Quantitative Systematic Strategies LLC — Q2 2018 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q2 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

Total reported value

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Full holdings list this quarter

Showing top 200 holdings (of 606 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	V	Visa Inc-class A Shares	Stock-Financials	0.93%	—	+52.63%
2	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.87%	—	+16.86%
3	HIG	Hartford Insurance Group INC	Stock-Financials	0.80%	—	+98.79%
4	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.80%	—	+60.84%
5	ABT	Abbott Laboratories	Stock-Healthcare	0.77%	—	+47.96%
6	FIS	Fidelity National Info Serv	Stock-Tech	0.76%	—	+136.88%
7	ALL	Allstate CORP	Stock-Financials	0.75%	—	+683.69%
8	AMZN	Amazon.com INC	Stock-Consumer Disc	0.71%	—	+85.06%
9	PM	Philip Morris International	Stock-Consumer Staples	0.69%	—	+22.56%
10	ELV	Elevance Health INC	Stock-Healthcare	0.68%	—	-7.74%
11	BAC	Bank Of America CORP	Stock-Financials	0.66%	—	+457.31%
12	WFC	Wells Fargo & Co	Stock-Financials	0.65%	—	+0.71%
13	H	Hyatt Hotels CORP - Cl A	Stock-Consumer Disc	0.65%	—	+73.58%
14	MTB	M & T Bank CORP	Stock-Financials	0.63%	—	+242.83%
15	SWK	Stanley Black & Decker INC	Stock-Industrials	0.62%	—	+87.93%
16	SIVBEUR	Svb Financial Group	Stock-Other	0.62%	—	+70.26%
17	LEA	Lear CORP	Stock-Consumer Disc	0.62%	—	+87.41%
18	HON	Honeywell International INC	Stock-Industrials	0.61%	—	+1045.77%
19	MSFT	Microsoft CORP	Stock-Tech	0.61%	—	+22.04%
20	WCN	Waste Connections INC	Stock-Industrials	0.60%	—	+213.90%
21	ADP	Automatic Data Processing	Stock-Tech	0.56%	—	+26.81%
22	HIW	Highwoods Properties INC	Stock-Real Estate	0.56%	—	+113.10%
23	AJG	Arthur J Gallagher & Co	Stock-Financials	0.56%	—	+321.07%
24	NSC	Norfolk Southern CORP	Stock-Industrials	0.55%	—	+97.46%
25	MRK	Merck & Co. INC.	Stock-Healthcare	0.55%	—	+56.25%
26	CMA	Comerica INC	Stock-Other	0.53%	—	+214.47%
27	ELS	Equity Lifestyle Properties	Stock-Real Estate	0.51%	—	—
28	SPGI	S&p Global INC	Stock-Financials	0.51%	—	+48.40%
29	JPM	Jpmorgan Chase & Co	Stock-Financials	0.49%	—	—
30	STL	Sterling Bancorp/de	Stock-Other	0.49%	—	+12.45%
31	HLT	Hilton Worldwide Holdings In	Stock-Consumer Disc	0.49%	—	—
32	CITUSD	Cit Group INC	Stock-Other	0.48%	—	—
33	✓	Iberiabank CORP	Stock-Other	0.48%	—	+13.88%
34	ASML	ASML Holding N.V.	Stock-Tech	0.48%	—	+131.52%
35	BAX	Baxter International INC	Stock-Healthcare	0.48%	—	-16.16%
36	RDS-A	Shell Plc-spon Adr-a	Stock-Other	0.48%	—	+543.94%
37	ASB	Associated Banc-corp	Stock-Financials	0.47%	—	+164.22%
38	DREUSD	Duke Realty CORP	Stock-Other	0.47%	—	+30.64%
39	CPT	Camden Property Trust	Stock-Real Estate	0.47%	—	-8.02%
40	KEY	Keycorp	Stock-Financials	0.47%	—	—
41	DD	DuPont de Nemours, Inc.	Stock-Other	0.45%	—	+93.31%
42	ICE	Intercontinental Exchange In	Stock-Financials	0.45%	—	+230.48%
43	AMP	Ameriprise Financial INC	Stock-Financials	0.44%	—	+416.01%
44	UAL	United Airlines Holdings INC	Stock-Industrials	0.44%	—	+130.25%
45	RVTY	Revvity INC	Stock-Healthcare	0.43%	—	+13.10%
46	TMUS	T-mobile US INC	Stock-Comm Services	0.43%	—	+316.85%
47	ATHS	Athene Holding Ltd. 7.250% Fixe	Stock-Other	0.43%	—	+407.08%
48	META	Meta Platforms Inc-class A	Stock-Comm Services	0.42%	—	+76.35%
49	REG	Regency Centers CORP	Stock-Real Estate	0.42%	—	+12.13%
50	MA	Mastercard INC - A	Stock-Financials	0.41%	—	+77.64%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q2 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ALL	Allstate CORP	+0.6%	+683.69%	Add
2	HON	Honeywell International INC	+0.6%	+1045.77%	Add
3	BAC	Bank Of America CORP	+0.5%	+457.31%	Add
4	FIS	Fidelity National Info Serv	+0.4%	+136.88%	Add
5	MTB	M & T Bank CORP	+0.4%	+242.83%	Add
6	AJG	Arthur J Gallagher & Co	+0.4%	+321.07%	Add
7	RDS-A	Shell Plc-spon Adr-a	+0.4%	+543.94%	Add
8	WCN	Waste Connections INC	+0.4%	+213.90%	Add
9	HIG	Hartford Insurance Group INC	+0.3%	+98.79%	Add
10	AMZN	Amazon.com INC	+0.3%	+85.06%	Add
11	AMP	Ameriprise Financial INC	+0.3%	+416.01%	Add
12	CMA	Comerica INC	+0.3%	+214.47%	Add
13	ATHS	Athene Holding Ltd. 7.250% Fixe	+0.3%	+407.08%	Add
14	AME	Ametek INC	+0.3%	+838.20%	Add
15	TMUS	T-mobile US INC	+0.3%	+316.85%	Add
16	HIW	Highwoods Properties INC	+0.3%	+113.10%	Add
17	WEX	Wex INC	+0.3%	+301.20%	Add
18	V	Visa Inc-class A Shares	+0.3%	+52.63%	Add
19	ICE	Intercontinental Exchange In	+0.3%	+230.48%	Add
20	ASB	Associated Banc-corp	+0.3%	+164.22%	Add
21	SIVBEUR	Svb Financial Group	+0.3%	+70.26%	Add
22	ETN	Eaton Corporation plc	-0.4%	-61.38%	Trim
23	CCL1EUR	Carnival CORP LTD	-0.4%	-54.38%	Trim
24	COST	Costco Wholesale CORP	-0.4%	-70.06%	Trim
25	HD	Home Depot INC	-0.5%	-55.03%	Trim
26	PEP	Pepsico INC	—	EXIT	Sold out
27	PH	Parker Hannifin CORP	—	EXIT	Sold out
28	ELS	Equity Lifestyle Properties	—	NEW	New buy
29	NLYEUR	Annaly Capital Management In	—	EXIT	Sold out
30	JPM	Jpmorgan Chase & Co	—	NEW	New buy
31	HLT	Hilton Worldwide Holdings In	—	NEW	New buy
32	CITUSD	Cit Group INC	—	NEW	New buy
33	KEY	Keycorp	—	NEW	New buy
34	FE	Firstenergy CORP	—	NEW	New buy
35	LMEUR	Legg Mason INC	—	NEW	New buy
36	DAL	Delta Air Lines INC	—	EXIT	Sold out
37	UMPQUSD	Umpqua Holdings CORP	—	EXIT	Sold out
38	LAZ	Lazard, Inc.	—	NEW	New buy
39	DIS	Walt Disney Co/the	—	NEW	New buy
40	LNT	Alliant Energy CORP	—	EXIT	Sold out
41	ACN	Accenture plc	—	EXIT	Sold out
42	XECEUR	Cimarex Energy Co	—	EXIT	Sold out
43	APTV	Aptiv PLC	—	NEW	New buy
44	CUZ	Cousins Properties Incorporated	—	EXIT	Sold out
45	SHW	Sherwin-williams Co/the	—	NEW	New buy
46	CYEUR	Cypress Semiconductor CORP	—	NEW	New buy
47	AMT	American Tower CORP	—	EXIT	Sold out
48	HDSUSD	Hd Supply Holdings INC	—	NEW	New buy
49	VIAV	Viavi Solutions INC	—	NEW	New buy
50	JNP	Juniper Networks INC	—	NEW	New buy