Quantitative Systematic Strategies LLC — Q1 2020 13F 持股

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2020
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 241 只）

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	VT	Vanguard Tot World Stk ETF	ETF-其他	5.37%	—	—
2	MSFT	Microsoft CORP	股票-科技	1.76%	—	-60.35%
3	AMZN	Amazon.com INC	股票-周期性消费	1.61%	—	-55.77%
4	BMY	Bristol-myers Squibb Co	股票-医疗保健	1.58%	—	-38.35%
5	FIS	Fidelity National Info Serv	股票-科技	1.47%	—	-70.35%
6	BSX	Boston Scientific CORP	股票-医疗保健	1.37%	—	-61.84%
7	MRK	Merck & Co. INC.	股票-医疗保健	1.29%	—	-54.39%
8	PYPL	Paypal Holdings INC	股票-金融	1.16%	—	+72.41%
9	FTV	Fortive CORP	股票-科技	1.08%	—	-47.11%
10	EHC	Encompass Health CORP	股票-医疗保健	1.06%	—	-42.22%
11	ALL	Allstate CORP	股票-金融	1.04%	—	+101.75%
12	UTXZ	United Tech CORP	股票-其他	1.04%	—	-51.57%
13	CHTR	Charter Communications Inc-a	股票-通信服务	1.01%	—	—
14	MDT	Medtronic plc	股票-医疗保健	0.98%	—	-71.98%
15	PG	Procter & Gamble Co/the	股票-非周期性消费	0.88%	—	-81.09%
16	CCI	Crown Castle INC	股票-房地产	0.87%	—	-48.80%
17	NVS	Novartis Ag-sponsored Adr	股票-医疗保健	0.87%	—	—
18	MU	Micron Technology INC	股票-科技	0.84%	—	-33.77%
19	CTLTEUR	Catalent INC	股票-其他	0.83%	—	—
20	CNC	Centene CORP	股票-医疗保健	0.81%	—	-38.42%
21	GOOG	Alphabet Inc-cl C	股票-通信服务	0.81%	—	+225.67%
22	GS	Goldman Sachs Group INC	股票-金融	0.80%	—	-67.86%
23	DUK	Duke Energy CORP	股票-公用事业	0.78%	—	-65.28%
24	PEP	Pepsico INC	股票-非周期性消费	0.77%	—	+13.77%
25	BNY	Bank Of New York Mellon CORP	股票-金融	0.77%	—	-11.35%
26	NVDA	Nvidia CORP	股票-科技	0.77%	—	-68.15%
27	TMUS	T-mobile US INC	股票-通信服务	0.76%	—	—
28	HPQ	Hp INC	股票-科技	0.75%	—	-4.35%
29	ADBE	Adobe INC	股票-科技	0.75%	—	-75.27%
30	CSCO	Cisco Systems INC	股票-科技	0.75%	—	—
31	NFLX	Netflix INC	股票-通信服务	0.73%	—	-21.45%
32	LM03	Liberty Media Cor-siriusxm A	股票-其他	0.73%	—	-30.21%
33	RNR	RenaissanceRe Holdings Ltd.	股票-金融	0.72%	—	+125.53%
34	FISV	Fiserv INC	股票-其他	0.70%	—	+113.95%
35	LMT	Lockheed Martin CORP	股票-工业	0.69%	—	—
36	WDC	Western Digital CORP	股票-科技	0.68%	—	+269.99%
37	INTC	Intel CORP	股票-科技	0.65%	—	—
38	DE	Deere & Co	股票-工业	0.65%	—	-68.62%
39	COF	Capital One Financial CORP	股票-金融	0.64%	—	+514.97%
40	MCK	Mckesson CORP	股票-医疗保健	0.63%	—	-34.25%
41	EQIX	Equinix INC	股票-房地产	0.63%	—	—
42	NVROEUR	Nevro CORP	股票-其他	0.62%	—	+97.90%
43	XYL	Xylem INC	股票-工业	0.62%	—	—
44	CRL	Charles River Laboratories	股票-医疗保健	0.62%	—	—
45	ADI	Analog Devices INC	股票-科技	0.62%	—	-82.20%
46	LBTYA	Liberty Global Ltd.	股票-其他	0.61%	—	—
47	AME	Ametek INC	股票-工业	0.61%	—	+263.93%
48	ISRG	Intuitive Surgical INC	股票-医疗保健	0.61%	—	—
49	AZNN	Astrazeneca Plc-spons Adr	股票-其他	0.59%	—	+36.43%
50	BIDU	Baidu INC - Spon Adr	股票-通信服务	0.59%	—	+43.10%

1–50 of 200

本季持股变动

Quantitative Systematic Strategies LLC 于截至 Q1 2020 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	MSFT	Microsoft CORP	+1%	-60.35%	减仓
2	BSX	Boston Scientific CORP	+0.5%	-61.84%	减仓
3	FIS	Fidelity National Info Serv	+0.5%	-70.35%	减仓
4	MDT	Medtronic plc	+0.2%	-71.98%	减仓
5	GS	Goldman Sachs Group INC	+0.1%	-67.86%	减仓
6	PG	Procter & Gamble Co/the	-0.1%	-81.09%	减仓
7	HUM	Humana INC	-0.1%	-84.02%	减仓
8	MA	Mastercard INC - A	-0.2%	-84.10%	减仓
9	ADI	Analog Devices INC	-0.2%	-82.20%	减仓
10	INVH	Invitation Homes INC	-0.3%	-89.07%	减仓
11	FE	Firstenergy CORP	-0.3%	-89.55%	减仓
12	FITB	Fifth Third Bancorp	-0.4%	-82.43%	减仓
13	SYU1	Synovus Financial CORP	-0.4%	-82.85%	减仓
14	KEY	Keycorp	-0.4%	-87.38%	减仓
15	STAG	Stag Industrial INC	-0.5%	-92.38%	减仓
16	MDLZ	Mondelez International Inc-a	-0.5%	-92.53%	减仓
17	NKE	Nike INC -cl B	-0.6%	-94.37%	减仓
18	KO	Coca-cola Co/the	—	EXIT	清仓
19	VT	Vanguard Tot World Stk ETF	—	NEW	新建仓
20	AEP	American Electric Power	—	EXIT	清仓
21	DISCKUSD	Discovery Inc-c	—	EXIT	清仓
22	CPT	Camden Property Trust	—	EXIT	清仓
23	HD	Home Depot INC	—	EXIT	清仓
24	GPN	Global Payments INC	—	EXIT	清仓
25	DREUSD	Duke Realty CORP	—	EXIT	清仓
26	SPGI	S&p Global INC	—	EXIT	清仓
27	MGP	Mgm Growth Properties Llc-a	—	EXIT	清仓
28	MKL	Markel Group INC	—	EXIT	清仓
29	VNO	Vornado Realty Trust	—	EXIT	清仓
30	DOC	Healthpeak Properties INC	—	EXIT	清仓
31	AEE	Ameren Corporation	—	EXIT	清仓
32	XEL	Xcel Energy INC	—	EXIT	清仓
33	AXP	American Express Co	—	EXIT	清仓
34	CMS	Cms Energy CORP	—	EXIT	清仓
35	DTE	Dte Energy Company	—	EXIT	清仓
36	SRCUSD	Spirit Realty Capital INC	—	EXIT	清仓
37	A	Agilent Technologies INC	—	EXIT	清仓
38	EMR	Emerson Electric Co	—	EXIT	清仓
39	D	Dominion Energy INC	—	EXIT	清仓
40	UAL	United Airlines Holdings INC	—	EXIT	清仓
41	CFG	Citizens Financial Group	—	EXIT	清仓
42	KRC	Kilroy Realty CORP	—	EXIT	清仓
43	MDU	Mdu Resources Group INC	—	EXIT	清仓
44	META	Meta Platforms Inc-class A	—	EXIT	清仓
45	AVB	Avalonbay Communities INC	—	EXIT	清仓
46	TCF	Tcf Financial CORP	—	EXIT	清仓
47	SLB	Slb LTD	—	EXIT	清仓
48	FOX	Fox CORP - Class B	—	EXIT	清仓
49	CDNS	Cadence Design Sys INC	—	EXIT	清仓
50	DIS	Walt Disney Co/the	—	EXIT	清仓