrial SPDR (XLI) 1.8 $1.1M 23k 49.87
ProShares Ultra S&P500 (SSO) 1.7 $1.1M 20k 55.62
Vanguard Pacific ETF (VPL) 1.7 $1.1M 20k 53.71
Alliance Data Systems Corporation (BFH) 1.6 $1.0M 4.0k 259.07
Dot Hill Systems 1.6 $1.0M 104k 9.73
iShares MSCI ACWI ex US Index Fund (ACWX) 1.5 $939k 24k 39.04
Vanguard FTSE All Wld Ex USSml Cap (VSS) 1.4 $903k 10k 90.74
Rydex S&P Equal Weight ETF 1.2 $785k 11k 73.57
SPDR S&P Emerging Asia Pacific (GMF) 1.1 $692k 9.5k 72.73
Direxion Shs Etf Tr dly s&p 500 bear 1.0 $656k 30k 21.59
SPDR Dow Jones Industrial Average ETF (DIA) 1.0 $651k 4.0k 162.51
Ford Motor Company (F) 0.9 $578k 43k 13.56
SPDR DJ International Real Estate ETF (RWX) 0.9 $576k 15k 39.34
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.9 $569k 5.4k 105.10
Ishares Core Intl Stock Etf core (IXUS) 0.8 $539k 11k 48.82
Energy Select Sector SPDR (XLE) 0.8 $528k 8.6k 61.19
Market Vectors Gold Miners ETF 0.8 $515k 38k 13.73
SPDR S&P Homebuilders (XHB) 0.8 $516k 15k 34.26
Blackstone 0.8 $508k 16k 31.64
HCC Insurance Holdings 0.8 $506k 6.5k 77.45
Direxion Shs Etf Tr dly gld min br 0.8 $506k 20k 24.92
Apple (AAPL) 0.8 $491k 4.5k 110.26
Mitsubishi UFJ Financial (MUFG) 0.8 $485k 80k 6.09
Vanguard Large-Cap ETF (VV) 0.7 $471k 5.4k 88.00
iShares MSCI EAFE Value Index (EFV) 0.7 $473k 10k 46.29
SPDR S&P Biotech (XBI) 0.7 $458k 7.4k 62.26
Hudson City Ban 0.7 $443k 44k 10.16
Millennial Media 0.7 $446k 255k 1.75
Goldman Sachs (GS) 0.7 $438k 2.5k 173.67
Vanguard Financials ETF (VFH) 0.7 $438k 9.5k 46.24
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.7 $439k 4.0k 108.72
SPDR Gold Trust (GLD) 0.7 $431k 4.0k 106.84
First Trust Cnsumer Stapl Alpha (FXG) 0.7 $436k 10k 41.94
iShares MSCI EAFE Index Fund (EFA) 0.7 $428k 7.5k 57.28
Dominion Resources (D) 0.6 $403k 5.7k 70.31
Gilead Sciences (GILD) 0.6 $400k 4.1k 98.21
iShares FTSE NAREIT Mort. Plus Capp 0.6 $400k 40k 9.93
Vanguard Star Fd Intl Stk Idxf (VXUS) 0.6 $398k 9.0k 44.32
Facebook Inc cl a (META) 0.6 $400k 4.4k 89.91
Financial Bear 3x 0.6 $399k 31k 12.86
Allergan 0.6 $402k 1.5k 271.99
Credit Suisse Nassau Brh invrs vix sterm 0.6 $393k 16k 24.38
iShares S&P NA Tec. Semi. Idx (SOXX) 0.6 $389k 4.8k 81.41
Google Inc Class C 0.6 $386k 634.00 608.83
PowerShares DWA Technical Ldrs Pf 0.6 $361k 9.0k 40.22
iShares NASDAQ Biotechnology Index (IBB) 0.6 $359k 1.2k 303.47
iShares S&P MidCap 400 Growth (IJK) 0.6 $349k 2.2k 157.21
iShares S&P SmallCap 600 Value Idx (IJS) 0.6 $351k 3.4k 104.65
C.R. Bard 0.5 $344k 1.8k 186.05
Starbucks Corporation (SBUX) 0.5 $344k 6.1k 56.79
iShares Lehman MBS Bond Fund (MBB) 0.5 $343k 3.1k 109.51
PowerShares DB Agriculture Fund 0.5 $342k 16k 20.88
PowerShares DWA Devld Markt Tech 0.5 $342k 15k 22.44
Market Vectors Agribusiness 0.5 $338k 7.4k 45.86
First Trust Health Care AlphaDEX (FXH) 0.5 $336k 5.8k 58.23
Schwab Strategic Tr us aggregate b (SCHZ) 0.5 $334k 6.4k 52.15
Proshares Ultrashort Qqq Etf 0.5 $328k 8.8k 37.08
iShares S&P SmallCap 600 Growth (IJT) 0.5 $324k 2.7k 120.22
Factorshares Tr ise cyber sec 0.5 $325k 13k 25.22
Waste Management (WM) 0.5 $318k 6.4k 49.75
First Trust Financials AlphaDEX (FXO) 0.5 $317k 14k 22.46
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.5 $321k 6.2k 52.04
Proshares Tr ultsh nasd biot 0.5 $320k 8.3k 38.60
Verizon Communications (VZ) 0.5 $307k 7.1k 43.48
Us Natural Gas Fd Etf 0.5 $305k 26k 11.60
Chevron Corporation (CVX) 0.5 $297k 3.8k 78.95
Advanced Micro Devices (AMD) 0.5 $300k 175k 1.72
Vanguard Growth ETF (VUG) 0.5 $297k 3.0k 100.13
SPDR Nvn Barclys Cptl Shrt Trm Mncpl Bnd 0.5 $301k 12k 24.35
Corning Incorporated (GLW) 0.5 $294k 17k 17.12
Kinross Gold Corp (KGC) 0.5 $294k 171k 1.72
First Trust Ind/Prod AlphaDEX (FXR) 0.5 $293k 11k 25.81
Affiliated Managers (AMG) 0.4 $278k 1.6k 170.87
Oneok Partners 0.4 $277k 9.5k 29.29
iShares S&P/Citi Intl Treasury Bond (IGOV) 0.4 $280k 3.1k 91.29
Utilities SPDR (XLU) 0.4 $275k 6.4k 43.29
Vanguard Dividend Appreciation ETF (VIG) 0.4 $274k 3.7k 73.85
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.4 $274k 9.7k 28.18
SPDR S&P Metals and Mining (XME) 0.4 $271k 16k 16.71
iShares Russell 3000 Value Index (IUSV) 0.4 $270k 2.2k 121.79
Powershares Etf Trust dyna buybk ach 0.4 $265k 6.0k 43.86
United States Oil Fund 0.4 $263k 18k 14.67
Boston Beer Company (SAM) 0.4 $264k 1.3k 210.36
iShares MSCI Italy Index 0.4 $262k 18k 14.34
Direxion Shs Etf Tr 0.4 $258k 20k 13.26
Proshares Ultrapro Short Qqq etp 0.4 $260k 9.9k 26.26
Universal Health Services (UHS) 0.4 $252k 2.0k 124.57
Deluxe Corporation (DLX) 0.4 $255k 4.6k 55.82
ProShares UltraShrt Mrkt 0.4 $257k 10k 24.70
Abbvie (ABBV) 0.4 $252k 4.6k 54.33
First Tr Exchange Traded Fd multi asset di (MDIV) 0.4 $248k 14k 18.41
Freeport-McMoRan Copper & Gold (FCX) 0.4 $240k 25k 9.68
SPDR S&P International Dividend (DWX) 0.4 $239k 7.0k 33.99
Pembina Pipeline Corp (PBA) 0.4 $239k 10k 23.97
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.4 $240k 5.3k 45.28
Dover Corporation (DOV) 0.4 $234k 4.1k 57.25
ArcelorMittal 0.4 $236k 46k 5.15
Vanguard Total Bond Market ETF (BND) 0.4 $234k 2.9k 81.90
SPDR Barclays Capital Inter Term (SPTI) 0.4 $238k 3.9k 60.56
Advisorshares Tr peritus hg yld 0.4 $234k 6.5k 36.19
Velocityshares Daily 2x Vix Short Term Etn etf 0.4 $234k 19k 12.20
priceline.com Incorporated 0.4 $228k 184.00 1239.13
Boston Properties (BXP) 0.4 $228k 1.9k 118.32
Rydex S&P Equal Weight Consumer Dis ETF 0.4 $227k 2.7k 84.17
Annaly Capital Management 0.3 $220k 22k 9.89
iShares Brclys Intrdte Gov/Crt Bd (GVI) 0.3 $221k 2.0k 111.00
PowerShares VRDO Tax Free Weekly Por ETF 0.3 $224k 9.0k 24.94
General Motors Company (GM) 0.3 $221k 7.4k 30.02
WisdomTree MidCap Earnings Fund (EZM) 0.3 $224k 2.6k 86.05
Db-x Msci Japan Etf equity (DBJP) 0.3 $221k 6.1k 36.53
Ishares Inc emrg mrk lc bd (LEMB) 0.3 $223k 5.6k 39.76
Cracker Barrel Old Country Store (CBRL) 0.3 $216k 1.5k 147.54
Host Hotels & Resorts (HST) 0.3 $217k 14k 15.83
West Pharmaceutical Services (WST) 0.3 $215k 4.0k 54.01
First Tr Exch Trd Alpha Fd I dev mrk ex us (FDT) 0.3 $215k 4.8k 44.77
Spdr Ser Tr spdr russel 2000 (SPSM) 0.3 $214k 3.3k 64.81
Amgen (AMGN) 0.3 $212k 1.5k 138.56
United Therapeutics Corporation (UTHR) 0.3 $211k 1.6k 131.06
PowerShares Preferred Portfolio 0.3 $210k 14k 14.59
iShares Russell Microcap Index (IWC) 0.3 $210k 3.0k 69.67
Time Warner Cable 0.3 $204k 1.1k 179.58
Ega Emerging Global Shs Tr emrg gl dj 0.3 $204k 9.4k 21.72
Schwab Strategic Tr schwab fdt us bm (FNDB) 0.3 $201k 7.4k 27.12
Proshares Tr Ii 0.3 $205k 3.7k 56.04
GlaxoSmithKline 0.3 $200k 5.2k 38.42
First Trust DJ STOX Sel Div 30 IDX (FDD) 0.3 $198k 17k 11.93
Applied Materials (AMAT) 0.3 $183k 12k 14.73
Market Vectors Short Municipal Index ETF 0.3 $185k 11k 17.46
Sportsmans Whse Hldgs (SPWH) 0.3 $183k 15k 12.33
First Trust Energy AlphaDEX (FXN) 0.3 $173k 12k 14.42
Wendy's/arby's Group (WEN) 0.3 $169k 20k 8.66
Fulton Financial (FULT) 0.3 $166k 14k 12.09
iShares MSCI Malaysia Index Fund 0.2 $156k 16k 9.93
Tekla World Healthcare Fd ben int (THW) 0.2 $159k 11k 14.35
Staples 0.2 $150k 13k 11.71
Rite Aid Corporation 0.2 $150k 25k 6.09
Brocade Communications Systems 0.2 $150k 15k 10.35
Xerox Corporation 0.2 $135k 14k 9.74
Franklin Templeton (FTF) 0.2 $126k 12k 10.91
Direxion Shs Etf Tr daily gold miner 0.2 $127k 44k 2.90
SLM Corporation (SLM) 0.2 $122k 17k 7.39
Nokia Corporation (NOK) 0.2 $118k 17k 6.80
Gabelli mutual funds - (GGZ) 0.2 $117k 12k 9.95
First Majestic Silver Corp (AG) 0.2 $103k 32k 3.20
Spirit Realty reit 0.2 $103k 11k 9.14
Sirius Xm Holdings 0.2 $104k 28k 3.73
B2gold Corp (BTG) 0.1 $96k 92k 1.05
Wpx Energy 0.1 $97k 15k 6.61
Envivio 0.1 $97k 24k 4.07
Fifth Str Sr Floating Rate 0.1 $98k 11k 8.73
Denbury Resources 0.1 $91k 38k 2.43
Nevsun Res 0.1 $83k 29k 2.89
Cys Investments 0.1 $84k 12k 7.26
Iamgold Corp (IAG) 0.1 $77k 47k 1.64
Amarin Corporation 0.1 $74k 38k 1.94
Yamana Gold 0.1 $60k 35k 1.71
BlackRock Debt Strategies Fund 0.1 $59k 18k 3.35
Allianzgi Conv & Income Fd I 0.1 $55k 10k 5.33
Applied Micro Circuits Corporation 0.1 $54k 10k 5.34
Alcatel-Lucent 0.1 $50k 14k 3.66
Extreme Networks (EXTR) 0.1 $48k 14k 3.36
Corenergy Infrastructure Tr 0.1 $51k 11k 4.46
Real Networks 0.1 $44k 11k 4.10
Star Bulk Carriers 0.1 $43k 21k 2.04
ReneSola 0.1 $35k 36k 0.96
Frontline Limited Usd2.5 0.0 $27k 10k 2.66
Endeavour Silver Corp (EXK) 0.0 $27k 18k 1.54
USA Technologies 0.0 $28k 11k 2.53
Ballard Pwr Sys (BLDP) 0.0 $24k 20k 1.22
Sunesis Pharmaceuticals 0.0 $23k 28k 0.81
Caladrius Biosciences 0.0 $26k 17k 1.49
Hutchinson Technology Incorporated 0.0 $17k 10k 1.65
MoSys 0.0 $22k 15k 1.51
Platinum Group Metals 0.0 $17k 75k 0.23
Managed High Yield Plus Fund 0.0 $20k 12k 1.63
Prana Biotechnology 0.0 $20k 22k 0.90
Diana Containerships 0.0 $22k 18k 1.22
Box Ships 0.0 $18k 30k 0.60
Signal Genetics 0.0 $17k 18k 0.95
Immune Pharmaceuticals 0.0 $18k 16k 1.16
Echelon Corporation 0.0 $11k 18k 0.61
Banro Corp 0.0 $15k 94k 0.16
USD.001 Ibio 0.0 $15k 23k 0.67
Tht Heat Transfer Technology 0.0 $13k 23k 0.56
INSTRS INC Stemcells 0.0 $14k 33k 0.42
Chanticleer Holdings Incpar $. 0.0 $15k 14k 1.11
Bio-path Holdings 0.0 $12k 10k 1.17
Cel-sci 0.0 $15k 25k 0.60
Anadigics 0.0 $7.0k 33k 0.21
Aeropostale 0.0 $7.0k 12k 0.60
Key Energy Services 0.0 $6.0k 13k 0.48
Alphatec Holdings 0.0 $4.9k 17k 0.30
Thompson Creek Metals 0.0 $9.0k 22k 0.42
Hemispherx BioPharma 0.0 $4.1k 21k 0.19
EnteroMedics 0.0 $9.1k 34k 0.27
NovaBay Pharmaceuticals 0.0 $4.0k 13k 0.32
Netlist (NLST) 0.0 $5.0k 12k 0.40
Mechel Oao spon adr p 0.0 $4.0k 14k 0.29
Avalon Rare Metals Inc C ommon 0.0 $4.9k 54k 0.09
Citigroup Inc Com Us cmn 0.0 $7.9k 17k 0.47
Blue Earth 0.0 $7.0k 11k 0.66
Aeterna Zentaris 0.0 $5.0k 55k 0.09
Paragon Shipping Inc cl a 0.0 $5.9k 19k 0.32
American Apparel 0.0 $3.0k 23k 0.13
Tengas 0.0 $2.9k 13k 0.23
Rare Element Res (REEMF) 0.0 $3.0k 12k 0.26
Sanofi Aventis Wi Conval Rt 0.0 $3.0k 15k 0.20
Speed Commerce 0.0 $2.0k 12k 0.17