Two Sigma Securities

Two Sigma Securities as of Dec. 31, 2015

Portfolio Holdings for Two Sigma Securities

Two Sigma Securities holds 265 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 11.9 $9.9M 49k 203.90
Proshs Ultrashrt S&p500 Prosha etf 5.2 $4.3M 217k 19.93
ProShares Short S&P500 5.0 $4.2M 200k 20.87
Cme (CME) 4.9 $4.1M 45k 90.61
ProShares Ultra S&P500 (SSO) 4.6 $3.8M 61k 63.00
iShares Gold Trust 2.2 $1.8M 177k 10.23
Proshares Trust Ultrapro Short S&p500 etf 1.8 $1.5M 47k 31.70
Facebook Inc cl a (META) 1.6 $1.3M 13k 104.69
iShares Lehman 1-3 Year Treas.Bond (SHY) 1.5 $1.3M 15k 84.36
WisdomTree Japan Total Dividend (DXJ) 1.5 $1.3M 25k 50.08
Vanguard European ETF (VGK) 1.5 $1.2M 25k 49.87
iShares MSCI Japan Index 1.4 $1.2M 97k 12.12
Consumer Discretionary SPDR (XLY) 1.1 $940k 12k 78.17
iShares MSCI Taiwan Index 1.1 $933k 73k 12.77
SPDR S&P Biotech (XBI) 1.1 $896k 13k 70.07
PowerShares Intl. Dividend Achiev. 1.0 $857k 63k 13.57
Gilead Sciences (GILD) 0.9 $793k 7.8k 101.15
iShares Dow Jones US Utilities (IDU) 0.9 $783k 7.3k 107.84
iShares MSCI EAFE Index Fund (EFA) 0.9 $768k 13k 58.72
Acuity Brands (AYI) 0.8 $703k 3.0k 233.87
Utilities SPDR (XLU) 0.8 $700k 16k 43.25
Amazon (AMZN) 0.8 $622k 921.00 675.35
Financial Select Sector SPDR (XLF) 0.7 $606k 26k 23.79
Ega Emerging Global Shs Tr emrg gl dj 0.7 $568k 27k 21.27
Vanguard Long-Term Bond ETF (BLV) 0.7 $561k 6.5k 86.71
Affiliated Managers (AMG) 0.6 $521k 3.3k 159.86
Ishares msci uk 0.6 $524k 33k 16.13
Regions Financial Corporation (RF) 0.6 $514k 54k 9.59
Vanguard FTSE All-World ex-US ETF (VEU) 0.6 $504k 12k 43.41
First Trust Financials AlphaDEX (FXO) 0.6 $494k 21k 23.20
Celgene Corporation 0.6 $475k 4.0k 119.80
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.6 $465k 3.9k 120.53
Nike (NKE) 0.6 $460k 7.4k 62.50
Verizon Communications (VZ) 0.5 $438k 9.5k 46.25
iShares Lehman Aggregate Bond (AGG) 0.5 $413k 3.8k 107.92
iShares NASDAQ Biotechnology Index (IBB) 0.5 $409k 1.2k 338.58
iShares Russell 2000 Index (IWM) 0.5 $395k 3.5k 112.57
Wisdomtree Tr intl hedge eqt (HEDJ) 0.5 $388k 7.2k 53.82
First Tr Exchange Traded Fd dorsey wright (IFV) 0.5 $391k 22k 17.87
Biogen Idec (BIIB) 0.5 $380k 1.2k 306.45
iShares FTSE EPRA/NAREIT Dev Gl Real ETF (IFGL) 0.5 $380k 14k 27.87
Technology SPDR (XLK) 0.5 $378k 8.8k 42.87
Signet Jewelers (SIG) 0.5 $377k 3.0k 123.69
iShares S&P SmallCap 600 Growth (IJT) 0.5 $377k 3.0k 124.34
Ishares Core Msci Eafe Etf core msci eafe (IEFA) 0.5 $375k 6.9k 54.33
Bank of New York Mellon Corporation (BK) 0.4 $369k 8.9k 41.25
Herbalife Ltd Com Stk (HLF) 0.4 $363k 6.8k 53.63
Ambev Sa- (ABEV) 0.4 $371k 83k 4.46
HCP 0.4 $362k 9.5k 38.28
Allergan 0.4 $362k 1.2k 312.88
iShares S&P NA Nat. Re. Sc. Idx (IGE) 0.4 $354k 13k 28.17
Pfizer (PFE) 0.4 $338k 11k 32.30
iShares FTSE NAREIT Mort. Plus Capp 0.4 $340k 36k 9.57
Corning Incorporated (GLW) 0.4 $330k 18k 18.26
Amgen (AMGN) 0.4 $331k 2.0k 162.18
Calpine Corporation 0.4 $330k 23k 14.45
White Mountains Insurance Gp (WTM) 0.4 $326k 448.00 727.68
Visa (V) 0.4 $322k 4.2k 77.44
iShares MSCI Canada Index (EWC) 0.4 $328k 15k 21.47
Elements Rogers Intl Commodity Etn etf 0.4 $314k 68k 4.63
First Trust Ind/Prod AlphaDEX (FXR) 0.4 $317k 12k 26.07
Netflix (NFLX) 0.4 $307k 2.7k 114.21
iShares Silver Trust (SLV) 0.4 $303k 23k 13.18
Industrial SPDR (XLI) 0.3 $294k 5.5k 53.08
Emerson Electric (EMR) 0.3 $282k 5.9k 47.78
Apple (AAPL) 0.3 $285k 2.7k 105.24
Target Corporation (TGT) 0.3 $284k 3.9k 72.52
iShares S&P 500 Value Index (IVE) 0.3 $287k 3.2k 88.50
Global X Etf equity 0.3 $285k 14k 19.75
Direxion Shs Etf Tr daily sm cap bea 0.3 $280k 6.2k 45.02
Regeneron Pharmaceuticals (REGN) 0.3 $274k 505.00 542.57
Starbucks Corporation (SBUX) 0.3 $264k 4.4k 60.14
Amer (UHAL) 0.3 $268k 687.00 390.10
iShares S&P US Pref Stock Idx Fnd (PFF) 0.3 $270k 7.0k 38.82
Schwab International Equity ETF (SCHF) 0.3 $267k 9.7k 27.55
Proshares Tr Ii 0.3 $269k 9.5k 28.35
Taiwan Semiconductor Mfg (TSM) 0.3 $261k 12k 22.75
Costco Wholesale Corporation (COST) 0.3 $247k 1.5k 161.23
Chevron Corporation (CVX) 0.3 $254k 2.8k 90.13
Fifth Third Ban (FITB) 0.3 $249k 12k 20.11
CenterPoint Energy (CNP) 0.3 $254k 14k 18.35
iShares Dow Jones US Home Const. (ITB) 0.3 $251k 9.2k 27.15
Goldman Sachs Group Inc sp enhcmd37etn (GSCE) 0.3 $248k 12k 20.10
Global X Fds glbx suprinc e (SPFF) 0.3 $247k 19k 13.15
Doubleline Total Etf etf (TOTL) 0.3 $248k 5.1k 48.59
Goldman Sachs (GS) 0.3 $243k 1.3k 180.13
First Trust Small Cap Cr AlphaDEX (FYX) 0.3 $238k 5.4k 44.21
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.3 $242k 4.8k 50.36
iShares MSCI Sweden Index (EWD) 0.3 $238k 8.2k 29.17
WisdomTree Global Equity Income (DEW) 0.3 $241k 6.1k 39.41
WisdomTree DEFA Equity Income Fund (DTH) 0.3 $239k 6.3k 37.67
Powershares Active Mng Etf T s^p500 dwnhdge 0.3 $244k 9.9k 24.74
Ishares Incglobal High Yi equity (GHYG) 0.3 $245k 5.4k 45.34
Arrow Dow Jones Global Yield Etf etf (GYLD) 0.3 $242k 14k 17.16
Absolute Shs Tr wbi tct hg 0.3 $245k 11k 23.30
Credit Suisse Nassau Brh nt lkd 32 0.3 $239k 61k 3.95
iShares S&P 500 Index (IVV) 0.3 $237k 1.2k 204.84
Alexion Pharmaceuticals 0.3 $236k 1.2k 191.09
Templeton Dragon Fund (TDF) 0.3 $233k 13k 17.83
WisdomTree International Dvd. Top 100 (AIVI) 0.3 $232k 6.1k 38.16
Telus Ord (TU) 0.3 $232k 8.4k 27.60
Sabre (SABR) 0.3 $233k 8.3k 27.92
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.3 $224k 3.2k 70.80
Air Products & Chemicals (APD) 0.3 $223k 1.7k 129.95
Buckeye Partners 0.3 $228k 3.5k 65.99
iShares Russell Midcap Value Index (IWS) 0.3 $224k 3.3k 68.61
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $222k 2.8k 80.52
First Trust Mid Cap Core Alpha Fnd (FNX) 0.3 $224k 4.7k 48.01
POWERSHARES ETF TRUST II KBW HG Yld Fin 0.3 $226k 11k 21.03
WisdomTree MidCap Earnings Fund (EZM) 0.3 $229k 2.6k 86.97
Barclays Bk Plc s^p 500 veqtor 0.3 $224k 1.6k 138.44
First Tr Exchange Traded Fd dj glbl divid (FGD) 0.3 $228k 11k 21.73
Signature Bank (SBNY) 0.3 $219k 1.4k 153.68
Materials SPDR (XLB) 0.3 $220k 5.1k 43.35
iShares S&P Global 100 Index (IOO) 0.3 $213k 2.9k 72.82
WisdomTree SmallCap Earnings Fund (EES) 0.3 $213k 2.8k 75.64
Powershares Etf Tr Ii asia pac bd pr 0.3 $219k 9.6k 22.72
First Tr Exchange Traded Fd multi asset di (MDIV) 0.3 $219k 12k 18.34
Absolute Shs Tr wbi tct inc sh 0.3 $220k 9.0k 24.55
Masco Corporation (MAS) 0.2 $205k 7.2k 28.30
iShares MSCI Hong Kong Index Fund (EWH) 0.2 $208k 11k 19.80
Market Vector Russia ETF Trust 0.2 $205k 14k 14.66
WisdomTree Dividend ex-Fin Fund (AIVL) 0.2 $205k 2.9k 70.40
SPDR DJ International Real Estate ETF (RWX) 0.2 $212k 5.4k 39.11
Weyerhaeuser C conv prf 0.2 $211k 4.2k 50.21
Dbx Etf Tr st korea hd 0.2 $206k 9.2k 22.40
Etfis Ser Tr I Virtus Newfleet Multi-sector Unconst Bd Etf (NFLT) 0.2 $207k 8.4k 24.73
Seattle Genetics 0.2 $204k 4.5k 44.93
Walt Disney Company (DIS) 0.2 $204k 1.9k 105.26
Citigroup (C) 0.2 $204k 3.9k 51.79
Applied Materials (AMAT) 0.2 $190k 10k 18.63
Valley National Ban (VLY) 0.2 $183k 19k 9.84
Banco Bradesco SA (BBD) 0.2 $187k 39k 4.82
Nokia Corporation (NOK) 0.2 $175k 25k 7.02
PowerShares DWA Emerg Markts Tech 0.2 $172k 12k 14.98
Invesco Van Kampen Trust For Inv Grd Mun (VGM) 0.2 $178k 13k 13.33
Targa Resources Partners 0.2 $166k 10k 16.51
Claymore/S&P Global Divded Opt Index ETF 0.2 $168k 19k 8.75
Wl Ross Hldg 0.2 $166k 17k 9.96
Huntington Bancshares Incorporated (HBAN) 0.2 $155k 14k 11.07
Smart Balance 0.2 $152k 14k 11.00
Petroleo Brasileiro SA (PBR.A) 0.2 $138k 41k 3.40
Vale 0.2 $145k 57k 2.54
Fiat Chrysler Auto 0.2 $142k 10k 13.96
Two Harbors Investment 0.2 $136k 17k 8.10
Mattson Technology 0.1 $126k 36k 3.54
Penn West Energy Trust 0.1 $128k 153k 0.84
New York Mortgage Trust 0.1 $122k 23k 5.35
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $126k 13k 10.01
Lloyds TSB (LYG) 0.1 $116k 27k 4.36
ICICI Bank (IBN) 0.1 $112k 14k 7.83
TeleCommunication Systems 0.1 $106k 21k 4.96
AES Corporation (AES) 0.1 $102k 11k 9.53
Companhia de Saneamento Basi (SBS) 0.1 $102k 22k 4.61
Seadrill 0.1 $100k 29k 3.40
Sprott Physical Gold Trust (PHYS) 0.1 $97k 11k 8.72
Velocityshares Daily 2x Vix Short Term Etn etf 0.1 $97k 16k 6.26
China Cust Relations Cntr In 0.1 $98k 12k 8.06
Petroleo Brasileiro SA (PBR) 0.1 $89k 21k 4.30
Yamana Gold 0.1 $88k 47k 1.86
iShares MSCI Malaysia Index Fund 0.1 $92k 12k 7.73
Sprott Focus Tr (FUND) 0.1 $94k 16k 5.78
Supervalu 0.1 $81k 12k 6.75
Southwestern Energy Company 0.1 $85k 12k 7.10
Denbury Resources 0.1 $86k 43k 2.02
MFA Mortgage Investments 0.1 $84k 13k 6.63
Star Gas Partners (SGU) 0.1 $82k 11k 7.45
Barclays Bk Plc Ipsp croil etn 0.1 $87k 14k 6.26
Frontier Communications 0.1 $76k 16k 4.66
Hecla Mining Company (HL) 0.1 $72k 38k 1.90
Ariad Pharmaceuticals 0.1 $72k 12k 6.23
Claymore/SWM Canadian Energy Income ETF 0.1 $75k 11k 6.76
Sirius Xm Holdings 0.1 $79k 19k 4.09
California Resources 0.1 $79k 34k 2.32
Anworth Mortgage Asset Corporation 0.1 $69k 16k 4.36
Invesco Van Kampen Senior Income Trust (VVR) 0.1 $70k 17k 4.06
Sunedison 0.1 $70k 14k 5.10
Viavi Solutions Inc equities (VIAV) 0.1 $67k 11k 6.07
BioScrip 0.1 $60k 34k 1.75
Cyren 0.1 $60k 36k 1.69
Credit Suisse Nassau Brh nt lkd 32 0.1 $60k 25k 2.44
Companhia Siderurgica Nacional (SID) 0.1 $47k 48k 0.97
Iamgold Corp (IAG) 0.1 $53k 37k 1.42
Liberty All-Star Equity Fund (USA) 0.1 $54k 10k 5.37
Emerge Energy Svcs 0.1 $54k 12k 4.64
EXCO Resources 0.1 $39k 31k 1.26
Pengrowth Energy Corp 0.1 $40k 55k 0.73
B2gold Corp (BTG) 0.1 $38k 37k 1.03
Gerdau SA (GGB) 0.0 $31k 26k 1.19
Hovnanian Enterprises 0.0 $31k 17k 1.78
Frontline Limited Usd2.5 0.0 $34k 12k 2.97
RadiSys Corporation 0.0 $34k 12k 2.81
China Ming Yang Wind Power 0.0 $33k 14k 2.31
Hudson Technologies (HDSN) 0.0 $30k 10k 2.98
Gold Resource Corporation (GORO) 0.0 $32k 19k 1.65
Mountain Province Diamonds (MPVDF) 0.0 $37k 13k 2.83
Mechel OAO 0.0 $27k 33k 0.81
Vivus 0.0 $23k 22k 1.03
Harris & Harris 0.0 $24k 11k 2.17
Support 0.0 $22k 22k 1.01
Tearlab Corp 0.0 $23k 17k 1.40
Mfc Industrial 0.0 $21k 11k 1.97
Zynga 0.0 $27k 10k 2.68
Linn 0.0 $26k 25k 1.03
Utstarcom Holdings 0.0 $28k 11k 2.47
Gol Linhas Aereas Inteligentes SA 0.0 $18k 31k 0.58
Smith Micro Software 0.0 $14k 19k 0.75
Cliffs Natural Resources 0.0 $18k 11k 1.61
Synthesis Energy Systems 0.0 $16k 16k 0.98
OncoGenex Pharmaceuticals 0.0 $13k 11k 1.19
Peregrine Pharmaceuticals 0.0 $19k 16k 1.17
On Track Innovations 0.0 $16k 36k 0.44
Palatin Technologies 0.0 $16k 25k 0.65
Rexahn Pharmaceuticals 0.0 $13k 36k 0.36
Athersys 0.0 $15k 15k 1.01
Neoprobe 0.0 $20k 15k 1.33
Chanticleer Holdings Incpar $. 0.0 $16k 16k 0.99
One Horizon Group Inc Us$0.0001 Com Stk 0.0 $13k 11k 1.17
Arch Coal Inc cs 0.0 $20k 20k 0.98
Anadigics 0.0 $6.0k 10k 0.60
Penn Virginia Corporation 0.0 $5.0k 17k 0.30
Dryships/drys 0.0 $6.0k 35k 0.17
SandRidge Energy 0.0 $11k 53k 0.21
Energy Xxi 0.0 $12k 12k 1.03
PetroQuest Energy 0.0 $5.0k 11k 0.46
Safe Bulkers Inc Com Stk (SB) 0.0 $9.0k 11k 0.82
Empresas ICA SA 0.0 $10k 13k 0.78
Alphatec Holdings 0.0 $6.0k 19k 0.31
LeapFrog Enterprises 0.0 $10k 14k 0.72
Denison Mines Corp (DNN) 0.0 $6.0k 13k 0.48
Uranium Energy (UEC) 0.0 $11k 10k 1.06
Unilife US 0.0 $11k 21k 0.51
Qualstar Corporation 0.0 $11k 15k 0.75
Rare Element Res (REEMF) 0.0 $4.9k 31k 0.16
Triangle Petroleum Corporation 0.0 $11k 15k 0.74
Ku6 Media (KUTV) 0.0 $12k 14k 0.88
Elephant Talk Communications 0.0 $5.9k 21k 0.28
Sunesis Pharmaceuticals 0.0 $11k 12k 0.91
Tht Heat Transfer Technology 0.0 $9.0k 20k 0.45
Timmins Gold Corp 0.0 $5.0k 33k 0.15
Biodel 0.0 $10k 30k 0.33
Revolution Lighting Tech 0.0 $11k 14k 0.80
Net Element Intl 0.0 $5.1k 26k 0.20
Mast Therapeutics 0.0 $10k 23k 0.43
Superconductor Technologies 0.0 $5.0k 25k 0.20
Enserv 0.0 $6.0k 11k 0.54
Oi S.a. spn 0.0 $12k 20k 0.59
Nanosphere 0.0 $10k 16k 0.63
Ensync (ESNC) 0.0 $8.0k 21k 0.39
Interpace Diagnostics Group Inc Common Stock Usd 0.0 $6.0k 13k 0.48
Pacific Sunwear of California 0.0 $3.9k 18k 0.22
Exeter Res Corp 0.0 $4.0k 13k 0.32
Dragonwave 0.0 $3.9k 39k 0.10
Hemispherx BioPharma 0.0 $2.8k 41k 0.07
Tanzanian Royalty Expl Corp 0.0 $4.0k 16k 0.26
Tengas 0.0 $961.920000 11k 0.09
EnteroMedics 0.0 $1.0k 11k 0.09
Banro Corp 0.0 $4.0k 21k 0.19
GreenHunter Energy 0.0 $2.0k 20k 0.10
D Golden Minerals 0.0 $2.0k 11k 0.19
Document Security Systems 0.0 $2.0k 11k 0.19
Sanofi Aventis Wi Conval Rt 0.0 $2.0k 19k 0.11
Kinder Morgan Inc/delaware Wts 0.0 $979.110000 11k 0.09
Novacopper 0.0 $4.0k 15k 0.26
Spherix 0.0 $4.1k 24k 0.17