Quantitative Systematic Strategies LLC — Q1 2018 13F 持股

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2018
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 611 檔）

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	CL	Colgate-palmolive Co	股票-非循環性消費	0.96%	—	+22.86%
2	HD	Home Depot INC	股票-循環性消費	0.81%	—	—
3	PM	Philip Morris International	股票-非循環性消費	0.80%	—	+56.55%
4	ELV	Elevance Health INC	股票-醫療保健	0.78%	—	+156.86%
5	WFC	Wells Fargo & Co	股票-金融	0.71%	—	+265.44%
6	ESRT	Empire State Realty Trust-a	股票-其他	0.68%	—	+100.96%
7	PEP	Pepsico INC	股票-非循環性消費	0.67%	—	+30.54%
8	V	Visa Inc-class A Shares	股票-金融	0.64%	—	-10.42%
9	PH	Parker Hannifin CORP	股票-工業	0.64%	—	+677.84%
10	COST	Costco Wholesale CORP	股票-非循環性消費	0.62%	—	—
11	ABT	Abbott Laboratories	股票-醫療保健	0.59%	—	+7.04%
12	MDLZ	Mondelez International Inc-a	股票-非循環性消費	0.59%	—	+17.86%
13	CCL1EUR	Carnival CORP LTD	股票-循環性消費	0.58%	—	—
14	BAX	Baxter International INC	股票-醫療保健	0.58%	—	+46.81%
15	NLYEUR	Annaly Capital Management In	股票-其他	0.58%	—	+80.97%
16	ETN	Eaton Corporation plc	股票-工業	0.55%	—	+836.51%
17	CPT	Camden Property Trust	股票-房地產	0.54%	—	+146.41%
18	VLY	Valley National Bancorp	股票-金融	0.53%	—	+1.41%
19	MSFT	Microsoft CORP	股票-科技	0.53%	—	-12.88%
20	VZ	Verizon Communications INC	股票-通訊服務	0.52%	—	+582.65%
21	ADBE	Adobe INC	股票-科技	0.52%	—	+131.66%
22	✓	Iberiabank CORP	股票-其他	0.50%	—	+17.73%
23	STL	Sterling Bancorp/de	股票-其他	0.48%	—	+15.59%
24	PRU	Prudential Financial INC	股票-金融	0.48%	—	+162.53%
25	APC3EUR	Anadarko Petroleum CORP	股票-其他	0.47%	—	+30.01%
26	HIG	Hartford Insurance Group INC	股票-金融	0.47%	—	—
27	BCE	Bce INC	股票-通訊服務	0.47%	—	+650.15%
28	TEL	TE Connectivity plc	股票-科技	0.47%	—	+165.99%
29	AZO	Autozone INC	股票-循環性消費	0.46%	—	+20.29%
30	PACWUSD	Pacwest Bancorp	股票-其他	0.46%	—	+17.62%
31	RVTY	Revvity INC	股票-醫療保健	0.46%	—	+28.49%
32	COF	Capital One Financial CORP	股票-金融	0.46%	—	+27.05%
33	NOC	Northrop Grumman CORP	股票-工業	0.46%	—	—
34	ORI	Old Republic Intl CORP	股票-金融	0.46%	—	-12.65%
35	VMC	Vulcan Materials Co	股票-原物料	0.45%	—	+43.33%
36	PNW	Pinnacle West Capital Corporation	股票-公用事業	0.45%	—	+98.10%
37	SWK	Stanley Black & Decker INC	股票-工業	0.44%	—	+8.88%
38	GOOGL	Alphabet Inc-cl A	股票-通訊服務	0.44%	—	-15.84%
39	GM	General Motors Co	股票-循環性消費	0.44%	—	+6.08%
40	DAL	Delta Air Lines INC	股票-工業	0.44%	—	+26.95%
41	ADP	Automatic Data Processing	股票-科技	0.43%	—	+111.04%
42	BSX	Boston Scientific CORP	股票-醫療保健	0.43%	—	-25.28%
43	USFD	US Foods Holding CORP	股票-非循環性消費	0.43%	—	+0.40%
44	BMY	Bristol-myers Squibb Co	股票-醫療保健	0.43%	—	-14.71%
45	H	Hyatt Hotels CORP - Cl A	股票-循環性消費	0.43%	—	+199.35%
46	HAL	Halliburton Co	股票-能源	0.43%	—	+15.60%
47	DUK	Duke Energy CORP	股票-公用事業	0.42%	—	—
48	UMPQUSD	Umpqua Holdings CORP	股票-其他	0.42%	—	+151.67%
49	DG	Dollar General CORP	股票-非循環性消費	0.41%	—	+33.63%
50	AXS	AXIS Capital Holdings Limited	股票-金融	0.41%	—	+196.98%

1–50 of 200

本季持股變動

Quantitative Systematic Strategies LLC 於截至 Q1 2018 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	PH	Parker Hannifin CORP	+0.5%	+677.84%	加碼
2	ETN	Eaton Corporation plc	+0.5%	+836.51%	加碼
3	WFC	Wells Fargo & Co	+0.4%	+265.44%	加碼
4	VZ	Verizon Communications INC	+0.4%	+582.65%	加碼
5	ELV	Elevance Health INC	+0.4%	+156.86%	加碼
6	BCE	Bce INC	+0.4%	+650.15%	加碼
7	ADBE	Adobe INC	+0.3%	+131.66%	加碼
8	SIVBEUR	Svb Financial Group	+0.3%	+610.33%	加碼
9	REG	Regency Centers CORP	+0.3%	+342.18%	加碼
10	CELG	Celgene CORP	+0.3%	+678.69%	加碼
11	TEL	TE Connectivity plc	+0.3%	+165.99%	加碼
12	H	Hyatt Hotels CORP - Cl A	+0.3%	+199.35%	加碼
13	AXS	AXIS Capital Holdings Limited	+0.3%	+196.98%	加碼
14	CPT	Camden Property Trust	+0.3%	+146.41%	加碼
15	PRU	Prudential Financial INC	+0.2%	+162.53%	加碼
16	AXP	American Express Co	-0.4%	-68.69%	減碼
17	AJG	Arthur J Gallagher & Co	-0.4%	-66.99%	減碼
18	RF	Regions Financial CORP	-0.4%	-72.17%	減碼
19	CI	The Cigna Group	-0.4%	-86.11%	減碼
20	CAT	Caterpillar INC	-0.5%	-67.30%	減碼
21	UTXZ	United Tech CORP	-0.5%	-56.05%	減碼
22	FDX	Fedex CORP	-0.5%	-87.04%	減碼
23	CXPUSD	Columbia Property Trust INC	-0.5%	-70.99%	減碼
24	MCD	Mcdonald's CORP	-0.5%	-89.03%	減碼
25	HD	Home Depot INC	—	NEW	新建倉
26	COST	Costco Wholesale CORP	—	NEW	新建倉
27	CCL1EUR	Carnival CORP LTD	—	NEW	新建倉
28	HIG	Hartford Insurance Group INC	—	NEW	新建倉
29	DIS	Walt Disney Co/the	—	EXIT	清倉
30	NOC	Northrop Grumman CORP	—	NEW	新建倉
31	DUK	Duke Energy CORP	—	NEW	新建倉
32	LNT	Alliant Energy CORP	—	NEW	新建倉
33	ACN	Accenture plc	—	NEW	新建倉
34	DLTR	Dollar Tree INC	—	EXIT	清倉
35	AVB	Avalonbay Communities INC	—	NEW	新建倉
36	AMT	TD Ameritrade Holding CORP	—	EXIT	清倉
37	BEN	Franklin Resources INC	—	NEW	新建倉
38	KR	Kroger Co	—	EXIT	清倉
39	AEE	Ameren Corporation	—	NEW	新建倉
40	ARI	Apollo Commercial Real Estat	—	NEW	新建倉
41	CUBE	Cubesmart	—	NEW	新建倉
42	BALL	Ball CORP	—	EXIT	清倉
43	SHW	Sherwin-williams Co/the	—	EXIT	清倉
44	CSX	Csx CORP	—	NEW	新建倉
45	ADI	Analog Devices INC	—	NEW	新建倉
46	BKIEUR	Black Knight INC	—	EXIT	清倉
47	D	Dominion Energy INC	—	NEW	新建倉
48	WTFC	Wintrust Financial CORP	—	NEW	新建倉
49	✓		—	NEW	新建倉
50	JACK	Jack In THE Box INC	—	EXIT	清倉