Form 13F-HR Two Sigma Securities, Llc

13F-HR - Quarterly report filed by institutional managers, Holdings

Published: 2015-08-14 12:25:35
Submitted: 2015-08-14
Period Ending In: 2015-06-30
primary_doc.html


SEC FORM 13F-HR

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

Report for the Calendar Year or Quarter Ended:06-30-2015
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:TWO SIGMA SECURITIES, LLC
Address:101 Avenue of the Americas
19th Floor
New York, NY  10013
Form 13F File Number:028-16740

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:Matthew B. Siano, Esq.
Title:Authorized Person of the Sole Member
Phone:212-625-5712
Signature, Place, and Date of Signing:
/s/ Matthew B. SianoNew YorkNY08-14-2015
[Signature][City, State][Date]
Report Type (Check only one.):
X13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:0
Form 13F Information Table Entry Total:172
Form 13F Information Table Value Total:59,965
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
NONE

primary_doc.xml

Header Data

Submission Type
13F-HR

Filer Info

Live Test Flag
LIVE

Flags

Confirming Copy Flag
false
Return Copy Flag
true
Override Internet Flag
false

Credentials

Cik
0001450144
Ccc
XXXXXXXX
Period Of Report
06-30-2015

Form Data

Cover Page

Report Calendar Or Quarter
06-30-2015
Is Amendment
false

Filing Manager

Name
TWO SIGMA SECURITIES, LLC
Report Type
13F HOLDINGS REPORT
Form13 F File Number
028-16740
Provide Info For Instruction5
N

Signature Block

Name
Matthew B. Siano, Esq.
Title
Authorized Person of the Sole Member
Phone
212-625-5712
Signature
/s/ Matthew B. Siano
City
New York
State Or Country
NY
Signature Date
08-14-2015

Summary Page

Other Included Managers Count
0
Table Entry Total
172
Table Value Total
59965
infotable.html


SEC FORM 13-F Information Table

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ADVISORSHARES TRNEWFLT MULSINC00768Y7272394,888SH SOLE 4,88800
AES CORPCOM00130H10521015,839SH SOLE 15,83900
ALARM COM HLDGS INCCOM01164210517111,113SH SOLE 11,11300
ALCATEL-LUCENTSPONSORED ADR0139043055214,391SH SOLE 14,39100
ALCOA INCCOM01381710118216,313SH SOLE 16,31300
ALLIANCE DATA SYSTEMS CORPCOM018581108225770SH SOLE 77000
ALPHA NAT RES INCCOM02076X1021755,913SH SOLE 55,91300
ALPS ETF TRALERIAN MLP00162Q86639325,228SH SOLE 25,22800
AMBEV SASPONSORED ADR02319V10316727,343SH SOLE 27,34300
AMGEN INCCOM0311621002641,718SH SOLE 1,71800
APPLE INCCOM0378331001,0007,971SH SOLE 7,97100
ARCH COAL INCCOM03938010051150,815SH SOLE 150,81500
BALTIC TRADING LIMITEDCOMY0553W1033119,506SH SOLE 19,50600
BANCO SANTANDER SAADR05964H10515622,265SH SOLE 22,26500
BANK AMER CORPCOM06050510422413,174SH SOLE 13,17400
BARCLAYS BK PLCIPSP CROIL ETN06738C78633427,753SH SOLE 27,75300
BARCLAYS PLCADR06738E20422713,794SH SOLE 13,79400
BOEING COCOM0970231052551,837SH SOLE 1,83700
BOSTON BEER INCCL A100557107206886SH SOLE 88600
CABOT OIL & GAS CORPCOM1270971032718,579SH SOLE 8,57900
CALADRIUS BIOSCIENCES INCCOM1280581046333,596SH SOLE 33,59600
CEMEX SAB DE CVSPON ADR NEW15129088926128,508SH SOLE 28,50800
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q2076735,621SH SOLE 35,62100
CHEVRON CORP NEWCOM1667641005725,927SH SOLE 5,92700
CHINA BIOLOGIC PRODS INCCOM16938C1062352,041SH SOLE 2,04100
CISCO SYS INCCOM17275R10243215,732SH SOLE 15,73200
CLAYMORE EXCHANGE TRD FD TRGUG S&PG DIV OPP18383M86011610,482SH SOLE 10,48200
CME GROUP INCCOM12572Q1054,18845,000SH SOLE 45,00000
COCA COLA COCOM1912161002827,178SH SOLE 7,17800
COGNEX CORPCOM1924221032304,773SH SOLE 4,77300
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W1052012,119SH SOLE 12,11900
CRACKER BARREL OLD CTRY STORCOM22410J1062011,350SH SOLE 1,35000
CREDIT SUISSE AG NASSAU BRHVELSHS DLY SHTRM22539T42313213,756SH SOLE 13,75600
CREDIT SUISSE NASSAU BRHETN LKD 3222542D5715927,481SH SOLE 27,48100
CTC MEDIA INCCOM12642X1062310,078SH SOLE 10,07800
CTI BIOPHARMA CORPCOM12648L1063919,994SH SOLE 19,99400
CVS HEALTH CORPCOM1266501001,80817,234SH SOLE 17,23400
CYS INVTS INCCOM12673A10820526,543SH SOLE 26,54300
DELHAIZE GROUPSPONSORED ADR29759W1012039,862SH SOLE 9,86200
DENBURY RES INCCOM NEW24791620814823,201SH SOLE 23,20100
DIREXION SHS ETF TRDLY S&P 500 BEAR25459Y37153728,388SH SOLE 28,38800
DIREXION SHS ETF TRDLY SC BEAR3XNEW25459Y4881,346139,345SH SOLE 139,34500
DIREXION SHS ETF TRDLY SMCAP BULL3X25459W8472833,167SH SOLE 3,16700
DISNEY WALT COCOM DISNEY2546871064994,372SH SOLE 4,37200
ENTEROMEDICS INCCOM NEW29365M2082641,906SH SOLE 41,90600
EXCEL TR INCCOM30068C10916610,538SH SOLE 10,53800
FACEBOOK INCCL A30303M1021,02511,950SH SOLE 11,95000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063722,902SH SOLE 2,90200
FEMALE HEALTH COCOM3144621021810,208SH SOLE 10,20800
FIRST TR EXCHANGE TRADED FDFIRST TR ENH NEW33739Q4085929,858SH SOLE 9,85800
FIRST TR EXCHANGE TRADED FDMULTI ASSET DI33738R10020610,302SH SOLE 10,30200
FIRST TR EXCHANGE TRADED FDTECH ALPHADEX33734X1762025,723SH SOLE 5,72300
FLEXTRONICS INTL LTDORDY2573F10211510,200SH SOLE 10,20000
FORD MTR CO DELCOM PAR $0.0134537086076951,209SH SOLE 51,20900
FUELCELL ENERGY INCCOM35952H1063031,121SH SOLE 31,12100
GAFISA S ASPONS ADR3626073012214,092SH SOLE 14,09200
GALENA BIOPHARMA INCCOM3632561082715,654SH SOLE 15,65400
GANNETT SPINCO INCCOM36473H10414610,420SH SOLE 10,42000
GENERAL MTRS COCOM37045V10051815,542SH SOLE 15,54200
GENWORTH FINL INCCOM CL A37247D10613117,289SH SOLE 17,28900
GILEAD SCIENCES INCCOM3755581036575,612SH SOLE 5,61200
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1051,25230,070SH SOLE 30,07000
GLOBAL X FDSGLB X FTSE PT 2037950E19213011,507SH SOLE 11,50700
GLOBALSTAR INCCOM3789734085023,834SH SOLE 23,83400
GOLDMAN SACHS GROUP INCCOM38141G1046273,002SH SOLE 3,00200
GOOGLE INCCL C38259P706272522SH SOLE 52200
GRAFTECH INTL LTDCOM38431310215731,706SH SOLE 31,70600
GREAT PANTHER SILVER LTDCOM39115V101614,499SH SOLE 14,49900
HALLIBURTON COCOM40621610143310,055SH SOLE 10,05500
HARRIS & HARRIS GROUP INCCOM4138331043412,254SH SOLE 12,25400
HEWLETT PACKARD COCOM42823610334111,363SH SOLE 11,36300
HIGHLAND FDS IHI LD IBOXX SRLN43010177424312,637SH SOLE 12,63700
HUDSON CITY BANCORPCOM44368310718618,795SH SOLE 18,79500
HUTCHINSON TECHNOLOGY INCCOM4484071061911,125SH SOLE 11,12500
IAMGOLD CORPCOM45091310812361,611SH SOLE 61,61100
ICICI BK LTDADR45104G10414513,868SH SOLE 13,86800
INTEST CORPCOM4611471005011,554SH SOLE 11,55400
ISHARES3YRTB ETF4642881252342,934SH SOLE 2,93400
ISHARESINTL SEL DIV ETF4642884482226,858SH SOLE 6,85800
ISHARESMRG RL ES CP ETF46428853924423,051SH SOLE 23,05100
ISHARESMSCI HONG KG ETF46428687139017,306SH SOLE 17,30600
ISHARESMSCI ITALCPD ETF46428685515310,275SH SOLE 10,27500
ISHARESMSCI JAPAN ETF46428684822317,402SH SOLE 17,40200
ISHARESMSCI SINGAP ETF46428667337830,056SH SOLE 30,05600
ISHARESMSCI TAIWAN ETF46428673135822,692SH SOLE 22,69200
ISHARESRESID RL EST CAP4642885622153,832SH SOLE 3,83200
ISHARESUS REGNL BKS ETF4642887782246,129SH SOLE 6,12900
ISHARES GOLD TRUSTISHARES46428510521619,053SH SOLE 19,05300
ISHARES TRIBOXX INV CP ETF4642872421,25610,851SH SOLE 10,85100
ISHARES TRMSCI EAFE ETF4642874652784,379SH SOLE 4,37900
ISHARES TRMSCI USA QLT FAC46432F3392103,320SH SOLE 3,32000
ISHARES TRNA NAT RES4642873742065,689SH SOLE 5,68900
ISHARES TRRUS MDCP VAL ETF4642874735597,578SH SOLE 7,57800
ISHARES TRRUSSELL 2000 ETF4642876554653,726SH SOLE 3,72600
ISHARES TRRUSSELL 3000 ETF4642876892181,759SH SOLE 1,75900
ISHARES TRS&P 500 VAL ETF4642874084314,673SH SOLE 4,67300
JOES JEANS INCCOM47777N101842,666SH SOLE 42,66600
JOHNSON & JOHNSONCOM4781601042532,601SH SOLE 2,60100
LIQUID HLDGS GROUP INCCOM53633A101522,497SH SOLE 22,49700
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910921038,589SH SOLE 38,58900
MAD CATZ INTERACTIVE INCCOM556162105614,173SH SOLE 14,17300
MANAGED HIGH YIELD PLUS FD ICOM5619111082714,830SH SOLE 14,83000
MECHEL OAOSPON ADR PFD583840509616,388SH SOLE 16,38800
MECHEL OAOSPONSORED ADR5838401031512,257SH SOLE 12,25700
METALICO INCCOM591176102611,934SH SOLE 11,93400
MINDBODY INCCOM CL A60255W10515711,321SH SOLE 11,32100
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR60682210419226,548SH SOLE 26,54800
NEVSUN RES LTDCOM64156L10110929,034SH SOLE 29,03400
NORANDA ALUM HLDG CORPCOM65542W1072934,134SH SOLE 34,13400
NORTHERN DYNASTY MINERALS LTCOM NEW66510M204618,914SH SOLE 18,91400
OFFICE DEPOT INCCOM67622010630134,748SH SOLE 34,74800
PALATIN TECHNOLOGIES INCCOM PAR $ .016960774031921,903SH SOLE 21,90300
PARAGON SHIPPING INCCL A NEW69913R4081419,334SH SOLE 19,33400
PEABODY ENERGY CORPCOM70454910410648,368SH SOLE 48,36800
PENNEY J C INCCOM70816010611513,575SH SOLE 13,57500
PEREGRINE PHARMACEUTICALS INCOM NEW7136613048867,228SH SOLE 67,22800
PHILIP MORRIS INTL INCCOM7181721094986,213SH SOLE 6,21300
POWERSHARES ETF TRUSTGBL LSTD PVT EQT73935X19515613,441SH SOLE 13,44100
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q76952622,118SH SOLE 22,11800
POWERSHARES QQQ TRUSTUNIT SER 173935A1046,47060,428SH SOLE 60,42800
PRIMA BIOMED LTDSPON ADR LVL II74154B2031510,403SH SOLE 10,40300
PROCTER & GAMBLE COCOM7427181093914,998SH SOLE 4,99800
PROSHARES TRPSHS ULDOW30 NEW74348A59050123,582SH SOLE 23,58200
PROSHARES TR IIULT VIX SHRT74347W31269615,831SH SOLE 15,83100
QC HLDGS INCCOM74729T1012614,055SH SOLE 14,05500
REGIONS FINL CORP NEWCOM7591EP10016015,478SH SOLE 15,47800
RENESOLA LTDSPONS ADS75971T1031813,381SH SOLE 13,38100
REVOLUTION LIGHTING TECHNOLOCOM76155G1071210,771SH SOLE 10,77100
REX ENERGY CORPORATIONCOM76156510010819,301SH SOLE 19,30100
RITE AID CORPCOM76775410446555,634SH SOLE 55,63400
ROYAL BK OF SCOTLAND PLCRBS NASD LKD4178009P1432436,111SH SOLE 6,11100
ROYAL BK SCOTLAND PLCUS LC TRENDP ETN78009L30858014,603SH SOLE 14,60300
ROYAL BK SCOTLAND PLCUS MC TRENDP ETN78009L2092436,801SH SOLE 6,80100
SCHWAB STRATEGIC TRINTL EQTY ETF8085248052377,773SH SOLE 7,77300
SCORPIO BULKERS INCSHSY7546A1064024,374SH SOLE 24,37400
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4072292,989SH SOLE 2,98900
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,70870,051SH SOLE 70,05100
SELECT SECTOR SPDR TRTECHNOLOGY81369Y80393222,507SH SOLE 22,50700
SHAKE SHACK INCCL A8190471014547,538SH SOLE 7,53800
SIGMA ALDRICH CORPCOM8265521012271,630SH SOLE 1,63000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1092371,348SH SOLE 1,34800
SPDR S&P 500 ETF TRTR UNIT78462F1035,36126,043SH SOLE 26,04300
SPDR SERIES TRUSTBRC BLD AMER BD78464A2762404,112SH SOLE 4,11200
SPDR SERIES TRUSTBRC HGH YLD BD78464A41743911,432SH SOLE 11,43200
SPDR SERIES TRUSTBRCLYS 1-3MT ETF78464A6804118,989SH SOLE 8,98900
SPDR SERIES TRUSTNUVN BR SHT MUNI78464A4252128,720SH SOLE 8,72000
SPDR SERIES TRUSTS&P OILGAS EXP78464A7303727,962SH SOLE 7,96200
SPEED COMM INCCOM84764T106311,778SH SOLE 11,77800
SUNSTONE HOTEL INVS INC NEWCOM86789210116711,115SH SOLE 11,11500
SUSQUEHANNA BANCSHARES INC PCOM86909910139928,251SH SOLE 28,25100
SWEDISH EXPT CR CORPROG TTL ETN 228702978018213,255SH SOLE 13,25500
TASEKO MINES LTDCOM876511106711,889SH SOLE 11,88900
TEARLAB CORPCOM8781931014020,021SH SOLE 20,02100
THOMPSON CREEK METALS CO INCCOM8847681021214,735SH SOLE 14,73500
TIGERLOGIC CORPORATIONCOM8867EQ101618,307SH SOLE 18,30700
UNITED TECHNOLOGIES CORPUNIT 06/01/20159130171172574,491SH SOLE 4,49100
URANIUM ENERGY CORPCOM9168961032012,450SH SOLE 12,45000
USA TECHNOLOGIES INCCOM NO PAR90328S5002910,902SH SOLE 10,90200
VAALCO ENERGY INCCOM NEW91851C2012612,142SH SOLE 12,14200
VANGUARD BD INDEX FD INCLONG TERM BOND9219377932022,308SH SOLE 2,30800
VANGUARD INDEX FDSREIT ETF9229085533354,489SH SOLE 4,48900
VANGUARD INDEX FDSTOTAL STK MKT9229087694173,900SH SOLE 3,90000
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428583528,620SH SOLE 8,62000
VANGUARD STAR FDVG TL INTL STK F9219097682254,475SH SOLE 4,47500
VANGUARD WORLD FDSCONSUM STP ETF92204A2073472,782SH SOLE 2,78200
WALTER ENERGY INCCOM93317Q1051253,144SH SOLE 53,14400
WAVE SYSTEMS CORPCL A PAR $0.01943526400712,010SH SOLE 12,01000
WILLIS GROUP HOLDINGS PUBLICSHSG966661052595,524SH SOLE 5,52400
WISDOMTREE TRDIV EX-FINL FD97717W4062303,124SH SOLE 3,12400
WISDOMTREE TREMG MKTS SMCAP97717W2812024,646SH SOLE 4,64600
WISDOMTREE TRJAPN HEDGE EQT97717W8512434,240SH SOLE 4,24000
YINGLI GREEN ENERGY HLDG COADR98584B1031310,851SH SOLE 10,85100
Additional Files
FileSequenceDescriptionTypeSize
0000919574-15-006229.txt   Complete submission text file   82485
infotable.xml 2 INFORMATION TABL 79098

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