Two Sigma Securities, LLC — Q4 2016 13F 持股

Name: Two Sigma Securities, LLC — 13F Holdings, Q4 2016
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 695 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	5.45%	—	—
2	BAC	Bank Of America CORP	股票-金融	3.22%	—	+1334.48%
3	SDS	ProShares UltraShort S&P500	股票-其他	2.85%	—	+1984.90%
4	XLE	Ss Energy Select Sector	ETF-其他	2.45%	—	—
5	CME	Cme Group INC	股票-金融	1.80%	—	-1.54%
6	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股与成长	1.41%	—	—
7	XLY	Ss Consumer Disc Select Sect	ETF-其他	1.16%	—	-9.91%
8	MU	Micron Technology INC	股票-科技	1.02%	—	+279.96%
9	META	Meta Platforms Inc-class A	股票-通信服务	0.99%	—	+379.05%
10	MDT	Medtronic plc	股票-医疗保健	0.84%	—	+400.83%
11	CP	Canadian Pacific Kansa F	股票-工业	0.82%	—	—
12	ABX	Barrick Gold CORP	股票-金融	0.79%	—	+238.12%
13	IVW	Ishares S&p 500 Growth ETF	ETF-大型股与成长	0.79%	—	—
14	EWJ	Ishares Msci Japan ETF	ETF-其他	0.70%	—	—
15	IVV	Ishares Core S&p 500 ETF	ETF-大型股与成长	0.69%	—	—
16	SCHF	Schwab Intl Equity ETF	ETF-其他	0.63%	—	+327.52%
17	IWM	Ishares Russell 2000 ETF	ETF-中小型股	0.58%	-0.35%	+122.83%
18	CL	Colgate-palmolive Co	股票-非周期性消费	0.57%	—	—
19	MRK	Merck & Co. INC.	股票-医疗保健	0.56%	—	+131.75%
20	VGK	Vanguard Ftse Europe ETF	ETF-其他	0.55%	-0.57%	EXIT
21	BRK-B	Berkshire Hathaway Inc-cl B	股票-其他	0.55%	—	+43.65%
22	IEI	Ishares 3-7 Year Treasury Bo	ETF-政府公债	0.52%	—	—
23	EFA	Ishares Msci Eafe ETF	ETF-其他	0.52%	-0.43%	EXIT
24	LVS	Las Vegas Sands CORP	股票-周期性消费	0.52%	—	+578.42%
25	SSO	Proshares Ultra S&p500	ETF-其他	0.51%	—	-9.30%
26	VALE	Vale S.A.	股票-原材料	0.51%	—	—
27	✓	Powershs Db US Dollar Index	股票-其他	0.50%	—	—
28	IAUUSD	Ishares Gold Trust	ETF-避险与商品	0.49%	—	+483.18%
29	JNJ	Johnson & Johnson	股票-医疗保健	0.47%	—	—
30	DOW	Dow Chem Co	股票-原材料	0.46%	—	+6.14%
31	EZU	Ishares Msci Eurozone ETF	ETF-其他	0.46%	—	—
32	PFE	Pfizer INC	股票-医疗保健	0.45%	—	+48.03%
33	SOXL	Direxion Daily Semiconductor Bull 3X Shares	股票-其他	0.42%	—	+123.72%
34	DUK	Du Pont E I De Nemour&Co	股票-公用事业	0.42%	—	-21.71%
35	ACWI	Ishares Msci Acwi ETF	ETF-其他	0.41%	—	—
36	DIS	Walt Disney Co/the	股票-通信服务	0.41%	—	+43.87%
37	TROW	T Rowe Price Group INC	股票-金融	0.41%	—	—
38	OEF	Ishares S&p 100 ETF	ETF-其他	0.41%	—	—
39	CVS	Cvs Health CORP	股票-医疗保健	0.40%	—	+130.92%
40	AEP	American Electric Power Company, Inc.	股票-公用事业	0.40%	—	+210.66%
41	CRM	Salesforce INC	股票-科技	0.39%	—	+135.82%
42	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公债	0.37%	-1.10%	EXIT
43	SIRIEUR	Sirius Xm Holdings INC	股票-其他	0.37%	—	-44.95%
44	C	Citigroup INC	股票-金融	0.36%	—	+22.25%
45	KO	Coca-cola Co/the	股票-非周期性消费	0.36%	—	+25.47%
46	V	Visa Inc-class A Shares	股票-金融	0.36%	+0.32%	+141.12%
47	✓		股票-其他	0.35%	—	-15.29%
48	VEA	Vanguard Ftse Developed ETF	ETF-其他	0.35%	—	+134.57%
49	PEP	Pepsico INC	股票-非周期性消费	0.35%	—	+169.53%
50	INTC	Intel CORP	股票-科技	0.34%	—	+191.22%

1–50 of 200

本季持股变动

Two Sigma Securities, LLC 于截至 Q4 2016 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	BAC	Bank Of America CORP	+3.1%	+1334.48%	加仓
2	SDS	ProShares UltraShort S&P500	+2.7%	+1984.90%	加仓
3	MU	Micron Technology INC	+0.8%	+279.96%	加仓
4	META	Meta Platforms Inc-class A	+0.8%	+379.05%	加仓
5	MDT	Medtronic plc	+0.6%	+400.83%	加仓
6	ABX	Barrick Gold CORP	+0.5%	+238.12%	加仓
7	SCHF	Schwab Intl Equity ETF	+0.5%	+327.52%	加仓
8	LVS	Las Vegas Sands CORP	+0.4%	+578.42%	加仓
9	XLK	Ss Technology Select Sector	-0.4%	-66.33%	减仓
10	RF	Regions Financial CORP	-0.5%	-89.31%	减仓
11	✓	Proshares Ultra Vix Short-term Futures ETF	-0.5%	-82.43%	减仓
12	LRCXEUR	Lam Research CORP	-0.5%	-69.29%	减仓
13	TEVA	Teva Pharmaceutical-sp Adr	-0.5%	-51.03%	减仓
14	CELG	Celgene CORP	-0.6%	-83.29%	减仓
15	WMT	Walmart INC	-0.6%	-83.55%	减仓
16	WFC	Wells Fargo & Co	-0.7%	-77.30%	减仓
17	NKE	Nike INC -cl B	-0.7%	-87.85%	减仓
18	XLI	Ss Industrial Select Sector	-1.2%	-87.77%	减仓
19	MCD	Mcdonald's CORP	-1.2%	-92.48%	减仓
20	XLP	Ss Consumer Staples Sel Sect	-1.7%	-88.77%	减仓
21	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	新建仓
22	XLE	Ss Energy Select Sector	—	NEW	新建仓
23	AMZN	Amazon.com INC	—	EXIT	清仓
24	NEE	Nextera Energy INC	—	EXIT	清仓
25	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	新建仓
26	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清仓
27	BA	Boeing Co/the	—	EXIT	清仓
28	UPRO	Proshares Ultrapro S&p 500	—	EXIT	清仓
29	CP	Canadian Pacific Kansa F	—	NEW	新建仓
30	IVW	Ishares S&p 500 Growth ETF	—	NEW	新建仓
31	XOM	Exxon Mobil CORP	—	EXIT	清仓
32	EWJ	Ishares Msci Japan ETF	—	NEW	新建仓
33	IVV	Ishares Core S&p 500 ETF	—	NEW	新建仓
34	UNP	Union Pacific CORP	—	EXIT	清仓
35	IEMG	Ishares Core Msci Emerging	—	EXIT	清仓
36	XLRE	Ss Real Estate Select Sector	—	EXIT	清仓
37	CVX	Chevron CORP	—	EXIT	清仓
38	ITUB	Itau Unibanco H-spon Prf Adr	—	EXIT	清仓
39	CL	Colgate-palmolive Co	—	NEW	新建仓
40	UTXZ	United Tech CORP	—	EXIT	清仓
41	IWS	Ishares Russell Mid-cap Valu	—	EXIT	清仓
42	IEI	Ishares 3-7 Year Treasury Bo	—	NEW	新建仓
43	EFA	Ishares Msci Eafe ETF	—	NEW	新建仓
44	VALE	Vale S.A.	—	NEW	新建仓
45	✓	Powershs Db US Dollar Index	—	NEW	新建仓
46	LEG	Leggett & Platt INC	—	EXIT	清仓
47	IBM	Intl Business Machines CORP	—	EXIT	清仓
48	JNJ	Johnson & Johnson	—	NEW	新建仓
49	EZU	Ishares Msci Eurozone ETF	—	NEW	新建仓
50	LMT	Lockheed Martin CORP	—	EXIT	清仓