Gladius Capital Management LP — Q4 2017 13F Holdings

Name: Gladius Capital Management LP — 13F Holdings, Q4 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001540656

Total reported value

$2.2B

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	45.45%	—	+37.48%
2	✓		Stock-Other	20.49%	—	—
3	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	12.15%	—	+161.33%
4	✓	Spdr S&p 500 ETF Tr	ETF-Large Cap & Growth	10.17%	-4.30%	EXIT
5	MDY	State Street Spdr S&p Midcap	ETF-Other	3.26%	—	+3.02%
6	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	2.90%	—	+202.47%
7	SPY	State Street SPDR S&P 500 ETF Trust	ETF-Large Cap & Growth	2.63%	—	—
8	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	2.42%	—	+22.23%
9	✓	Xl Group LTD	Stock-Other	0.54%	—	-53.46%

Position changes disclosed by Gladius Capital Management LP for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TLT	iShares 20+ Year Treasury Bond ETF	+3%	+161.33%	Add
2	EEM	Ishares Msci Emerging Market	+1%	+202.47%	Add
3	IWM	Ishares Russell 2000 ETF	-1.5%	+22.23%	Add
4	✓	Xl Group LTD	-2.1%	-53.46%	Trim
5	MDY	State Street Spdr S&p Midcap	-2.9%	+3.02%	Add
6	SPY	Ss Spdr S&p 500 ETF Trust-us	-18.8%	+37.48%	Add
7	✓		—	NEW	New buy
8	✓	Spdr S&p 500 ETF Tr	—	NEW	New buy
9	✓		—	EXIT	Sold out
10	SPY	State Street SPDR S&P 500 ETF Trust	—	NEW	New buy
11	XLE	Ss Energy Select Sector	—	EXIT	Sold out
12	PGR	The Progressive Corporation	—	EXIT	Sold out
13	PGR	Progressive CORP	—	EXIT	Sold out
14	✓	Xl Group LTD Com	—	EXIT	Sold out