Two Sigma Securities, LLC — Q1 2015 13F 持股

Name: Two Sigma Securities, LLC — 13F Holdings, Q1 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

申报总市值

US$8.6亿

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本季完整持股清单

仅显示前 200 大持股（共 206 只）

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	XLI	Ss Industrial Select Sector	ETF-其他	14.73%	—	—
2	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股与成长	9.50%	—	—
3	XLF	Ss Financial Select Sector	ETF-其他	7.11%	—	+271.88%
4	CME	Cme Group INC	股票-金融	4.40%	—	-0.95%
5	XLB	Ss Materials Select Sector	ETF-其他	3.80%	—	—
6	XLP	Ss Consumer Staples Sel Sect	ETF-其他	3.71%	+0.31%	-10.88%
7	EFA	Ishares Msci Eafe ETF	ETF-其他	3.25%	-0.43%	EXIT
8	XLV	Ss Health Care Select Sector	ETF-其他	2.72%	—	-85.89%
9	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	2.24%	—	—
10	XBI	Ss Spdr S&p Biotech ETF	ETF-科技型	2.07%	—	—
11	XLY	Ss Consumer Disc Select Sect	ETF-其他	1.91%	—	—
12	XME	Ss Spdr S&p Metals Mining	ETF-其他	1.63%	—	+569.04%
13	FTSM	First Trust Enh Short Mat Fd	ETF-其他	1.32%	—	+92.14%
14	SSO	Proshares Ultra S&p500	ETF-其他	0.90%	—	-31.59%
15	EWC	Ishares Msci Canada ETF	ETF-其他	0.88%	—	—
16	✓	Powershares	股票-其他	0.84%	—	+192.65%
17	SNBR	Sleep Number Corporation	股票-其他	0.84%	—	—
18	IWV	Ishares Russell 3000 ETF	ETF-其他	0.73%	—	—
19	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公债	0.65%	—	—
20	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公债	0.63%	—	+186.49%
21	BSV	Vanguard Short-term Bond ETF	ETF-其他	0.63%	—	+95.27%
22	EWS	iShares MSCI Singapore ETF	ETF-其他	0.60%	—	—
23	NOK	Nokia Corp-spon Adr	股票-科技	0.54%	—	+20.35%
24	BABA	Alibaba Group Holding-sp Adr	股票-周期性消费	0.54%	—	—
25	ALGT	Allegiant Travel Co	股票-其他	0.52%	—	—
26	BAC	Bank Of America CORP	股票-金融	0.52%	—	-36.91%
27	META	Meta Platforms Inc-class A	股票-通信服务	0.51%	—	—
28	JPM	Jpmorgan Chase & Co	股票-金融	0.50%	-0.41%	EXIT
29	✓	Google INC Class C	股票-其他	0.48%	—	—
30	FXI	Ishares China Large-cap ETF	ETF-新兴市场	0.48%	—	—
31	VYM	Vanguard High Dvd Yield ETF	ETF-其他	0.46%	—	—
32	EWG	Ishares Msci Germany ETF	ETF-其他	0.45%	—	+77.52%
33	CIM	Chimera Investment Corporation	股票-其他	0.45%	—	+156.68%
34	VV	Vanguard Large-cap ETF	ETF-其他	0.44%	—	—
35	ACWI	iShares MSCI ACWI ETF	ETF-其他	0.42%	—	-49.42%
36	DLN	Wisdomtree US Largecap Divid	ETF-其他	0.42%	—	—
37	✓		股票-其他	0.42%	—	—
38	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	股票-其他	0.41%	—	—
39	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股与成长	0.41%	—	-14.60%
40	IAUUSD	Ishares Gold Trust	ETF-避险与商品	0.40%	—	-74.19%
41	DHI	Dr Horton INC	股票-周期性消费	0.39%	—	—
42	MCHI	Ishares Msci China ETF	ETF-新兴市场	0.39%	—	—
43	FBIN	Fortune Brands Innovations I	股票-工业	0.37%	—	—
44	EZU	Ishares Msci Eurozone ETF	ETF-其他	0.36%	—	+10.81%
45	LAB	Standard BioTools Inc.	股票-其他	0.36%	—	+99.42%
46	TOL	Toll Brothers INC	股票-周期性消费	0.34%	—	—
47	ULCC	Frontier Group Holdings, Inc.	股票-其他	0.33%	—	+143.21%
48	✓		股票-其他	0.33%	—	—
49	✓	Restoration Hardware Hldgs I	股票-其他	0.33%	—	—
50	✓	Ryland Group INC	股票-其他	0.32%	—	—

1–50 of 200

本季持股变动

Two Sigma Securities, LLC 于截至 Q1 2015 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	XLF	Ss Financial Select Sector	+5.5%	+271.88%	加仓
2	XME	Ss Spdr S&p Metals Mining	+1.4%	+569.04%	加仓
3	ERX	Direxion Dly Energy Bull 3x	-0.6%	-75.53%	减仓
4	TLT	Ishares 20+ Year Treasury Bd	-0.8%	-82.30%	减仓
5	IAUUSD	Ishares Gold Trust	-0.9%	-74.19%	减仓
6	XLV	Ss Health Care Select Sector	-12.3%	-85.89%	减仓
7	XLI	Ss Industrial Select Sector	—	NEW	新建仓
8	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	新建仓
9	XLB	Ss Materials Select Sector	—	NEW	新建仓
10	EFA	Ishares Msci Eafe ETF	—	NEW	新建仓
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	新建仓
12	XBI	Ss Spdr S&p Biotech ETF	—	NEW	新建仓
13	DUK	Du Pont E I De Nemour&Co	—	EXIT	清仓
14	XLY	Ss Consumer Disc Select Sect	—	NEW	新建仓
15	HD	Home Depot INC	—	EXIT	清仓
16	✓		—	EXIT	清仓
17	VNQ	Vanguard Real Estate ETF	—	EXIT	清仓
18	DIS	Walt Disney Co/the	—	EXIT	清仓
19	DOW	Dow Chem Co	—	EXIT	清仓
20	CMCSA	Comcast Corp-class A	—	EXIT	清仓
21	IWD	Ishares Russell 1000 Value E	—	EXIT	清仓
22	AEP	American Electric Power Company, Inc.	—	EXIT	清仓
23	IWF	Ishares Russell 1000 Growth	—	EXIT	清仓
24	AMZN	Amazon.com INC	—	EXIT	清仓
25	IJH	Ishares Core S&p Midcap ETF	—	EXIT	清仓
26	FCX	Freeport-mcmoran INC	—	EXIT	清仓
27	MCD	Mcdonald's CORP	—	EXIT	清仓
28	PXGBX	Praxair INC	—	EXIT	清仓
29	KBE	Ss Spdr S&p Bank ETF	—	EXIT	清仓
30	✓	Proshares	—	EXIT	清仓
31	IWM	Ishares Russell 2000 ETF	—	EXIT	清仓
32	NKE	Nike INC -cl B	—	EXIT	清仓
33	UTXZ	United Tech CORP	—	EXIT	清仓
34	MMM	3m Co	—	EXIT	清仓
35	EWC	Ishares Msci Canada ETF	—	NEW	新建仓
36	LYB	LyondellBasell Industries N.V.	—	EXIT	清仓
37	PPG	Ppg Industries INC	—	EXIT	清仓
38	SNBR	Sleep Number Corporation	—	NEW	新建仓
39	VGK	Vanguard Ftse Europe ETF	—	EXIT	清仓
40	✓	Powershares	—	EXIT	清仓
41	✓	ProShares UltraShort QQQ	—	EXIT	清仓
42	BA	Boeing Co/the	—	EXIT	清仓
43	IWV	Ishares Russell 3000 ETF	—	NEW	新建仓
44	ECL	Ecolab INC	—	EXIT	清仓
45	APD	Air Products & Chemicals INC	—	EXIT	清仓
46	F	Ford Motor Co	—	EXIT	清仓
47	IEV	Ishares Europe ETF	—	EXIT	清仓
48	TWXCHF	Time Warner INC	—	EXIT	清仓
49	✓	Avanir Pharmaceuticals INC	—	EXIT	清仓
50	SPXL	Direxion Daily S&p 500 Bull	—	EXIT	清仓