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. Siano		New York, NY	08-14-2015
[Signature]		[City, State]	[Date]

Report Type (Check only one.):
X	13F 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

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

Signature Date

08-14-2015

Summary Page

Other Included Managers Count

Table Entry Total

172

Table Value Total

59965

infotable.html

SEC FORM 13-F Information Table

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 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ADVISORSHARES TR	NEWFLT MULSINC	00768Y727	239	4,888	SH		SOLE		4,888	0	0
AES CORP	COM	00130H105	210	15,839	SH		SOLE		15,839	0	0
ALARM COM HLDGS INC	COM	011642105	171	11,113	SH		SOLE		11,113	0	0
ALCATEL-LUCENT	SPONSORED ADR	013904305	52	14,391	SH		SOLE		14,391	0	0
ALCOA INC	COM	013817101	182	16,313	SH		SOLE		16,313	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	225	770	SH		SOLE		770	0	0
ALPHA NAT RES INC	COM	02076X102	17	55,913	SH		SOLE		55,913	0	0
ALPS ETF TR	ALERIAN MLP	00162Q866	393	25,228	SH		SOLE		25,228	0	0
AMBEV SA	SPONSORED ADR	02319V103	167	27,343	SH		SOLE		27,343	0	0
AMGEN INC	COM	031162100	264	1,718	SH		SOLE		1,718	0	0
APPLE INC	COM	037833100	1,000	7,971	SH		SOLE		7,971	0	0
ARCH COAL INC	COM	039380100	51	150,815	SH		SOLE		150,815	0	0
BALTIC TRADING LIMITED	COM	Y0553W103	31	19,506	SH		SOLE		19,506	0	0
BANCO SANTANDER SA	ADR	05964H105	156	22,265	SH		SOLE		22,265	0	0
BANK AMER CORP	COM	060505104	224	13,174	SH		SOLE		13,174	0	0
BARCLAYS BK PLC	IPSP CROIL ETN	06738C786	334	27,753	SH		SOLE		27,753	0	0
BARCLAYS PLC	ADR	06738E204	227	13,794	SH		SOLE		13,794	0	0
BOEING CO	COM	097023105	255	1,837	SH		SOLE		1,837	0	0
BOSTON BEER INC	CL A	100557107	206	886	SH		SOLE		886	0	0
CABOT OIL & GAS CORP	COM	127097103	271	8,579	SH		SOLE		8,579	0	0
CALADRIUS BIOSCIENCES INC	COM	128058104	63	33,596	SH		SOLE		33,596	0	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	261	28,508	SH		SOLE		28,508	0	0
CENTRAIS ELETRICAS BRASILEIR	SPONSORED ADR	15234Q207	67	35,621	SH		SOLE		35,621	0	0
CHEVRON CORP NEW	COM	166764100	572	5,927	SH		SOLE		5,927	0	0
CHINA BIOLOGIC PRODS INC	COM	16938C106	235	2,041	SH		SOLE		2,041	0	0
CISCO SYS INC	COM	17275R102	432	15,732	SH		SOLE		15,732	0	0
CLAYMORE EXCHANGE TRD FD TR	GUG S&PG DIV OPP	18383M860	116	10,482	SH		SOLE		10,482	0	0
CME GROUP INC	COM	12572Q105	4,188	45,000	SH		SOLE		45,000	0	0
COCA COLA CO	COM	191216100	282	7,178	SH		SOLE		7,178	0	0
COGNEX CORP	COM	192422103	230	4,773	SH		SOLE		4,773	0	0
COMPANHIA SIDERURGICA NACION	SPONSORED ADR	20440W105	20	12,119	SH		SOLE		12,119	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	201	1,350	SH		SOLE		1,350	0	0
CREDIT SUISSE AG NASSAU BRH	VELSHS DLY SHTRM	22539T423	132	13,756	SH		SOLE		13,756	0	0
CREDIT SUISSE NASSAU BRH	ETN LKD 32	22542D571	59	27,481	SH		SOLE		27,481	0	0
CTC MEDIA INC	COM	12642X106	23	10,078	SH		SOLE		10,078	0	0
CTI BIOPHARMA CORP	COM	12648L106	39	19,994	SH		SOLE		19,994	0	0
CVS HEALTH CORP	COM	126650100	1,808	17,234	SH		SOLE		17,234	0	0
CYS INVTS INC	COM	12673A108	205	26,543	SH		SOLE		26,543	0	0
DELHAIZE GROUP	SPONSORED ADR	29759W101	203	9,862	SH		SOLE		9,862	0	0
DENBURY RES INC	COM NEW	247916208	148	23,201	SH		SOLE		23,201	0	0
DIREXION SHS ETF TR	DLY S&P 500 BEAR	25459Y371	537	28,388	SH		SOLE		28,388	0	0
DIREXION SHS ETF TR	DLY SC BEAR3XNEW	25459Y488	1,346	139,345	SH		SOLE		139,345	0	0
DIREXION SHS ETF TR	DLY SMCAP BULL3X	25459W847	283	3,167	SH		SOLE		3,167	0	0
DISNEY WALT CO	COM DISNEY	254687106	499	4,372	SH		SOLE		4,372	0	0
ENTEROMEDICS INC	COM NEW	29365M208	26	41,906	SH		SOLE		41,906	0	0
EXCEL TR INC	COM	30068C109	166	10,538	SH		SOLE		10,538	0	0
FACEBOOK INC	CL A	30303M102	1,025	11,950	SH		SOLE		11,950	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	372	2,902	SH		SOLE		2,902	0	0
FEMALE HEALTH CO	COM	314462102	18	10,208	SH		SOLE		10,208	0	0
FIRST TR EXCHANGE TRADED FD	FIRST TR ENH NEW	33739Q408	592	9,858	SH		SOLE		9,858	0	0
FIRST TR EXCHANGE TRADED FD	MULTI ASSET DI	33738R100	206	10,302	SH		SOLE		10,302	0	0
FIRST TR EXCHANGE TRADED FD	TECH ALPHADEX	33734X176	202	5,723	SH		SOLE		5,723	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	115	10,200	SH		SOLE		10,200	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	769	51,209	SH		SOLE		51,209	0	0
FUELCELL ENERGY INC	COM	35952H106	30	31,121	SH		SOLE		31,121	0	0
GAFISA S A	SPONS ADR	362607301	22	14,092	SH		SOLE		14,092	0	0
GALENA BIOPHARMA INC	COM	363256108	27	15,654	SH		SOLE		15,654	0	0
GANNETT SPINCO INC	COM	36473H104	146	10,420	SH		SOLE		10,420	0	0
GENERAL MTRS CO	COM	37045V100	518	15,542	SH		SOLE		15,542	0	0
GENWORTH FINL INC	COM CL A	37247D106	131	17,289	SH		SOLE		17,289	0	0
GILEAD SCIENCES INC	COM	375558103	657	5,612	SH		SOLE		5,612	0	0
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	1,252	30,070	SH		SOLE		30,070	0	0
GLOBAL X FDS	GLB X FTSE PT 20	37950E192	130	11,507	SH		SOLE		11,507	0	0
GLOBALSTAR INC	COM	378973408	50	23,834	SH		SOLE		23,834	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	627	3,002	SH		SOLE		3,002	0	0
GOOGLE INC	CL C	38259P706	272	522	SH		SOLE		522	0	0
GRAFTECH INTL LTD	COM	384313102	157	31,706	SH		SOLE		31,706	0	0
GREAT PANTHER SILVER LTD	COM	39115V101	6	14,499	SH		SOLE		14,499	0	0
HALLIBURTON CO	COM	406216101	433	10,055	SH		SOLE		10,055	0	0
HARRIS & HARRIS GROUP INC	COM	413833104	34	12,254	SH		SOLE		12,254	0	0
HEWLETT PACKARD CO	COM	428236103	341	11,363	SH		SOLE		11,363	0	0
HIGHLAND FDS I	HI LD IBOXX SRLN	430101774	243	12,637	SH		SOLE		12,637	0	0
HUDSON CITY BANCORP	COM	443683107	186	18,795	SH		SOLE		18,795	0	0
HUTCHINSON TECHNOLOGY INC	COM	448407106	19	11,125	SH		SOLE		11,125	0	0
IAMGOLD CORP	COM	450913108	123	61,611	SH		SOLE		61,611	0	0
ICICI BK LTD	ADR	45104G104	145	13,868	SH		SOLE		13,868	0	0
INTEST CORP	COM	461147100	50	11,554	SH		SOLE		11,554	0	0
ISHARES	3YRTB ETF	464288125	234	2,934	SH		SOLE		2,934	0	0
ISHARES	INTL SEL DIV ETF	464288448	222	6,858	SH		SOLE		6,858	0	0
ISHARES	MRG RL ES CP ETF	464288539	244	23,051	SH		SOLE		23,051	0	0
ISHARES	MSCI HONG KG ETF	464286871	390	17,306	SH		SOLE		17,306	0	0
ISHARES	MSCI ITALCPD ETF	464286855	153	10,275	SH		SOLE		10,275	0	0
ISHARES	MSCI JAPAN ETF	464286848	223	17,402	SH		SOLE		17,402	0	0
ISHARES	MSCI SINGAP ETF	464286673	378	30,056	SH		SOLE		30,056	0	0
ISHARES	MSCI TAIWAN ETF	464286731	358	22,692	SH		SOLE		22,692	0	0
ISHARES	RESID RL EST CAP	464288562	215	3,832	SH		SOLE		3,832	0	0
ISHARES	US REGNL BKS ETF	464288778	224	6,129	SH		SOLE		6,129	0	0
ISHARES GOLD TRUST	ISHARES	464285105	216	19,053	SH		SOLE		19,053	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	1,256	10,851	SH		SOLE		10,851	0	0
ISHARES TR	MSCI EAFE ETF	464287465	278	4,379	SH		SOLE		4,379	0	0
ISHARES TR	MSCI USA QLT FAC	46432F339	210	3,320	SH		SOLE		3,320	0	0
ISHARES TR	NA NAT RES	464287374	206	5,689	SH		SOLE		5,689	0	0
ISHARES TR	RUS MDCP VAL ETF	464287473	559	7,578	SH		SOLE		7,578	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	465	3,726	SH		SOLE		3,726	0	0
ISHARES TR	RUSSELL 3000 ETF	464287689	218	1,759	SH		SOLE		1,759	0	0
ISHARES TR	S&P 500 VAL ETF	464287408	431	4,673	SH		SOLE		4,673	0	0
JOES JEANS INC	COM	47777N101	8	42,666	SH		SOLE		42,666	0	0
JOHNSON & JOHNSON	COM	478160104	253	2,601	SH		SOLE		2,601	0	0
LIQUID HLDGS GROUP INC	COM	53633A101	5	22,497	SH		SOLE		22,497	0	0
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	210	38,589	SH		SOLE		38,589	0	0
MAD CATZ INTERACTIVE INC	COM	556162105	6	14,173	SH		SOLE		14,173	0	0
MANAGED HIGH YIELD PLUS FD I	COM	561911108	27	14,830	SH		SOLE		14,830	0	0
MECHEL OAO	SPON ADR PFD	583840509	6	16,388	SH		SOLE		16,388	0	0
MECHEL OAO	SPONSORED ADR	583840103	15	12,257	SH		SOLE		12,257	0	0
METALICO INC	COM	591176102	6	11,934	SH		SOLE		11,934	0	0
MINDBODY INC	COM CL A	60255W105	157	11,321	SH		SOLE		11,321	0	0
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADR	606822104	192	26,548	SH		SOLE		26,548	0	0
NEVSUN RES LTD	COM	64156L101	109	29,034	SH		SOLE		29,034	0	0
NORANDA ALUM HLDG CORP	COM	65542W107	29	34,134	SH		SOLE		34,134	0	0
NORTHERN DYNASTY MINERALS LT	COM NEW	66510M204	6	18,914	SH		SOLE		18,914	0	0
OFFICE DEPOT INC	COM	676220106	301	34,748	SH		SOLE		34,748	0	0
PALATIN TECHNOLOGIES INC	COM PAR $ .01	696077403	19	21,903	SH		SOLE		21,903	0	0
PARAGON SHIPPING INC	CL A NEW	69913R408	14	19,334	SH		SOLE		19,334	0	0
PEABODY ENERGY CORP	COM	704549104	106	48,368	SH		SOLE		48,368	0	0
PENNEY J C INC	COM	708160106	115	13,575	SH		SOLE		13,575	0	0
PEREGRINE PHARMACEUTICALS IN	COM NEW	713661304	88	67,228	SH		SOLE		67,228	0	0
PHILIP MORRIS INTL INC	COM	718172109	498	6,213	SH		SOLE		6,213	0	0
POWERSHARES ETF TRUST	GBL LSTD PVT EQT	73935X195	156	13,441	SH		SOLE		13,441	0	0
POWERSHARES ETF TRUST II	SENIOR LN PORT	73936Q769	526	22,118	SH		SOLE		22,118	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	6,470	60,428	SH		SOLE		60,428	0	0
PRIMA BIOMED LTD	SPON ADR LVL II	74154B203	15	10,403	SH		SOLE		10,403	0	0
PROCTER & GAMBLE CO	COM	742718109	391	4,998	SH		SOLE		4,998	0	0
PROSHARES TR	PSHS ULDOW30 NEW	74348A590	501	23,582	SH		SOLE		23,582	0	0
PROSHARES TR II	ULT VIX SHRT	74347W312	696	15,831	SH		SOLE		15,831	0	0
QC HLDGS INC	COM	74729T101	26	14,055	SH		SOLE		14,055	0	0
REGIONS FINL CORP NEW	COM	7591EP100	160	15,478	SH		SOLE		15,478	0	0
RENESOLA LTD	SPONS ADS	75971T103	18	13,381	SH		SOLE		13,381	0	0
REVOLUTION LIGHTING TECHNOLO	COM	76155G107	12	10,771	SH		SOLE		10,771	0	0
REX ENERGY CORPORATION	COM	761565100	108	19,301	SH		SOLE		19,301	0	0
RITE AID CORP	COM	767754104	465	55,634	SH		SOLE		55,634	0	0
ROYAL BK OF SCOTLAND PLC	RBS NASD LKD41	78009P143	243	6,111	SH		SOLE		6,111	0	0
ROYAL BK SCOTLAND PLC	US LC TRENDP ETN	78009L308	580	14,603	SH		SOLE		14,603	0	0
ROYAL BK SCOTLAND PLC	US MC TRENDP ETN	78009L209	243	6,801	SH		SOLE		6,801	0	0
SCHWAB STRATEGIC TR	INTL EQTY ETF	808524805	237	7,773	SH		SOLE		7,773	0	0
SCORPIO BULKERS INC	SHS	Y7546A106	40	24,374	SH		SOLE		24,374	0	0
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	229	2,989	SH		SOLE		2,989	0	0
SELECT SECTOR SPDR TR	SBI INT-FINL	81369Y605	1,708	70,051	SH		SOLE		70,051	0	0
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	932	22,507	SH		SOLE		22,507	0	0
SHAKE SHACK INC	CL A	819047101	454	7,538	SH		SOLE		7,538	0	0
SIGMA ALDRICH CORP	COM	826552101	227	1,630	SH		SOLE		1,630	0	0
SPDR DOW JONES INDL AVRG ETF	UT SER 1	78467X109	237	1,348	SH		SOLE		1,348	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	5,361	26,043	SH		SOLE		26,043	0	0
SPDR SERIES TRUST	BRC BLD AMER BD	78464A276	240	4,112	SH		SOLE		4,112	0	0
SPDR SERIES TRUST	BRC HGH YLD BD	78464A417	439	11,432	SH		SOLE		11,432	0	0
SPDR SERIES TRUST	BRCLYS 1-3MT ETF	78464A680	411	8,989	SH		SOLE		8,989	0	0
SPDR SERIES TRUST	NUVN BR SHT MUNI	78464A425	212	8,720	SH		SOLE		8,720	0	0
SPDR SERIES TRUST	S&P OILGAS EXP	78464A730	372	7,962	SH		SOLE		7,962	0	0
SPEED COMM INC	COM	84764T106	3	11,778	SH		SOLE		11,778	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	167	11,115	SH		SOLE		11,115	0	0
SUSQUEHANNA BANCSHARES INC P	COM	869099101	399	28,251	SH		SOLE		28,251	0	0
SWEDISH EXPT CR CORP	ROG TTL ETN 22	870297801	82	13,255	SH		SOLE		13,255	0	0
TASEKO MINES LTD	COM	876511106	7	11,889	SH		SOLE		11,889	0	0
TEARLAB CORP	COM	878193101	40	20,021	SH		SOLE		20,021	0	0
THOMPSON CREEK METALS CO INC	COM	884768102	12	14,735	SH		SOLE		14,735	0	0
TIGERLOGIC CORPORATION	COM	8867EQ101	6	18,307	SH		SOLE		18,307	0	0
UNITED TECHNOLOGIES CORP	UNIT 06/01/2015	913017117	257	4,491	SH		SOLE		4,491	0	0
URANIUM ENERGY CORP	COM	916896103	20	12,450	SH		SOLE		12,450	0	0
USA TECHNOLOGIES INC	COM NO PAR	90328S500	29	10,902	SH		SOLE		10,902	0	0
VAALCO ENERGY INC	COM NEW	91851C201	26	12,142	SH		SOLE		12,142	0	0
VANGUARD BD INDEX FD INC	LONG TERM BOND	921937793	202	2,308	SH		SOLE		2,308	0	0
VANGUARD INDEX FDS	REIT ETF	922908553	335	4,489	SH		SOLE		4,489	0	0
VANGUARD INDEX FDS	TOTAL STK MKT	922908769	417	3,900	SH		SOLE		3,900	0	0
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	922042858	352	8,620	SH		SOLE		8,620	0	0
VANGUARD STAR FD	VG TL INTL STK F	921909768	225	4,475	SH		SOLE		4,475	0	0
VANGUARD WORLD FDS	CONSUM STP ETF	92204A207	347	2,782	SH		SOLE		2,782	0	0
WALTER ENERGY INC	COM	93317Q105	12	53,144	SH		SOLE		53,144	0	0
WAVE SYSTEMS CORP	CL A PAR $0.01	943526400	7	12,010	SH		SOLE		12,010	0	0
WILLIS GROUP HOLDINGS PUBLIC	SHS	G96666105	259	5,524	SH		SOLE		5,524	0	0
WISDOMTREE TR	DIV EX-FINL FD	97717W406	230	3,124	SH		SOLE		3,124	0	0
WISDOMTREE TR	EMG MKTS SMCAP	97717W281	202	4,646	SH		SOLE		4,646	0	0
WISDOMTREE TR	JAPN HEDGE EQT	97717W851	243	4,240	SH		SOLE		4,240	0	0
YINGLI GREEN ENERGY HLDG CO	ADR	98584B103	13	10,851	SH		SOLE		10,851	0	0

Additional Files

File	Sequence	Description	Type	Size
0000919574-15-006229.txt		Complete submission text file		82485
infotable.xml	2		INFORMATION TABL	79098