Quantitative Systematic Strategies LLC — Q3 2018 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q3 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	0.95%	—	-12.99%
2	PRU	Prudential Financial INC	Stock-Financials	0.89%	—	+107.59%
3	TSS	Total System Services INC	Stock-Other	0.86%	—	+195.54%
4	APTV	Aptiv PLC	Stock-Consumer Disc	0.75%	—	+109.03%
5	DREUSD	Duke Realty CORP	Stock-Other	0.74%	—	+54.97%
6	MSFT	Microsoft CORP	Stock-Tech	0.73%	—	+0.75%
7	ELS	Equity Lifestyle Properties	Stock-Real Estate	0.71%	—	+28.74%
8	PM	Philip Morris International	Stock-Consumer Staples	0.69%	—	-3.34%
9	DEI	Douglas Emmett INC	Stock-Other	0.68%	—	—
10	ADP	Automatic Data Processing	Stock-Tech	0.68%	—	+4.18%
11	AVB	Avalonbay Communities INC	Stock-Real Estate	0.68%	—	+161.79%
12	ICE	Intercontinental Exchange In	Stock-Financials	0.66%	—	+38.71%
13	ELV	Elevance Health INC	Stock-Healthcare	0.66%	—	-18.27%
14	HON	Honeywell International INC	Stock-Industrials	0.66%	—	-9.58%
15	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.65%	—	-25.15%
16	WCN	Waste Connections INC	Stock-Industrials	0.64%	—	-2.68%
17	PLD	Prologis INC	Stock-Real Estate	0.62%	—	—
18	SYU1	Synovus Financial CORP	Stock-Other	0.61%	—	—
19	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.59%	—	—
20	CVX	Chevron CORP	Stock-Energy	0.58%	—	+136.62%
21	DXC	Dxc Technology Co	Stock-Tech	0.58%	—	+193.00%
22	AMZN	Amazon.com INC	Stock-Consumer Disc	0.58%	—	-33.33%
23	ABT	Abbott Laboratories	Stock-Healthcare	0.58%	—	-39.87%
24	CDNS	Cadence Design Sys INC	Stock-Tech	0.57%	—	+101.92%
25	ATHS	Athene Holding Ltd. 7.250% Fixe	Stock-Other	0.56%	—	+6.93%
26	SU	Suncor Energy INC	Stock-Energy	0.55%	—	+36.51%
27	A	Agilent Technologies INC	Stock-Healthcare	0.54%	—	+70.33%
28	TGT	Target CORP	Stock-Consumer Disc	0.54%	—	+52.41%
29	HIG	Hartford Insurance Group INC	Stock-Financials	0.54%	—	-33.56%
30	BP	Bp Plc-spons Adr	Stock-Energy	0.53%	—	+78.13%
31	CSX	Csx CORP	Stock-Industrials	0.53%	—	+7.45%
32	MTB	M & T Bank CORP	Stock-Financials	0.53%	—	-16.35%
33	WMT	Walmart INC	Stock-Consumer Staples	0.51%	—	+157.35%
34	KEYS	Keysight Technologies In	Stock-Tech	0.51%	—	—
35	COF	Capital One Financial CORP	Stock-Financials	0.51%	—	+69.01%
36	✓	Ultimate Software Group INC	Stock-Other	0.51%	—	+46.39%
37	ADBE	Adobe INC	Stock-Tech	0.50%	—	+57.97%
38	KHC	Kraft Heinz Co/the	Stock-Consumer Staples	0.49%	—	—
39	ETN	Eaton Corporation plc	Stock-Industrials	0.48%	—	+134.07%
40	BKU	Bankunited INC	Stock-Other	0.48%	—	—
41	TXT	Textron INC	Stock-Industrials	0.48%	—	+76.45%
42	CCI	Crown Castle INC	Stock-Real Estate	0.47%	—	+641.92%
43	✓	Forest City Realty Trust- A	Stock-Other	0.47%	—	+50.22%
44	LPTUSD	Liberty Property Trust	Stock-Other	0.47%	—	+66.98%
45	CXPUSD	Columbia Property Trust INC	Stock-Other	0.46%	—	—
46	KO	The Coca-Cola Company	Stock-Consumer Staples	0.46%	—	+18.21%
47	EMR	Emerson Electric Co	Stock-Industrials	0.45%	—	+286.25%
48	AIZ	Assurant INC	Stock-Financials	0.45%	—	+402.36%
49	FE	Firstenergy CORP	Stock-Utilities	0.45%	—	+5.96%
50	UAL	United Airlines Holdings INC	Stock-Industrials	0.45%	—	-22.65%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TSS	Total System Services INC	+0.6%	+195.54%	Add
2	PRU	Prudential Financial INC	+0.5%	+107.59%	Add
3	AVB	Avalonbay Communities INC	+0.4%	+161.79%	Add
4	DXC	Dxc Technology Co	+0.4%	+193.00%	Add
5	APTV	Aptiv PLC	+0.4%	+109.03%	Add
6	CCI	Crown Castle INC	+0.4%	+641.92%	Add
7	AIZ	Assurant INC	+0.4%	+402.36%	Add
8	EMR	Emerson Electric Co	+0.4%	+286.25%	Add
9	MPC	Marathon Petroleum CORP	+0.4%	+483.90%	Add
10	HIW	Highwoods Properties INC	-0.4%	-61.70%	Trim
11	SIVBEUR	Svb Financial Group	-0.4%	-62.65%	Trim
12	ASML	ASML Holding N.V.	-0.4%	-90.57%	Trim
13	LEA	Lear CORP	-0.5%	-66.73%	Trim
14	ALL	Allstate CORP	-0.5%	-69.02%	Trim
15	WFC	Wells Fargo & Co	-0.5%	-77.70%	Trim
16	CL	Colgate-palmolive Co	—	EXIT	Sold out
17	FIS	Fidelity National Info Serv	—	EXIT	Sold out
18	BAC	Bank Of America CORP	—	EXIT	Sold out
19	DEI	Douglas Emmett INC	—	NEW	New buy
20	PLD	Prologis INC	—	NEW	New buy
21	SYU1	Synovus Financial CORP	—	NEW	New buy
22	PG	Procter & Gamble Co/the	—	NEW	New buy
23	AJG	Arthur J Gallagher & Co	—	EXIT	Sold out
24	CMA	Comerica INC	—	EXIT	Sold out
25	KEYS	Keysight Technologies In	—	NEW	New buy
26	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
27	HLT	Hilton Worldwide Holdings In	—	EXIT	Sold out
28	CITUSD	Cit Group INC	—	EXIT	Sold out
29	RDS-A	Shell Plc-spon Adr-a	—	EXIT	Sold out
30	KHC	Kraft Heinz Co/the	—	NEW	New buy
31	ASB	Associated Banc-corp	—	EXIT	Sold out
32	KEY	Keycorp	—	EXIT	Sold out
33	BKU	Bankunited INC	—	NEW	New buy
34	CXPUSD	Columbia Property Trust INC	—	NEW	New buy
35	COR1EUR	Coresite Realty CORP	—	NEW	New buy
36	EXC	Exelon CORP	—	NEW	New buy
37	DG	Dollar General CORP	—	EXIT	Sold out
38	LNT	Alliant Energy CORP	—	NEW	New buy
39	DRH	Diamondrock Hospitality Co	—	NEW	New buy
40	LMEUR	Legg Mason INC	—	EXIT	Sold out
41	LUV	Southwest Airlines Co	—	NEW	New buy
42	FHB	First Hawaiian INC	—	NEW	New buy
43	WTW	Willis Towers Watson Public Limited Company	—	NEW	New buy
44	TIFEUR	Tiffany & Co	—	EXIT	Sold out
45	HD	Home Depot INC	—	EXIT	Sold out
46	PNW	Pinnacle West Capital Corporation	—	EXIT	Sold out
47	EA	Electronic Arts INC	—	EXIT	Sold out
48	AEE	Ameren Corporation	—	EXIT	Sold out
49	RPAIUSD	Retail Properties Of Ame - A	—	NEW	New buy
50	PEP	Pepsico INC	—	NEW	New buy