Quantitative Systematic Strategies LLC — Q4 2017 13F 持股

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q4 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

申报总市值

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本季完整持股清单

仅显示前 200 大持股（共 527 只）

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	CL	Colgate-palmolive Co	股票-非周期性消费	0.98%	—	+147.09%
2	V	Visa Inc-class A Shares	股票-金融	0.81%	—	+42.27%
3	UTXZ	United Tech CORP	股票-其他	0.73%	—	+518.40%
4	MSFT	Microsoft CORP	股票-科技	0.68%	—	+9.09%
5	PEP	Pepsico INC	股票-非周期性消费	0.67%	—	+121.57%
6	AMT	American Tower CORP	股票-房地产	0.67%	—	+417.73%
7	CXPUSD	Columbia Property Trust INC	股票-其他	0.66%	—	—
8	PM	Philip Morris International	股票-非周期性消费	0.65%	—	+62.26%
9	GOOGL	Alphabet Inc-cl A	股票-通信服务	0.64%	—	+253.12%
10	ABT	Abbott Laboratories	股票-医疗保健	0.63%	—	+44.69%
11	BSX	Boston Scientific CORP	股票-医疗保健	0.63%	—	+45.95%
12	FITB	Fifth Third Bancorp	股票-金融	0.62%	—	+124.06%
13	ORI	Old Republic Intl CORP	股票-金融	0.62%	—	-32.25%
14	EL	Estee Lauder Companies-cl A	股票-非周期性消费	0.61%	—	+195.63%
15	MDLZ	Mondelez International Inc-a	股票-非周期性消费	0.61%	—	-10.50%
16	CAT	Caterpillar INC	股票-工业	0.60%	—	+104.20%
17	MCD	Mcdonald's CORP	股票-周期性消费	0.59%	—	+285.59%
18	BMY	Bristol-myers Squibb Co	股票-医疗保健	0.58%	—	-4.42%
19	NSC	Norfolk Southern CORP	股票-工业	0.57%	—	+487.50%
20	VLY	Valley National Bancorp	股票-金融	0.57%	—	+59.33%
21	FDX	Fedex CORP	股票-工业	0.56%	—	+203.35%
22	GM	General Motors Co	股票-周期性消费	0.56%	—	-7.27%
23	LEA	Lear CORP	股票-周期性消费	0.55%	—	+215.44%
24	DIS	Walt Disney Co/the	股票-通信服务	0.55%	—	—
25	RF	Regions Financial CORP	股票-金融	0.55%	—	—
26	FHN	First Horizon CORP	股票-金融	0.54%	—	+2.97%
27	STL	Sterling Bancorp/de	股票-其他	0.54%	—	-1.13%
28	AJG	Arthur J Gallagher & Co	股票-金融	0.54%	—	-26.93%
29	SWK	Stanley Black & Decker INC	股票-工业	0.54%	—	-37.33%
30	BA	Boeing Co/the	股票-工业	0.53%	—	-33.81%
31	✓	Iberiabank CORP	股票-其他	0.51%	—	+160.26%
32	AZO	Autozone INC	股票-周期性消费	0.50%	—	-34.42%
33	USFD	US Foods Holding CORP	股票-非周期性消费	0.50%	—	-34.04%
34	ESRT	Empire State Realty Trust-a	股票-其他	0.49%	—	+184.91%
35	TMO	Thermo Fisher Scientific INC	股票-医疗保健	0.49%	—	+281.63%
36	AXP	American Express Co	股票-金融	0.49%	—	-48.48%
37	CI	The Cigna Group	股票-医疗保健	0.49%	—	-16.05%
38	CSCO	Cisco Systems INC	股票-科技	0.48%	—	—
39	DOC	Healthpeak Properties, Inc.	股票-房地产	0.48%	—	-8.45%
40	PACWUSD	Pacwest Bancorp	股票-其他	0.47%	—	—
41	BAX	Baxter International INC	股票-医疗保健	0.47%	—	-13.07%
42	KO	Coca-cola Co/the	股票-非周期性消费	0.46%	—	-25.12%
43	HAL	Halliburton Co	股票-能源	0.46%	—	+198.52%
44	BRO	Brown & Brown INC	股票-金融	0.46%	—	-20.19%
45	DLTR	Dollar Tree INC	股票-非周期性消费	0.46%	—	-40.04%
46	DREUSD	Duke Realty CORP	股票-其他	0.45%	—	-26.19%
47	HPP	Hudson Pacific Properties, Inc.	股票-其他	0.45%	—	-0.30%
48	COF	Capital One Financial CORP	股票-金融	0.45%	—	—
49	AZNN	Astrazeneca Plc-spons Adr	股票-其他	0.45%	—	-6.40%
50	AMZN	Amazon.com INC	股票-周期性消费	0.44%	—	+15.22%

1–50 of 200

本季持股变动

Quantitative Systematic Strategies LLC 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	UTXZ	United Tech CORP	+0.6%	+518.40%	加仓
2	CL	Colgate-palmolive Co	+0.6%	+147.09%	加仓
3	AMT	American Tower CORP	+0.5%	+417.73%	加仓
4	NSC	Norfolk Southern CORP	+0.5%	+487.50%	加仓
5	GOOGL	Alphabet Inc-cl A	+0.5%	+253.12%	加仓
6	MCD	Mcdonald's CORP	+0.5%	+285.59%	加仓
7	EL	Estee Lauder Companies-cl A	+0.4%	+195.63%	加仓
8	FDX	Fedex CORP	+0.4%	+203.35%	加仓
9	PEP	Pepsico INC	+0.4%	+121.57%	加仓
10	DOCUSD	Physicians Realty Trust	-0.4%	-70.62%	减仓
11	✓	Shire PLC	-0.4%	-74.39%	减仓
12	ALK	Alaska Air Group INC	-0.4%	-76.26%	减仓
13	RPAIUSD	Retail Properties Of Ame - A	-0.4%	-68.52%	减仓
14	CTAS	Cintas CORP	-0.5%	-87.22%	减仓
15	CVX	Chevron CORP	-0.5%	-70.29%	减仓
16	CCI	Crown Castle INC	-0.6%	-75.49%	减仓
17	ORCL	Oracle CORP	—	EXIT	清仓
18	ISBCUSD	Investors Bancorp INC	—	EXIT	清仓
19	CXPUSD	Columbia Property Trust INC	—	NEW	新建仓
20	CRI	Carter's INC	—	EXIT	清仓
21	KDP	Keurig Dr Pepper Inc.	—	EXIT	清仓
22	VIAB	Viacom Inc-class B	—	EXIT	清仓
23	✓	THE Travelers Companies INC	—	EXIT	清仓
24	DIS	Walt Disney Co/the	—	NEW	新建仓
25	RF	Regions Financial CORP	—	NEW	新建仓
26	SBRA	Sabra Health Care Reit INC	—	EXIT	清仓
27	✓	Buffalo Wild Wings INC	—	EXIT	清仓
28	CSCO	Cisco Systems INC	—	NEW	新建仓
29	PACWUSD	Pacwest Bancorp	—	NEW	新建仓
30	PAYX	Paychex INC	—	EXIT	清仓
31	MUSA	Murphy USA INC	—	EXIT	清仓
32	AON	Aon plc	—	EXIT	清仓
33	WEN	Wendy's Co/the	—	EXIT	清仓
34	COF	Capital One Financial CORP	—	NEW	新建仓
35	CSL	Carlisle Cos INC	—	NEW	新建仓
36	CTLTEUR	Catalent INC	—	EXIT	清仓
37	NLYEUR	Annaly Capital Management In	—	NEW	新建仓
38	✓	Pennsylvania Real Estate Invt Tr Sbi	—	EXIT	清仓
39	AMT	TD Ameritrade Holding CORP	—	NEW	新建仓
40	XPO	Xpo INC	—	EXIT	清仓
41	ALB	Albemarle CORP	—	EXIT	清仓
42	LOW	Lowe's Cos INC	—	NEW	新建仓
43	KR	Kroger Co	—	NEW	新建仓
44	THO	Thor Industries INC	—	EXIT	清仓
45	RRC	Range Resources CORP	—	EXIT	清仓
46	CMA	Comerica INC	—	NEW	新建仓
47	BIDU	Baidu INC - Spon Adr	—	EXIT	清仓
48	BALL	Ball CORP	—	NEW	新建仓
49	ZION	Zions Bancorp NA	—	EXIT	清仓
50	VFC	Vf CORP	—	NEW	新建仓