Gladius Capital Management LP — Q4 2017 13F 持股

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

CIK: 0001540656

申报总市值

US$22.4亿

本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	45.45%	—	+37.48%
2	✓		股票-其他	20.49%	—	—
3	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公债	12.15%	—	+161.33%
4	✓	Spdr S&p 500 ETF Tr	ETF-大型股与成长	10.17%	-4.30%	EXIT
5	MDY	State Street Spdr S&p Midcap	ETF-其他	3.26%	—	+3.02%
6	EEM	Ishares Msci Emerging Market	ETF-新兴市场	2.90%	—	+202.47%
7	SPY	State Street SPDR S&P 500 ETF Trust	ETF-大型股与成长	2.63%	—	—
8	IWM	Ishares Russell 2000 ETF	ETF-中小型股	2.42%	—	+22.23%
9	✓	Xl Group LTD	股票-其他	0.54%	—	-53.46%

Gladius Capital Management LP 于截至 Q4 2017 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	TLT	iShares 20+ Year Treasury Bond ETF	+3%	+161.33%	加仓
2	EEM	Ishares Msci Emerging Market	+1%	+202.47%	加仓
3	IWM	Ishares Russell 2000 ETF	-1.5%	+22.23%	加仓
4	✓	Xl Group LTD	-2.1%	-53.46%	减仓
5	MDY	State Street Spdr S&p Midcap	-2.9%	+3.02%	加仓
6	SPY	Ss Spdr S&p 500 ETF Trust-us	-18.8%	+37.48%	加仓
7	✓		—	NEW	新建仓
8	✓	Spdr S&p 500 ETF Tr	—	NEW	新建仓
9	✓		—	EXIT	清仓
10	SPY	State Street SPDR S&P 500 ETF Trust	—	NEW	新建仓
11	XLE	Ss Energy Select Sector	—	EXIT	清仓
12	PGR	The Progressive Corporation	—	EXIT	清仓
13	PGR	Progressive CORP	—	EXIT	清仓
14	✓	Xl Group LTD Com	—	EXIT	清仓