Two Sigma Securities, LLC — Q3 2017 13F 持股

Name: Two Sigma Securities, LLC — 13F Holdings, Q3 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001450144

申報總市值

US$8.6億

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本季完整持股清單

僅顯示前 200 大持股（共 872 檔）

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股與成長	10.54%	—	+635.47%
2	IWM	Ishares Russell 2000 ETF	ETF-中小型股	3.41%	-0.35%	+6447.47%
3	VCR	Vanguard Consumer Discre ETF	ETF-其他	2.03%	—	—
4	XLV	Ss Health Care Select Sector	ETF-其他	1.77%	—	+9041.03%
5	USMV	Ishares Msci USA Min Vol Fac	ETF-其他	1.59%	—	+502.79%
6	XLF	Ss Financial Select Sector	ETF-其他	1.57%	—	+6643.29%
7	XLK	Ss Technology Select Sector	ETF-科技型	1.44%	—	+43.52%
8	SOXX	Ishares Semiconductor ETF	ETF-其他	1.43%	—	+431.41%
9	✓	Powershares ETF Trust	ETF-其他	1.35%	—	—
10	XME	Ss Spdr S&p Metals Mining	ETF-其他	1.28%	—	—
11	IJR	Ishares Core S&p Small-cap E	ETF-中小型股	1.24%	—	+5041.40%
12	DVY	Ishares Select Dividend ETF	ETF-其他	1.21%	—	+755.50%
13	IYR	Ishares US Real Estate ETF	ETF-其他	1.20%	—	+1310.84%
14	IWP	Ishares Russell Mid-cap Grow	ETF-其他	1.20%	—	—
15	PKWUSD	Invesco Buyback Achievers Et	ETF-其他	1.12%	—	+5151.36%
16	IWS	Ishares Russell Mid-cap Valu	ETF-其他	1.08%	—	—
17	IYF	Ishares US Financials ETF	ETF-其他	1.05%	—	—
18	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-科技型	1.02%	—	—
19	IJJ	Ishares S&p Mid-cap 400 Valu	ETF-其他	1.02%	—	—
20	IGE	Ishares North American Natur	ETF-其他	0.97%	—	—
21	IJK	Ishares S&p Mid-cap 400 Grow	ETF-其他	0.97%	—	—
22	IHE	Ishares US Pharmaceuticals E	ETF-其他	0.95%	—	+1703.59%
23	DIA	Ss Spdr Dow Jones Indus Avg	ETF-大型股與成長	0.92%	—	—
24	SCHD	Schwab US Dvd Equity ETF	ETF-其他	0.88%	—	+2890.03%
25	IYK	Ishares US Consumer Staples	ETF-其他	0.88%	—	—
26	IWN	Ishares Russell 2000 Value E	ETF-中小型股	0.88%	—	—
27	IYW	Ishares Ustechnology ETF	ETF-科技型	0.82%	—	—
28	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公債	0.78%	—	+17.72%
29	VOO	Vanguard S&p 500 ETF	ETF-大型股與成長	0.75%	+0.66%	NEW
30	DLN	Wisdomtree US Largecap Divid	ETF-其他	0.72%	—	—
31	✓	Powershs Exch Trad Fd	股票-其他	0.72%	—	+1099.68%
32	IJT	Ishares S&p Small-cap 600 Gr	ETF-其他	0.69%	—	—
33	OEF	Ishares S&p 100 ETF	ETF-其他	0.67%	—	+516.50%
34	VIG	Vanguard Dividend Apprec ETF	ETF-其他	0.65%	—	—
35	IEO	Ishares U.s. Oil & Gas Explo	ETF-其他	0.63%	—	—
36	SCHB	Schwab US Broad Market ETF	ETF-其他	0.62%	—	—
37	IGV	Ishares Expanded Tech-softwa	ETF-科技型	0.61%	—	—
38	MTUM	Ishares Msci USA Momentum Fa	ETF-其他	0.57%	—	—
39	IUSG	Ishares Core S&p U.s. Growth	ETF-其他	0.57%	—	—
40	IGM	Ishares Expanded Tech Sector	ETF-科技型	0.56%	—	—
41	CME	Cme Group INC	股票-金融	0.56%	—	-9.49%
42	IJS	Ishares S&p Small-cap 600 Va	ETF-其他	0.56%	—	—
43	EEM	Ishares Msci Emerging Market	ETF-新興市場	0.53%	+0.66%	NEW
44	IYE	Ishares U.s. Energy ETF	ETF-其他	0.52%	—	—
45	XPH	Ss Spdr S&p Pharma ETF	ETF-其他	0.51%	—	+431.84%
46	IYZ	Ishares US Telecommunication	ETF-其他	0.50%	—	—
47	XLB	Ss Materials Select Sector	ETF-其他	0.50%	—	—
48	KIE	Ss Spdr S&p Insurance ETF	ETF-其他	0.49%	—	—
49	XLRE	Ss Real Estate Select Sector	ETF-其他	0.47%	—	—
50	SLYV	Ss Spdr S&p 600 Sc Val ETF	ETF-其他	0.46%	—	—

1–50 of 200

本季持股變動

Two Sigma Securities, LLC 於截至 Q3 2017 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+7.7%	+635.47%	加碼
2	IWM	Ishares Russell 2000 ETF	+3.3%	+6447.47%	加碼
3	XLV	Ss Health Care Select Sector	+1.7%	+9041.03%	加碼
4	XLF	Ss Financial Select Sector	+1.5%	+6643.29%	加碼
5	IJR	Ishares Core S&p Small-cap E	+1.2%	+5041.40%	加碼
6	PKWUSD	Invesco Buyback Achievers Et	+1.1%	+5151.36%	加碼
7	USMV	Ishares Msci USA Min Vol Fac	+1.1%	+502.79%	加碼
8	IYR	Ishares US Real Estate ETF	+1%	+1310.84%	加碼
9	SOXX	Ishares Semiconductor ETF	+0.9%	+431.41%	加碼
10	DVY	Ishares Select Dividend ETF	+0.9%	+755.50%	加碼
11	IHE	Ishares US Pharmaceuticals E	+0.8%	+1703.59%	加碼
12	SCHD	Schwab US Dvd Equity ETF	+0.8%	+2890.03%	加碼
13	✓	Powershs Exch Trad Fd	+0.6%	+1099.68%	加碼
14	OEF	Ishares S&p 100 ETF	+0.5%	+516.50%	加碼
15	ICF	Ishares Select U.s. Reit ETF	-1.3%	-89.34%	減碼
16	BAC	Bank Of America CORP	-1.9%	-87.62%	減碼
17	XLY	Ss Consumer Disc Select Sect	-3.6%	-97.64%	減碼
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	-4%	-92.28%	減碼
19	RWR	Ss Spdr Dow Jones Reit ETF	-4.7%	-90.29%	減碼
20	XLP	Ss Consumer Staples Sel Sect	—	EXIT	清倉
21	VCR	Vanguard Consumer Discre ETF	—	NEW	新建倉
22	✓	Powershares ETF Trust	—	NEW	新建倉
23	XME	Ss Spdr S&p Metals Mining	—	NEW	新建倉
24	IWP	Ishares Russell Mid-cap Grow	—	NEW	新建倉
25	IWS	Ishares Russell Mid-cap Valu	—	NEW	新建倉
26	IYF	Ishares US Financials ETF	—	NEW	新建倉
27	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	新建倉
28	IJJ	Ishares S&p Mid-cap 400 Valu	—	NEW	新建倉
29	IGE	Ishares North American Natur	—	NEW	新建倉
30	IJK	Ishares S&p Mid-cap 400 Grow	—	NEW	新建倉
31	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	新建倉
32	IYK	Ishares US Consumer Staples	—	NEW	新建倉
33	IWN	Ishares Russell 2000 Value E	—	NEW	新建倉
34	IYW	Ishares Ustechnology ETF	—	NEW	新建倉
35	VOO	Vanguard S&p 500 ETF	—	NEW	新建倉
36	WFC	Wells Fargo & Co	—	EXIT	清倉
37	DLN	Wisdomtree US Largecap Divid	—	NEW	新建倉
38	IJT	Ishares S&p Small-cap 600 Gr	—	NEW	新建倉
39	VIG	Vanguard Dividend Apprec ETF	—	NEW	新建倉
40	IEO	Ishares U.s. Oil & Gas Explo	—	NEW	新建倉
41	SCHB	Schwab US Broad Market ETF	—	NEW	新建倉
42	IGV	Ishares Expanded Tech-softwa	—	NEW	新建倉
43	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	清倉
44	MTUM	Ishares Msci USA Momentum Fa	—	NEW	新建倉
45	IUSG	Ishares Core S&p U.s. Growth	—	NEW	新建倉
46	IGM	Ishares Expanded Tech Sector	—	NEW	新建倉
47	IJS	Ishares S&p Small-cap 600 Va	—	NEW	新建倉
48	EZU	Ishares Msci Eurozone ETF	—	EXIT	清倉
49	IYE	Ishares U.s. Energy ETF	—	NEW	新建倉
50	JPM	Jpmorgan Chase & Co	—	EXIT	清倉