NI
Numeric Investors LLC
分散型投资策略趋势追踪型高品质投资策略
申报总市值
US$137.4亿
申报季度: 2017-12-31 · 持股只数: 1047
Numeric Investors LLC在最新一期 13F 报告中披露了 1047 项持股，申报期为 2017-12-31，总持股市值约为 US$137.4亿，季度换手率为 55.1%。
机构性格雪花图
- 集中度
- 2.79
- 持仓稳定性
- 55.1
- 动能／逆势
- 100
- 行业集中度
- 49.66
- 多样化
- 100
- 仓位均衡度
- 74.86
近期动向
加仓 WBA
+346.8% US$1.7亿
加仓 MDT
+294.4% US$1.6亿
加仓 GS
+178.3% US$1.5亿
减仓 JNP
-90.1% -US$1.1亿
减仓 AAPL
-59.7% -US$1.1亿
减仓 ORCL
-73.4% -US$1.1亿
持仓地图
新建仓加仓不变减仓
前十大持股占比
本季完整持股清单
| # | 代码 | 标的名称 | 资产子类别 | 占比 | 占比变动 | 持仓量变化 | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | META | Meta Platforms Inc-class A | 股票-通信服务 | 2.24% | -0.38% | -12.59% | |
| 2 | C | Citigroup INC | 股票-金融 | 2.01% | — | -9.12% | |
| 3 | AMP | Ameriprise Financial INC | 股票-金融 | 1.87% | +0.61% | +37.00% | |
| 4 | MS | Morgan Stanley | 股票-金融 | 1.86% | — | -10.36% | |
| 5 | ALL | Allstate CORP | 股票-金融 | 1.71% | — | -19.98% | |
| 6 | TSN | Tyson Foods Inc-cl A | 股票-非周期性消费 | 1.65% | — | -5.42% | |
| 7 | GS | Goldman Sachs Group INC | 股票-金融 | 1.64% | +1.06% | +178.28% | |
| 8 | BA | Boeing Co/the | 股票-工业 | 1.61% | — | -20.00% | |
| 9 | WBA | Walgreens Boots Alliance INC | 股票-其他 | 1.59% | +1.19% | +346.84% | |
| 10 | AXP | American Express Company | 股票-金融 | 1.52% | +0.47% | +30.46% | |
| 11 | ADBE | Adobe INC | 股票-科技 | 1.52% | +0.63% | +53.99% | |
| 12 | MDT | Medtronic plc | 股票-医疗保健 | 1.50% | +1.11% | +294.38% | |
| 13 | GILD | Gilead Sciences INC | 股票-医疗保健 | 1.34% | -0.38% | -6.73% | |
| 14 | GOOGL | Alphabet Inc-cl A | 股票-通信服务 | 1.28% | +0.48% | +57.17% | |
| 15 | BABA | Alibaba Group Holding-sp Adr | 股票-周期性消费 | 1.28% | -0.39% | -18.88% | |
| 16 | INTU | Intuit INC | 股票-科技 | 1.26% | +0.81% | +166.97% | |
| 17 | STZ | Constellation Brands Inc-a | 股票-非周期性消费 | 1.12% | — | -20.67% | |
| 18 | RCL | Royal Caribbean Cruises Ltd. | 股票-周期性消费 | 1.04% | — | +19.20% | |
| 19 | AMAT | Applied Materials INC | 股票-科技 | 1.02% | — | -10.95% | |
| 20 | CCL1EUR | Carnival CORP LTD | 股票-周期性消费 | 1.02% | — | -6.94% | |
| 21 | STT | State Street CORP | 股票-金融 | 1.01% | +0.57% | +137.70% | |
| 22 | LEA | Lear CORP | 股票-周期性消费 | 1.00% | — | -5.53% | |
| 23 | VZ | Verizon Communications INC | 股票-通信服务 | 1.00% | +0.27% | +34.45% | |
| 24 | PRU | Prudential Financial INC | 股票-金融 | 0.98% | +0.43% | +74.31% | |
| 25 | GOOG | Alphabet Inc-cl C | 股票-通信服务 | 0.88% | — | +3.19% | |
| 26 | COP | Conocophillips | 股票-能源 | 0.85% | +0.50% | +134.62% | |
| 27 | AMGN | Amgen INC | 股票-医疗保健 | 0.85% | — | -5.28% | |
| 28 | TSM | Taiwan Semiconductor-sp Adr | 股票-科技 | 0.82% | — | +21.51% | |
| 29 | ALSN | Allison Transmission Holding | 股票-周期性消费 | 0.79% | — | +16.58% | |
| 30 | AMXN | America Movil-spn Adr Cl L | 股票-其他 | 0.78% | — | +9.05% | |
| 31 | BAX | Baxter International INC | 股票-医疗保健 | 0.77% | -0.72% | -47.29% | |
| 32 | CFG | Citizens Financial Group | 股票-金融 | 0.76% | — | +27.21% | |
| 33 | JNJ | Johnson & Johnson | 股票-医疗保健 | 0.74% | — | +36.78% | |
| 34 | MSFT | Microsoft CORP | 股票-科技 | 0.73% | +0.47% | +153.49% | |
| 35 | CMCSA | Comcast Corp-class A | 股票-通信服务 | 0.69% | -0.40% | -35.79% | |
| 36 | ABBV | Abbvie INC | 股票-医疗保健 | 0.66% | +0.35% | +103.49% | |
| 37 | AAPL | Apple INC | 股票-科技 | 0.65% | -0.89% | -59.69% | |
| 38 | MU | Micron Technology INC | 股票-科技 | 0.61% | +0.38% | +170.02% | |
| 39 | CAG | Conagra Brands INC | 股票-非周期性消费 | 0.59% | — | -7.52% | |
| 40 | CI | The Cigna Group | 股票-医疗保健 | 0.58% | -0.32% | -37.18% | |
| 41 | S9Q | Spirit Aerosystems Hold-cl A | 股票-其他 | 0.52% | +0.41% | +360.87% | |
| 42 | YYEUR | Yy Inc-adr | 股票-其他 | 0.52% | — | -7.67% | |
| 43 | BSBR | Banco Santander Brasil-ads | 股票-其他 | 0.50% | — | +10.88% | |
| 44 | SF9 | Sanderson Farms INC | 股票-其他 | 0.50% | — | +2.33% | |
| 45 | ESNT | Essent Group Ltd. | 股票-金融 | 0.50% | +0.38% | +321.24% | |
| 46 | CNP | Centerpoint Energy INC | 股票-公用事业 | 0.49% | -0.29% | -31.55% | |
| 47 | AGO | Assured Guaranty Ltd. | 股票-金融 | 0.48% | — | -9.06% | |
| 48 | SJM | Jm Smucker Co/the | 股票-非周期性消费 | 0.48% | +0.45% | +1348.91% | |
| 49 | MAN | Manpowergroup INC | 股票-工业 | 0.47% | — | -6.45% | |
| 50 | VLO | Valero Energy CORP | 股票-能源 | 0.46% | — | +19.15% |
1–50 of 1,047
申报总市值趋势
行业配置
历年行业分布趋势
季度历史总览
| 季度 | 持股只数 | 总市值 | 稳定性 | 主要持股 |
|---|---|---|---|---|
| 2017-12-31 | 1047 | US$137.4亿 | 55 | |
| 2017-09-30 | 1052 | US$130.1亿 | 56 | |
| 2017-06-30 | 1000 | US$113.0亿 | 69 | |
| 2017-03-31 | 991 | US$110.2亿 | 57 | |
| 2016-12-31 | 1012 | US$109.2亿 | 63 | |
| 2016-09-30 | 1031 | US$106.0亿 | 65 | |
| 2016-06-30 | 995 | US$112.1亿 | 72 | |
| 2016-03-31 | 951 | US$94.7亿 | 69 | |
| 2015-12-31 | 956 | US$93.1亿 | 66 | |
| 2015-09-30 | 964 | US$86.1亿 | 61 | |
| 2015-06-30 | 912 | US$86.9亿 | 64 | |
| 2015-03-31 | 869 | US$81.3亿 | 60 | |
| 2014-12-31 | 822 | US$77.3亿 | 65 | |
| 2014-09-30 | 795 | US$67.5亿 | 57 | |
| 2014-06-30 | 753 | US$66.9亿 | 68 | |
| 2014-03-31 | 762 | US$58.8亿 | 66 | |
| 2013-12-31 | 758 | US$59.6亿 | 60 | |
| 2013-09-30 | 733 | US$54.0亿 | 70 | |
| 2013-06-30 | 758 | US$50.0亿 | 0 |
本季持股变动
Numeric Investors LLC 在 2017-12-31 最显著的持仓异动： 清仓: Citrix Systems INC (CTXSEUR); 清仓: Whiting Petroleum Corp.; 新建仓: Whiting Petroleum CORP (WLLEUR); 清仓: Baidu INC - Spon Adr (BIDU); 清仓: Altria Group INC (MO).
| # | 代码 | 标的名称 | 占比变动 | 持仓量变化 | 异动类型 |
|---|---|---|---|---|---|
| 1 | WBA | Walgreens Boots Alliance INC | +1.2% | +346.84% | 加仓 |
| 2 | MDT | Medtronic plc | +1.1% | +294.38% | 加仓 |
| 3 | GS | Goldman Sachs Group INC | +1.1% | +178.28% | 加仓 |
| 4 | INTU | Intuit INC | +0.8% | +166.97% | 加仓 |
| 5 | ADBE | Adobe INC | +0.6% | +53.99% | 加仓 |
| 6 | AMP | Ameriprise Financial INC | +0.6% | +37.00% | 加仓 |
| 7 | STT | State Street CORP | +0.6% | +137.70% | 加仓 |
| 8 | COP | Conocophillips | +0.5% | +134.62% | 加仓 |
| 9 | GOOGL | Alphabet Inc-cl A | +0.5% | +57.17% | 加仓 |
| 10 | AXP | American Express Company | +0.5% | +30.46% | 加仓 |
| 11 | MSFT | Microsoft CORP | +0.5% | +153.49% | 加仓 |
| 12 | SJM | Jm Smucker Co/the | +0.5% | +1348.91% | 加仓 |
| 13 | PRU | Prudential Financial INC | +0.4% | +74.31% | 加仓 |
| 14 | S9Q | Spirit Aerosystems Hold-cl A | +0.4% | +360.87% | 加仓 |
| 15 | AA | Alcoa CORP | +0.4% | +9953.85% | 加仓 |
| 16 | MU | Micron Technology INC | +0.4% | +170.02% | 加仓 |
| 17 | ESNT | Essent Group Ltd. | +0.4% | +321.24% | 加仓 |
| 18 | ABBV | Abbvie INC | +0.4% | +103.49% | 加仓 |
| 19 | TOL | Toll Brothers INC | +0.3% | +1553.26% | 加仓 |
| 20 | CMI | Cummins INC | +0.3% | +375.97% | 加仓 |
| 21 | VZ | Verizon Communications INC | +0.3% | +34.45% | 加仓 |
| 22 | EME | Emcor Group INC | +0.3% | +2201.03% | 加仓 |
| 23 | ✓ | Leucadia Natl CORP | +0.2% | +3344.12% | 加仓 |
| 24 | ITUB | Itau Unibanco H-spon Prf Adr | -0.3% | -93.53% | 减仓 |
| 25 | MCK | Mckesson CORP | -0.3% | -75.77% | 减仓 |
| 26 | CNP | Centerpoint Energy INC | -0.3% | -31.55% | 减仓 |
| 27 | CI | The Cigna Group | -0.3% | -37.18% | 减仓 |
| 28 | CNC | Centene CORP | -0.4% | -50.21% | 减仓 |
| 29 | VOYA | Voya Financial INC | -0.4% | -96.71% | 减仓 |
| 30 | BG | Bunge Global SA | -0.4% | -88.52% | 减仓 |
| 31 | GILD | Gilead Sciences INC | -0.4% | -6.73% | 减仓 |
| 32 | META | Meta Platforms Inc-class A | -0.4% | -12.59% | 减仓 |
| 33 | CDNS | Cadence Design Sys INC | -0.4% | -93.94% | 减仓 |
| 34 | BABA | Alibaba Group Holding-sp Adr | -0.4% | -18.88% | 减仓 |
| 35 | AIG | American International Group | -0.4% | -73.69% | 减仓 |
| 36 | CMCSA | Comcast Corp-class A | -0.4% | -35.79% | 减仓 |
| 37 | ✓ | Xl Group LTD Com | -0.5% | -55.24% | 减仓 |
| 38 | HUM | Humana INC | -0.5% | -90.48% | 减仓 |
| 39 | COF | Capital One Financial CORP | -0.5% | -71.26% | 减仓 |
| 40 | BAX | Baxter International INC | -0.7% | -47.29% | 减仓 |
| 41 | ORCL | Oracle CORP | -0.9% | -73.37% | 减仓 |
| 42 | JNP | Juniper Networks INC | -0.9% | -90.15% | 减仓 |
| 43 | AAPL | Apple INC | -0.9% | -59.69% | 减仓 |
| 44 | CTXSEUR | Citrix Systems INC | — | EXIT | 清仓 |
| 45 | ✓ | Whiting Petroleum Corp. | — | EXIT | 清仓 |
| 46 | WLLEUR | Whiting Petroleum CORP | — | NEW | 新建仓 |
| 47 | BIDU | Baidu INC - Spon Adr | — | EXIT | 清仓 |
| 48 | MO | Altria Group INC | — | EXIT | 清仓 |
| 49 | EFA | Ishares Msci Eafe ETF | — | EXIT | 清仓 |
| 50 | TCO | Taubman Centers INC | — | EXIT | 清仓 |
FAQ
Numeric Investors LLC 是什么机构？属于哪种投资人类型？
Numeric Investors LLC 是一家投资管理机构，每季依规定向 SEC 申报 Form 13F，披露其在美国上市股票的持仓信息。根据最新一期申报（2017-12-31），该机构追踪的股票投资组合估值约为 US$137.4亿，分布在 1047 个已申报仓位之中。
Numeric Investors LLC 目前前几大持股有哪些？
根据最新 13F 申报，Numeric Investors LLC 按市值排列的前几大持股为：
1. Meta Platforms Inc-class A (META) — US$3.1亿 (2.2%)
2. Citigroup INC (C) — US$2.8亿 (2.0%)
3. Ameriprise Financial INC (AMP) — US$2.6亿 (1.9%)
4. Morgan Stanley (MS) — US$2.6亿 (1.9%)
5. Allstate CORP (ALL) — US$2.3亿 (1.7%)
Numeric Investors LLC 在最新一期 13F 申报中做了哪些操作？
在最新申报季度中，Numeric Investors LLC 共进行了 50 项显著调整：新建仓 1 个仓位、加仓 23 个既有持股、减仓 20 个仓位，并完全清仓 6 个持股。 其中幅度最大的异动：清仓: Citrix Systems INC (CTXSEUR); 清仓: Whiting Petroleum Corp.; 新建仓: Whiting Petroleum CORP (WLLEUR); 清仓: Baidu INC - Spon Adr (BIDU); 清仓: Altria Group INC (MO)
Numeric Investors LLC 主要集中投资哪些行业板块？
根据目前已申报的股票投资组合，Numeric Investors LLC 的主要板块分布如下：
• Information Technology: 21.7%
• Financials: 21.6%
• Communication Services: 19.1%
• Health Care: 14.9%
• Consumer Discretionary: 8.0%
• Industrials: 5.8%