Numeric Investors LLC

All Holdings — 2017 Q4

AI Portfolio Summary
In 2017 Q4, Numeric Investors LLC maintained a portfolio of 1290 distinct positions. They heavily accumulated shares in AMERIPRISE FINL INC, increasing their position by 37.0%. The fund also reduced its exposure to APPLE INC by 59.7%.
PCA Score Concentration Risk
Risk ENB
Total Positions
1290
Quarter
2017 Q4
Top Holding
META (2.2%)
Top 10 Concentration
17.7%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
Showing 1-50 of 1290
Stock History Sector / Type Port % Prev % Rank / Prev Conviction Change % Change Influence Shares Mkt Value Avg Cost Price Held 1st Owned Source Source Date Date Reported
META
FACEBOOK INC
Communication Services 2.24% 2.62% #1
Prev: #1
3.4 -251,500 -12.6%
P
S
1,746,800 $308,240,000 2013 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
C
CITIGROUP INC
Financial Services 2.01% 2.29% #2
Prev: #2
2.8 -372,900 -9.1%
P
S
3,714,179 $276,372,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
AMP
AMERIPRISE FINL...
Financial Services 1.87% 1.26% #3 9
Prev: #12
4.2 408,662 37.0%
P
S
1,513,175 $256,438,000 2008 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
MS
MORGAN STANLEY
Financial Services 1.86% 2.01% #4 1
Prev: #3
1.7 -563,900 -10.4%
P
S
4,877,760 $255,936,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
ALL
ALLSTATE CORP
Financial Services 1.71% 1.98% #5 1
Prev: #4
1.7 -559,450 -20.0%
P
S
2,240,945 $234,649,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
TSN
TYSON FOODS INC
Consumer Defensive 1.65% 1.60% #6 2
Prev: #8
1.2 -160,400 -5.4%
P
S
2,798,067 $226,839,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
GS
GOLDMAN SACHS G...
Financial Services 1.64% 0.58% #7 31
Prev: #38
3.7 566,864 178.3%
P
S
884,822 $225,417,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
BA
BOEING CO
Industrials 1.61% 1.83% #8 3
Prev: #5
1.1 -187,330 -20.0%
P
S
749,329 $220,985,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
WBA
WALGREENS BOOTS...
Unknown 1.59% 0.40% #9 49
Prev: #58
3.6 2,331,087 346.8%
P
S
3,003,187 $218,091,000 2014 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
ESRX
EXPRESS SCRIPTS...
Unknown 1.52% 1.05% #10 8
Prev: #18
3.1 654,800 30.5%
P
S
2,804,500 $209,328,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
ADBE
ADOBE SYS INC
Technology 1.52% 0.89% #11 12
Prev: #23
3.6 417,900 54.0%
P
S
1,191,962 $208,879,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
MDT
MEDTRONIC PLC
Healthcare 1.50% 0.39% #12 50
Prev: #62
3.6 1,909,902 294.4%
P
S
2,558,700 $206,615,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
GILD
GILEAD SCIENCES...
Healthcare 1.34% 1.72% #13 7
Prev: #6
1.0 -185,700 -6.7%
P
S
2,571,705 $184,237,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
GOOGL
ALPHABET INC
Communication Services 1.28% 0.80% #14 11
Prev: #25
3.5 60,940 57.2%
P
S
167,530 $176,476,000 2015 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
BABA
ALIBABA GROUP H...
Consumer Cyclical 1.28% 1.67% #15 8
Prev: #7
1.0 -237,600 -18.9%
P
S
1,020,600 $175,982,000 2016 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
INTU
INTUIT
Technology 1.26% 0.45% #16 35
Prev: #51
3.5 687,768 167.0%
P
S
1,099,690 $173,509,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
STZ
CONSTELLATION B...
Consumer Defensive 1.12% 1.30% #17 6
Prev: #11
0.4 -175,575 -20.7%
P
S
673,796 $154,010,000 2008 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
RCL
ROYAL CARIBBEAN...
Consumer Cyclical 1.04% 0.92% #18 3
Prev: #21
2.4 193,850 19.2%
P
S
1,203,350 $143,536,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
AMAT
APPLIED MATLS I...
Technology 1.02% 1.23% #19 6
Prev: #13
0.9 -336,200 -11.0%
P
S
2,733,073 $139,715,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
CCL
CARNIVAL CORP
Consumer Cyclical 1.02% 1.12% #20 5
Prev: #15
0.9 -156,900 -6.9%
P
S
2,104,900 $139,702,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
STT
STATE STR CORP
Financial Services 1.01% 0.44% #21 31
Prev: #52
3.4 822,200 137.7%
P
S
1,419,300 $138,538,000 2008 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
LEA
LEAR CORP
Consumer Cyclical 1.00% 1.09% #22 6
Prev: #16
0.9 -45,300 -5.5%
P
S
774,584 $136,838,000 2007 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
VZ
VERIZON COMMUNI...
Communication Services 1.00% 0.73% #23 7
Prev: #30
2.9 662,100 34.4%
P
S
2,584,075 $136,775,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
PRU
PRUDENTIAL FINL...
Financial Services 0.98% 0.55% #24 17
Prev: #41
3.4 498,000 74.3%
P
S
1,168,200 $134,320,000 2008 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
GOOG
ALPHABET INC
Communication Services 0.88% 0.83% #25 1
Prev: #24
0.9 3,578 3.2%
P
S
115,583 $120,946,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
COP
CONOCOPHILLIPS
Energy 0.85% 0.35% #26 39
Prev: #65
3.3 1,227,600 134.6%
P
S
2,139,500 $117,437,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
AMGN
AMGEN INC
Healthcare 0.85% 1.02% #27 8
Prev: #19
0.8 -37,589 -5.3%
P
S
673,863 $117,185,000 2006 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
TSM
TAIWAN SEMICOND...
Technology 0.82% 0.68% #28 5
Prev: #33
2.8 504,000 21.5%
P
S
2,846,638 $112,869,000 2010 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
ALSN
ALLISON TRANSMI...
Consumer Cyclical 0.79% 0.63% #29 5
Prev: #34
2.3 359,283 16.6%
P
S
2,526,369 $108,811,000 2013 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
AMXN
AMERICA MOVIL S...
Unknown 0.78% 0.78% #30 4
Prev: #26
2.3 516,734 9.1%
P
S
6,226,269 $106,781,000 2010 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
BAX
BAXTER INTL INC
Healthcare 0.77% 1.49% #31 21
Prev: #10
0.3 -1,459,800 -47.3%
P
S
1,626,807 $105,157,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
CFG
CITIZENS FINL G...
Financial Services 0.76% 0.57% #32 7
Prev: #39
2.8 529,200 27.2%
P
S
2,473,756 $103,848,000 2014 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
JNJ
JOHNSON & JOHNS...
Healthcare 0.74% 0.53% #33 11
Prev: #44
2.8 194,500 36.8%
P
S
723,300 $101,059,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
MSFT
MICROSOFT CORP
Technology 0.73% 0.26% #34 53
Prev: #87
3.3 706,600 153.5%
P
S
1,166,970 $99,823,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
CMCSA
COMCAST CORP NE...
Communication Services 0.69% 1.09% #35 18
Prev: #17
0.3 -1,312,800 -35.8%
P
S
2,355,580 $94,341,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
ABBV
ABBVIE INC
Healthcare 0.66% 0.31% #36 33
Prev: #69
3.3 474,500 103.5%
P
S
933,000 $90,230,000 2013 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
AAPL
APPLE INC
Technology 0.65% 1.54% #37 28
Prev: #9
0.3 -777,468 -59.7%
P
S
525,067 $88,857,000 2007 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
MU
MICRON TECHNOLO...
Technology 0.61% 0.23% #38 62
Prev: #100
3.2 1,290,300 170.0%
P
S
2,049,200 $84,263,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
CAG
CONAGRA BRANDS ...
Consumer Defensive 0.59% 0.61% #39 3
Prev: #36
0.7 -176,000 -7.5%
P
S
2,165,100 $81,559,000 2007 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
CI
CIGNA CORPORATI...
Healthcare 0.58% 0.90% #40 18
Prev: #22
0.2 -232,500 -37.2%
P
S
392,902 $79,794,000 2006 Q2 13F Filing 2017-12-31 2018-02-14 (Est.)
SPR
SPIRIT AEROSYST...
Industrials 0.52% 0.11% #41 136
Prev: #177
3.2 645,900 360.9%
P
S
824,883 $71,971,000 2007 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
YY
YY INC
Unknown 0.52% 0.45% #42 7
Prev: #49
0.7 -52,059 -7.7%
P
S
626,340 $70,814,000 2016 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
BSBR
BANCO SANTANDER...
Financial Services 0.50% 0.43% #43 10
Prev: #53
2.2 704,300 10.9%
P
S
7,176,036 $69,392,000 2010 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
SF.SW
SANDERSON FARMS...
Unknown 0.50% 0.61% #44 7
Prev: #37
0.7 11,400 2.3%
P
S
499,915 $69,378,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
ESNT
ESSENT GROUP LT...
Financial Services 0.50% 0.12% #45 119
Prev: #164
3.2 1,197,581 321.2%
P
S
1,570,381 $68,186,000 2015 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
CNP
CENTERPOINT ENE...
Utilities 0.49% 0.78% #46 19
Prev: #27
0.2 -1,089,600 -31.6%
P
S
2,363,903 $67,040,000 2007 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
AGO
ASSURED GUARANT...
Financial Services 0.48% 0.62% #47 12
Prev: #35
0.7 -194,200 -9.1%
P
S
1,949,536 $66,031,000 2006 Q4 13F Filing 2017-12-31 2018-02-14 (Est.)
SJM
SMUCKER J M CO
Consumer Defensive 0.48% 0.03% #48 417
Prev: #465
3.2 493,700 1348.9%
P
S
530,300 $65,884,000 2006 Q3 13F Filing 2017-12-31 2018-02-14 (Est.)
MAN
MANPOWERGROUP I...
Industrials 0.47% 0.49% #49 4
Prev: #45
0.7 -35,200 -6.4%
P
S
510,931 $64,434,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
VLO
VALERO ENERGY C...
Energy 0.46% 0.34% #50 16
Prev: #66
2.2 110,156 19.2%
P
S
685,353 $62,991,000 2006 Q1 13F Filing 2017-12-31 2018-02-14 (Est.)
Showing 1-50 of 1290 holdings

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