We are live on !
Find out more
Numeric Investors Portfolio holdings
AUM
$13.7B
Turnover
36.88%
1-Year Est. Return
28.88%
This Fund
S&P 500
This Quarter Est. Return
+6.99%
1 Year Est. Return
+28.88%
3 Year Est. Return
+71.8%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$13.7B
AUM Growth
+$733M
(+5.6%)
Cap. Flow
+$70.1M
Cap. Flow % of AUM
Cap. Flow %
0.51%
Top 10 Holdings %
Top 10 Hldgs %
17.7%
Holding
1,288
New
235
Increased
435
Reduced
369
Closed
240
Avg Time Held
1
year
Top 10 Avg Time Held
0.6
years
Top 20 Avg Time Held
0.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walgreens Boots Alliance
WBA
|
+$164M |
| 2 |
Medtronic
MDT
|
+$153M |
| 3 |
Goldman Sachs
GS
|
+$139M |
| 4 |
Intuit
INTU
|
+$105M |
| 5 |
State Street
STT
|
+$78.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$130M |
| 2 |
Juniper Networks
JNPR
|
+$112M |
| 3 |
Oracle
ORCL
|
+$111M |
| 4 |
Baxter International
BAX
|
+$93.7M |
| 5 |
CTXS
Citrix Systems Inc
CTXS
|
+$89.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.82% |
| 2 | Healthcare | 15.28% |
| 3 | Technology | 12.68% |
| 4 | Consumer Discretionary | 11.57% |
| 5 | Communication Services | 9.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
ConocoPhillips
COP
$175B
| $117M | 0.85% |
2,139,500
+1,227,600
| +135% | +$63.1M |
2016 Q1
7 quarters
|
|
27
Amgen
AMGN
$242B
| $117M | 0.85% |
673,863
-37,589
| -5% | -$6.65M |
2013 Q2
18 quarters
|
|
28
TSMC
TSM
$2.14T
| $113M | 0.82% |
2,846,638
+504,000
| +22% | +$20.4M |
2013 Q4
16 quarters
|
|
29
Allison Transmission
ALSN
$9.05B
| $109M | 0.79% |
2,526,369
+359,283
| +17% | +$14.6M |
2014 Q2
14 quarters
|
|
30
America Movil
AMX
$74.6B
| $107M | 0.78% |
6,226,269
+516,734
| +9% | +$9.01M |
2017 Q1
3 quarters
|
|
|
31
Baxter International
BAX
$13.3B
| $105M | 0.77% |
1,626,807
-1,459,800
| -47% | -$93.7M |
2016 Q4
4 quarters
|
|
32
Citizens Financial Group
CFG
$27.5B
| $104M | 0.76% |
2,473,756
+529,200
| +27% | +$20.7M |
2015 Q2
10 quarters
|
|
33
Johnson & Johnson
JNJ
$644B
| $101M | 0.74% |
723,300
+194,500
| +37% | +$27.1M |
2015 Q4
8 quarters
|
|
34
Microsoft
MSFT
$3.87T
| $100M | 0.73% |
1,166,970
+706,600
| +153% | +$58M |
2013 Q2
18 quarters
|
|
35
Comcast
CMCSA
$81.1B
| $94.3M | 0.69% |
2,355,580
-1,312,800
| -36% | -$49.4M |
2015 Q1
11 quarters
|
|
36
AbbVie
ABBV
$504B
| $90.2M | 0.66% |
933,000
+474,500
| +103% | +$44.7M |
2017 Q2
2 quarters
|
|
|
37
Apple
AAPL
$5.08T
| $88.9M | 0.65% |
2,100,268
-3,109,872
| -60% | -$130M |
2013 Q2
18 quarters
|
|
38
Micron Technology
MU
$969B
| $84.3M | 0.61% |
2,049,200
+1,290,300
| +170% | +$55.6M |
2017 Q3
1 quarter
|
|
39
Conagra Brands
CAG
$7.19B
| $81.6M | 0.59% |
2,165,100
-176,000
| -8% | -$6.25M |
2015 Q3
9 quarters
|
|
40
Cigna
CI
$83.5B
| $79.8M | 0.58% |
392,902
-232,500
| -37% | -$46.3M |
2017 Q1
3 quarters
|
|
41
DELISTED
Spirit AeroSystems
SPR
| $72M | 0.52% |
824,883
+645,900
| +361% | +$53M |
2014 Q2
14 quarters
|
|
42
JOYY Inc
JOYY
$4.09B
| $70.8M | 0.52% |
626,340
-52,059
| -8% | -$5.22M |
2016 Q4
4 quarters
|
|
43
Santander
BSBR
$41.2B
| $69.4M | 0.51% |
7,491,782
+735,290
| +11% | +$6.51M |
2016 Q2
6 quarters
|
|
|
SAFM
44
DELISTED
Sanderson Farms Inc
SAFM
| $69.4M | 0.5% |
499,915
+11,400
| +2% | +$1.76M |
2013 Q2
18 quarters
|
|
45
Essent Group
ESNT
$5.9B
| $68.2M | 0.5% |
1,570,381
+1,197,581
| +321% | +$52.2M |
2016 Q3
5 quarters
|
|
46
CenterPoint Energy
CNP
$27.1B
| $67M | 0.49% |
2,363,903
-1,089,600
| -32% | -$31.8M |
2016 Q1
7 quarters
|
|
47
Assured Guaranty
AGO
$3.09B
| $66M | 0.48% |
1,949,536
-194,200
| -9% | -$7.04M |
2013 Q2
18 quarters
|
|
48
J.M. Smucker
SJM
$14.2B
| $65.9M | 0.48% |
530,300
+493,700
| +1,349% | +$54.9M |
2016 Q2
6 quarters
|
|
49
ManpowerGroup
MAN
$2.17B
| $64.4M | 0.47% |
510,931
-35,200
| -6% | -$4.4M |
2016 Q2
6 quarters
|
|
50
Valero Energy
VLO
$123B
| $63M | 0.46% |
685,353
+110,156
| +19% | +$9.09M |
2013 Q2
18 quarters
|
|
Similar funds
CCMH
Numeric Investors's Q4 2017 Portfolio in Review
As of Q4 2017, Numeric Investors held 1,288 positions worth $13.7B, up 5.6% from $13B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Numeric Investors's Q4 2017 filing shows 235 new, 435 increased, 369 reduced and 240 closed positions. Its largest new stake was PG&E: 615,800 shares worth $27.6M. The largest sale was Apple, an estimated $130M.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 21% a quarter earlier, followed by Healthcare and Technology.
- Numeric Investors's largest Q4 2017 buy was PG&E: 615,800 shares worth $27.6M.
- Numeric Investors added most to Walgreens Boots Alliance in Q4 2017, an estimated $164M increase.
- Numeric Investors's biggest Q4 2017 reduction was Apple, cutting an estimated $130M.
- Numeric Investors fully exited Citrix Systems Inc in Q4 2017, selling an estimated $89.4M.
- Numeric Investors's ten largest holdings make up 18% of its $13.7B portfolio in Q4 2017.
- Numeric Investors opened 235 new positions and closed 240 in Q4 2017.
- Numeric Investors's portfolio value rose 5.6% quarter-over-quarter to $13.7B.
Based on Numeric Investors's 13F filing for Q4 2017, filed 14 Feb 2018.