Two Sigma Securities, LLC — Q4 2015 13F 持股

Name: Two Sigma Securities, LLC — 13F Holdings, Q4 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

申报总市值

US$8.6亿

← 返回最新季度

本季完整持股清单

仅显示前 200 大持股（共 265 只）

#	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	11.86%	—	+640.01%
2	SDS	ProShares UltraShort S&P500	股票-其他	5.20%	—	—
3	✓	Proshares	股票-其他	5.02%	—	—
4	CME	Cme Group INC	股票-金融	4.93%	—	-1.63%
5	SSO	Proshares Ultra S&p500	ETF-其他	4.61%	—	+206.70%
6	IAUUSD	Ishares Gold Trust	ETF-避险与商品	2.17%	—	—
7	✓	Proshares	股票-其他	1.78%	—	—
8	META	Meta Platforms Inc-class A	股票-通信服务	1.59%	—	+184.47%
9	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公债	1.53%	-1.10%	EXIT
10	DXJ	Wisdomtree Japan Hedged Eq	ETF-其他	1.51%	—	—
11	VGK	Vanguard Ftse Europe ETF	ETF-其他	1.48%	-0.57%	EXIT
12	ACWI	iShares MSCI ACWI ETF	ETF-其他	1.41%	—	—
13	XLY	Ss Consumer Disc Select Sect	ETF-其他	1.13%	—	—
14	EWT	iShares MSCI Taiwan ETF	ETF-其他	1.12%	—	—
15	XBI	Ss Spdr S&p Biotech ETF	ETF-科技型	1.08%	—	+73.83%
16	✓	Powershares ETF Trust	ETF-其他	1.03%	—	—
17	GILD	Gilead Sciences INC	股票-医疗保健	0.95%	—	+92.49%
18	IDU	Ishares US Utilities ETF	ETF-其他	0.94%	—	—
19	EFA	Ishares Msci Eafe ETF	ETF-其他	0.92%	-0.43%	EXIT
20	AYI	Acuity INC	股票-工业	0.84%	—	—
21	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	0.84%	—	+154.76%
22	AMZN	Amazon.com INC	股票-周期性消费	0.75%	+0.56%	—
23	XLF	Ss Financial Select Sector	ETF-其他	0.73%	—	-70.35%
24	✓	Eg Dj Emrg Mkt Cnsumr Tita	股票-其他	0.68%	—	+184.30%
25	BLV	Vanguard Long-term Bond ETF	ETF-其他	0.67%	—	—
26	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公债	0.63%	—	-59.72%
27	AMG	Affiliated Managers Group	股票-金融	0.63%	—	+100.31%
28	RF	Regions Financial CORP	股票-金融	0.62%	—	—
29	VEU	Vanguard Ftse All-world Ex-u	ETF-其他	0.60%	—	—
30	FXO	First Trust Financial Alphad	ETF-其他	0.59%	—	+50.86%
31	CELG	Celgene CORP	股票-其他	0.57%	—	—
32	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公债	0.56%	-0.85%	—
33	NKE	Nike INC -cl B	股票-周期性消费	0.55%	—	—
34	VZ	Verizon Communications INC	股票-通信服务	0.53%	—	+34.15%
35	AGG	Ishares Core U.s. Aggregate	ETF-其他	0.50%	+1.38%	—
36	IBB	Ishares Biotechnology ETF	ETF-科技型	0.49%	—	+2.11%
37	IWM	Ishares Russell 2000 ETF	ETF-中小型股	0.47%	-0.35%	—
38	IFV	First Trust Dw Focus 5 Intl	ETF-其他	0.47%	—	—
39	HEDJ	Wisdomtree Europe Hedged Equ	ETF-其他	0.47%	—	—
40	BIIB	Biogen INC	股票-医疗保健	0.46%	—	—
41	IFGL	Ishares International Develo	ETF-其他	0.46%	—	—
42	XLK	Ss Technology Select Sector	ETF-科技型	0.45%	—	—
43	IJT	Ishares S&p Small-cap 600 Gr	ETF-其他	0.45%	—	+12.50%
44	SIG	Signet Jewelers Limited	股票-周期性消费	0.45%	—	—
45	IEFA	Ishares Core Msci Eafe ETF	ETF-其他	0.45%	-0.40%	EXIT
46	ABEV	Ambev Sa-adr	股票-非周期性消费	0.45%	—	—
47	BNY	Bank Of New York Mellon CORP	股票-金融	0.44%	—	—
48	HLF	Herbalife Ltd.	股票-其他	0.44%	—	—
49	DOC	Healthpeak Properties, Inc.	股票-房地产	0.43%	—	—
50	✓		股票-其他	0.43%	—	-21.72%

1–50 of 200

本季持股变动

Two Sigma Securities, LLC 于截至 Q4 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	SPY	Ss Spdr S&p 500 ETF Trust-us	+9.9%	+640.01%	加仓
2	SSO	Proshares Ultra S&p500	+2.9%	+206.70%	加仓
3	META	Meta Platforms Inc-class A	+1%	+184.47%	加仓
4	TLT	iShares 20+ Year Treasury Bond ETF	-1.4%	-59.72%	减仓
5	XLI	Ss Industrial Select Sector	-1.5%	-75.90%	减仓
6	XLF	Ss Financial Select Sector	-2.3%	-70.35%	减仓
7	SDS	ProShares UltraShort S&P500	—	NEW	新建仓
8	✓	Proshares	—	NEW	新建仓
9	IAUUSD	Ishares Gold Trust	—	NEW	新建仓
10	TIP	Ishares Tips Bond ETF	—	EXIT	清仓
11	✓	Proshares	—	NEW	新建仓
12	AZO	Autozone INC	—	EXIT	清仓
13	SHY	Ishares 1-3 Year Treasury Bo	—	NEW	新建仓
14	DXJ	Wisdomtree Japan Hedged Eq	—	NEW	新建仓
15	VGK	Vanguard Ftse Europe ETF	—	NEW	新建仓
16	ACWI	iShares MSCI ACWI ETF	—	NEW	新建仓
17	VPL	Vanguard Ftse Pacific ETF	—	EXIT	清仓
18	BFH	Bread Financial Holdings INC	—	EXIT	清仓
19	✓	Dot Hill Sys CORP	—	EXIT	清仓
20	XLY	Ss Consumer Disc Select Sect	—	NEW	新建仓
21	ACWX	Ishares Msci Acwi Ex US ETF	—	EXIT	清仓
22	EWT	iShares MSCI Taiwan ETF	—	NEW	新建仓
23	VSS	Vanguard Ftse All Wo X-us Sc	—	EXIT	清仓
24	✓	Powershares ETF Trust	—	NEW	新建仓
25	SCHD	Schwab U.S. Dividend Equity ETF	—	EXIT	清仓
26	IDU	Ishares US Utilities ETF	—	NEW	新建仓
27	AYI	Acuity INC	—	NEW	新建仓
28	GMF	State Street Spdr S&p Emergi	—	EXIT	清仓
29	✓	Direxion Shs ETF Tr	—	EXIT	清仓
30	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	清仓
31	AMZN	Amazon.com INC	—	NEW	新建仓
32	F	Ford Motor Co	—	EXIT	清仓
33	IGSB	Ishares 1-5y Inv Grade CORP	—	EXIT	清仓
34	BLV	Vanguard Long-term Bond ETF	—	NEW	新建仓
35	IXUS	Ishares Core Intl Stock ETF	—	EXIT	清仓
36	XLE	Ss Energy Select Sector	—	EXIT	清仓
37	XHB	Ss Spdr S&p Homebldrs ETF	—	EXIT	清仓
38	SMHC	VanEck China Semiconductor ETF	—	EXIT	清仓
39	RF	Regions Financial CORP	—	NEW	新建仓
40	BXUSD	Blackstone Group Lp/the	—	EXIT	清仓
41	✓		—	EXIT	清仓
42	SOXL	Direxion Daily Semiconductor Bull 3X Shares	—	EXIT	清仓
43	VEU	Vanguard Ftse All-world Ex-u	—	NEW	新建仓
44	MUFG	Mitsubishi Ufj Finl-spon Adr	—	EXIT	清仓
45	CELG	Celgene CORP	—	NEW	新建仓
46	EFV	Ishares Msci Eafe Value ETF	—	EXIT	清仓
47	VV	Vanguard Large-cap ETF	—	EXIT	清仓
48	TLT	Ishares 20+ Year Treasury Bd	—	NEW	新建仓
49	NKE	Nike INC -cl B	—	NEW	新建仓
50	MMEUR	Millennial Media INC	—	EXIT	清仓