Quantitative Systematic Strategies LLC — Q4 2018 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q4 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 676 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	V	Visa Inc-class A Shares	Stock-Financials	1.02%	—	+3.44%
2	HIG	Hartford Insurance Group INC	Stock-Financials	0.99%	—	+74.02%
3	ETN	Eaton Corporation plc	Stock-Industrials	0.95%	—	+110.79%
4	TMUS	T-mobile US INC	Stock-Comm Services	0.94%	—	+157.82%
5	SWK	Stanley Black & Decker INC	Stock-Industrials	0.78%	—	+115.46%
6	MTB	M & T Bank CORP	Stock-Financials	0.77%	—	+41.38%
7	CVX	Chevron CORP	Stock-Energy	0.76%	—	+23.22%
8	TJX	Tjx Companies INC	Stock-Consumer Disc	0.75%	—	+290.35%
9	SPGI	S&p Global INC	Stock-Financials	0.72%	—	+163.90%
10	UNP	Union Pacific CORP	Stock-Industrials	0.69%	—	+180.75%
11	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.68%	—	-5.03%
12	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.67%	—	—
13	INTU	Intuit INC	Stock-Tech	0.64%	—	+608.40%
14	ATHS	Athene Holding Ltd. 7.250% Fixe	Stock-Other	0.64%	—	+25.13%
15	HDSUSD	Hd Supply Holdings INC	Stock-Other	0.63%	—	—
16	SYU1	Synovus Financial CORP	Stock-Other	0.63%	—	+25.14%
17	CCI	Crown Castle INC	Stock-Real Estate	0.63%	—	+14.73%
18	✓		Stock-Other	0.59%	—	+837.46%
19	PEP	Pepsico INC	Stock-Consumer Staples	0.59%	—	+48.93%
20	H	Hyatt Hotels CORP - Cl A	Stock-Consumer Disc	0.57%	—	+69.23%
21	T	At&t INC	Stock-Comm Services	0.57%	—	+109.45%
22	WY	Weyerhaeuser Co	Stock-Real Estate	0.57%	—	+1218.05%
23	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.57%	—	+95.46%
24	PRU	Prudential Financial INC	Stock-Financials	0.55%	—	-35.88%
25	MAS	Masco CORP	Stock-Industrials	0.54%	—	—
26	SUI	Sun Communities INC	Stock-Real Estate	0.54%	—	—
27	ELV	Elevance Health INC	Stock-Healthcare	0.52%	—	-29.92%
28	DREUSD	Duke Realty CORP	Stock-Other	0.52%	—	-34.91%
29	LNC	Lincoln National CORP	Stock-Financials	0.51%	—	+296.08%
30	WTW	Willis Towers Watson Public Limited Company	Stock-Financials	0.51%	—	+5.98%
31	AMZN	Amazon.com INC	Stock-Consumer Disc	0.51%	—	-1.32%
32	LPTUSD	Liberty Property Trust	Stock-Other	0.50%	—	-8.10%
33	AXP	American Express Co	Stock-Financials	0.49%	—	+59.07%
34	PXDEUR	Pioneer Natural Resources Co	Stock-Other	0.48%	—	+187.48%
35	XXI	Twenty One Capital, Inc.	Stock-Other	0.48%	—	—
36	CUBE	Cubesmart	Stock-Real Estate	0.46%	—	+110.63%
37	BRO	Brown & Brown INC	Stock-Financials	0.46%	—	—
38	RLJ	Rlj Lodging Trust	Stock-Other	0.45%	—	+98.00%
39	CSX	Csx CORP	Stock-Industrials	0.44%	—	-15.32%
40	AIZ	Assurant INC	Stock-Financials	0.44%	—	—
41	ABT	Abbott Laboratories	Stock-Healthcare	0.44%	—	-34.76%
42	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.43%	—	+59.81%
43	CAT	Caterpillar INC	Stock-Industrials	0.43%	—	+14.67%
44	HTAEUR	Healthcare Trust Of Ame-cl A	Stock-Other	0.43%	—	—
45	MO	Altria Group INC	Stock-Consumer Staples	0.43%	—	—
46	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.42%	—	+18.22%
47	FR	First Industrial Realty Tr	Stock-Real Estate	0.42%	—	+94.06%
48	TSCO	Tractor Supply Company	Stock-Consumer Disc	0.42%	—	—
49	NKE	Nike INC -cl B	Stock-Consumer Disc	0.42%	—	+175.25%
50	ESS	Essex Property Trust INC	Stock-Real Estate	0.41%	—	+31.52%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q4 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TMUS	T-mobile US INC	+0.6%	+157.82%	Add
2	INTU	Intuit INC	+0.6%	+608.40%	Add
3	✓		+0.5%	+837.46%	Add
4	WY	Weyerhaeuser Co	+0.5%	+1218.05%	Add
5	ICE	Intercontinental Exchange In	-0.3%	-54.92%	Trim
6	ADP	Automatic Data Processing	-0.3%	-49.34%	Trim
7	BP	Bp Plc-spons Adr	-0.3%	-63.62%	Trim
8	WEX	Wex INC	-0.3%	-82.04%	Trim
9	PRU	Prudential Financial INC	-0.4%	-35.88%	Trim
10	DXC	Dxc Technology Co	-0.4%	-40.67%	Trim
11	ADBE	Adobe INC	-0.4%	-71.71%	Trim
12	APTV	Aptiv PLC	-0.4%	-57.77%	Trim
13	UAL	United Airlines Holdings INC	-0.4%	-89.25%	Trim
14	MSFT	Microsoft CORP	-0.4%	-60.75%	Trim
15	HON	Honeywell International INC	-0.4%	-64.78%	Trim
16	PG	Procter & Gamble Co/the	-0.4%	-80.51%	Trim
17	✓	Ultimate Software Group INC	-0.4%	-84.61%	Trim
18	DEI	Douglas Emmett INC	-0.5%	-67.84%	Trim
19	AVB	Avalonbay Communities INC	-0.5%	-70.83%	Trim
20	SU	Suncor Energy INC	-0.5%	-80.03%	Trim
21	CDNS	Cadence Design Sys INC	-0.5%	-84.15%	Trim
22	ELS	Equity Lifestyle Properties	-0.6%	-80.73%	Trim
23	TSS	Total System Services INC	—	EXIT	Sold out
24	PM	Philip Morris International	—	EXIT	Sold out
25	WCN	Waste Connections INC	—	EXIT	Sold out
26	PLD	Prologis INC	—	EXIT	Sold out
27	CL	Colgate-palmolive Co	—	NEW	New buy
28	TGT	Target CORP	—	EXIT	Sold out
29	HDSUSD	Hd Supply Holdings INC	—	NEW	New buy
30	KEYS	Keysight Technologies In	—	EXIT	Sold out
31	TXT	Textron INC	—	EXIT	Sold out
32	✓	Forest City Realty Trust- A	—	EXIT	Sold out
33	MAS	Masco CORP	—	NEW	New buy
34	KO	The Coca-Cola Company	—	EXIT	Sold out
35	SUI	Sun Communities INC	—	NEW	New buy
36	EMR	Emerson Electric Co	—	EXIT	Sold out
37	COR1EUR	Coresite Realty CORP	—	EXIT	Sold out
38	CPT	Camden Property Trust	—	EXIT	Sold out
39	VTR	Ventas INC	—	EXIT	Sold out
40	CCL1EUR	Carnival CORP LTD	—	EXIT	Sold out
41	XXI	Twenty One Capital, Inc.	—	NEW	New buy
42	DRH	Diamondrock Hospitality Co	—	EXIT	Sold out
43	LUV	Southwest Airlines Co	—	EXIT	Sold out
44	BRO	Brown & Brown INC	—	NEW	New buy
45	FHN	First Horizon CORP	—	EXIT	Sold out
46	FHB	First Hawaiian INC	—	EXIT	Sold out
47	HTAEUR	Healthcare Trust Of Ame-cl A	—	NEW	New buy
48	MO	Altria Group INC	—	NEW	New buy
49	PVH	Pvh CORP	—	EXIT	Sold out
50	TSCO	Tractor Supply Company	—	NEW	New buy