Quantitative Systematic Strategies LLC — Q4 2016 13F 持股

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q4 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

申報總市值

—

← 回到最新季度

本季完整持股清單

僅顯示前 200 大持股（共 289 檔）

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	JNJ	Johnson & Johnson	股票-醫療保健	0.95%	—	+90.28%
2	AME	Ametek INC	股票-工業	0.89%	—	+50.32%
3	TGT	Target CORP	股票-循環性消費	0.88%	—	—
4	RPAIUSD	Retail Properties Of Ame - A	股票-其他	0.87%	—	+16.77%
5	HON	Honeywell International INC	股票-工業	0.86%	—	-18.93%
6	GM	General Motors Co	股票-循環性消費	0.86%	—	+73.10%
7	ABT	Abbott Laboratories	股票-醫療保健	0.84%	—	+15.13%
8	MSFT	Microsoft CORP	股票-科技	0.83%	—	-13.64%
9	GOOGL	Alphabet Inc-cl A	股票-通訊服務	0.79%	—	-30.26%
10	QCOM	Qualcomm INC	股票-科技	0.79%	—	+70.69%
11	DOW	Dow Chem Co	股票-原物料	0.78%	—	—
12	HDSUSD	Hd Supply Holdings INC	股票-其他	0.77%	—	+396.16%
13	SHW	Sherwin-williams Co/the	股票-原物料	0.75%	—	+216.37%
14	BSX	Boston Scientific CORP	股票-醫療保健	0.74%	—	-12.15%
15	✓	Dct Industrial Trust INC	股票-其他	0.73%	—	+59.93%
16	✓	General Growth Pptys INC New	股票-其他	0.73%	—	-3.76%
17	SPGI	S&p Global INC	股票-金融	0.73%	—	+1.75%
18	TWXCHF	Time Warner INC	股票-其他	0.72%	—	+45.77%
19	WHR	Whirlpool CORP	股票-循環性消費	0.71%	—	—
20	✓		股票-其他	0.71%	—	+86.66%
21	DKS	Dick's Sporting Goods INC	股票-循環性消費	0.71%	—	+21.35%
22	BRO	Brown & Brown INC	股票-金融	0.71%	—	—
23	✓	Shire PLC	股票-其他	0.70%	—	+39.21%
24	WY	Weyerhaeuser Co	股票-房地產	0.70%	—	—
25	DAL	Delta Air Lines INC	股票-工業	0.69%	—	—
26	✓		股票-其他	0.69%	—	+27.62%
27	KMX	Carmax INC	股票-循環性消費	0.68%	—	+379.65%
28	EQR	Equity Residential	股票-房地產	0.68%	—	—
29	MRK	Merck & Co. INC.	股票-醫療保健	0.67%	—	-45.65%
30	APC3EUR	Anadarko Petroleum CORP	股票-其他	0.67%	—	-3.92%
31	ORI	Old Republic Intl CORP	股票-金融	0.66%	—	+178.63%
32	TPR	Tapestry, Inc.	股票-循環性消費	0.63%	—	-12.89%
33	TMUS	T-mobile US INC	股票-通訊服務	0.63%	—	-45.91%
34	GD	General Dynamics CORP	股票-工業	0.63%	—	+51.03%
35	CSX	Csx CORP	股票-工業	0.61%	—	-33.36%
36	BERYEUR	Berry Global Group INC	股票-其他	0.60%	—	+9.12%
37	STAYUSD	Extended Stay America INC	股票-其他	0.59%	—	+328.73%
38	SAVEEUR	Spirit Airlines INC	股票-其他	0.58%	—	-37.44%
39	DECK	Deckers Outdoor CORP	股票-循環性消費	0.58%	—	—
40	AAP	Advance Auto Parts INC	股票-循環性消費	0.58%	—	-28.82%
41	✓		股票-其他	0.57%	—	—
42	LUV	Southwest Airlines Co	股票-工業	0.56%	—	-44.04%
43	PXDEUR	Pioneer Natural Resources Co	股票-其他	0.55%	—	-10.57%
44	BABA	Alibaba Group Holding-sp Adr	股票-循環性消費	0.54%	—	-1.51%
45	UAL	United Airlines Holdings INC	股票-工業	0.54%	—	—
46	FIVE	Five Below	股票-循環性消費	0.53%	—	—
47	VOYA	Voya Financial INC	股票-金融	0.53%	—	-25.96%
48	AXP	American Express Company	股票-金融	0.52%	—	—
49	BG	Bunge Global SA	股票-非循環性消費	0.52%	—	—
50	RCL	Royal Caribbean Cruises Ltd.	股票-循環性消費	0.52%	—	—

1–50 of 200

本季持股變動

Quantitative Systematic Strategies LLC 於截至 Q4 2016 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	HDSUSD	Hd Supply Holdings INC	+0.7%	+396.16%	加碼
2	KMX	Carmax INC	+0.6%	+379.65%	加碼
3	SHW	Sherwin-williams Co/the	+0.5%	+216.37%	加碼
4	SLB	Slb LTD	-0.5%	-68.30%	減碼
5	META	Meta Platforms Inc-class A	-0.5%	-83.83%	減碼
6	✓	Xl Group LTD Com	-0.5%	-78.78%	減碼
7	MRK	Merck & Co. INC.	-0.5%	-45.65%	減碼
8	WMT	Walmart INC	-0.6%	-71.37%	減碼
9	TJX	Tjx Companies INC	-0.8%	-85.93%	減碼
10	V	Visa Inc-class A Shares	—	EXIT	清倉
11	GLW	Corning INC	—	EXIT	清倉
12	YUM	Yum! Brands INC	—	EXIT	清倉
13	TSN	Tyson Foods Inc-cl A	—	EXIT	清倉
14	TGT	Target CORP	—	NEW	新建倉
15	DOW	Dow Chem Co	—	NEW	新建倉
16	HAS	Hasbro INC	—	EXIT	清倉
17	AN	Autonation INC	—	EXIT	清倉
18	WHR	Whirlpool CORP	—	NEW	新建倉
19	BRO	Brown & Brown INC	—	NEW	新建倉
20	WY	Weyerhaeuser Co	—	NEW	新建倉
21	DAL	Delta Air Lines INC	—	NEW	新建倉
22	EW	Edwards Lifesciences CORP	—	EXIT	清倉
23	EQR	Equity Residential	—	NEW	新建倉
24	CI	The Cigna Group	—	EXIT	清倉
25	CVX	Chevron CORP	—	EXIT	清倉
26	BALL	Ball CORP	—	EXIT	清倉
27	AMAT	Applied Materials INC	—	EXIT	清倉
28	MIKUSD	Michaels Cos Inc/the	—	EXIT	清倉
29	✓	Whole Foods Mkt INC	—	EXIT	清倉
30	DECK	Deckers Outdoor CORP	—	NEW	新建倉
31	BIIB	Biogen INC	—	EXIT	清倉
32	JWNUSD	Nordstrom INC	—	EXIT	清倉
33	PVH	Pvh CORP	—	EXIT	清倉
34	✓		—	NEW	新建倉
35	DUK	Duke Energy CORP	—	EXIT	清倉
36	DPZ	Domino's Pizza INC	—	EXIT	清倉
37	UAL	United Airlines Holdings INC	—	NEW	新建倉
38	ALK	Alaska Air Group INC	—	EXIT	清倉
39	ORLY	O'reilly Automotive INC	—	EXIT	清倉
40	✓	Yahoo INC	—	EXIT	清倉
41	FIVE	Five Below	—	NEW	新建倉
42	M	Macy's INC	—	EXIT	清倉
43	AXP	American Express Company	—	NEW	新建倉
44	BG	Bunge Global SA	—	NEW	新建倉
45	RCL	Royal Caribbean Cruises Ltd.	—	NEW	新建倉
46	✓	Panera Bread Co	—	NEW	新建倉
47	ELV	Elevance Health INC	—	NEW	新建倉
48	PDCOEUR	Patterson Cos INC	—	EXIT	清倉
49	KSUEUR	Kansas City Southern	—	EXIT	清倉
50	CLRUSD	Continental Resources Inc/ok	—	EXIT	清倉