Quantitative Systematic Strategies LLC — Q1 2019 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2019
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 378 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	V	Visa Inc-class A Shares	Stock-Financials	1.50%	—	+12.17%
2	AEP	American Electric Power	Stock-Utilities	1.45%	—	+199.22%
3	HON	Honeywell International INC	Stock-Industrials	1.43%	—	+395.56%
4	EXC	Exelon CORP	Stock-Utilities	1.34%	—	+176.08%
5	DTE	Dte Energy Company	Stock-Utilities	1.30%	—	+244.60%
6	HIG	Hartford Insurance Group INC	Stock-Financials	1.30%	—	+6.70%
7	TJX	Tjx Companies INC	Stock-Consumer Disc	1.26%	—	+27.17%
8	ETR	Entergy CORP	Stock-Utilities	1.26%	—	—
9	AVB	Avalonbay Communities INC	Stock-Real Estate	1.24%	—	+334.11%
10	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	1.12%	—	+59.45%
11	CCI	Crown Castle INC	Stock-Real Estate	1.06%	—	+30.38%
12	PEP	Pepsico INC	Stock-Consumer Staples	1.05%	—	+46.81%
13	LNT	Alliant Energy CORP	Stock-Utilities	1.01%	—	+329.28%
14	FE	Firstenergy CORP	Stock-Utilities	0.93%	—	+90.93%
15	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.91%	—	-2.80%
16	CRM	Salesforce INC	Stock-Tech	0.89%	—	+175.08%
17	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.88%	—	—
18	DREUSD	Duke Realty CORP	Stock-Other	0.87%	—	+28.55%
19	TMUS	T-mobile US INC	Stock-Comm Services	0.86%	—	-23.60%
20	TSS	Total System Services INC	Stock-Other	0.85%	—	—
21	SYU1	Synovus Financial CORP	Stock-Other	0.83%	—	+11.65%
22	MS	Morgan Stanley	Stock-Financials	0.82%	—	+672.32%
23	CNP	Centerpoint Energy INC	Stock-Utilities	0.81%	—	—
24	MTB	M & T Bank CORP	Stock-Financials	0.79%	—	-14.46%
25	MAA	Mid-america Apartment Comm	Stock-Real Estate	0.77%	—	—
26	FTV	Fortive CORP	Stock-Tech	0.76%	—	+292.26%
27	REG	Regency Centers CORP	Stock-Real Estate	0.76%	—	+232.33%
28	ACCUSD	American Campus Communities	Stock-Other	0.75%	—	+138.58%
29	DOC	Healthpeak Properties, Inc.	Stock-Real Estate	0.74%	—	+60.83%
30	PNC	Pnc Financial Services Group	Stock-Financials	0.74%	—	—
31	CAT	Caterpillar INC	Stock-Industrials	0.74%	—	+46.59%
32	NSC	Norfolk Southern CORP	Stock-Industrials	0.70%	—	+225.69%
33	COF	Capital One Financial CORP	Stock-Financials	0.70%	—	+49.00%
34	A	Agilent Technologies INC	Stock-Healthcare	0.69%	—	+50.93%
35	ATO	Atmos Energy CORP	Stock-Utilities	0.69%	—	—
36	WTFC	Wintrust Financial CORP	Stock-Financials	0.69%	—	+75.85%
37	DIS	Walt Disney Co/the	Stock-Comm Services	0.68%	—	—
38	HTAEUR	Healthcare Trust Of Ame-cl A	Stock-Other	0.67%	—	+24.97%
39	ETN	Eaton Corporation plc	Stock-Industrials	0.65%	—	-46.76%
40	CFG	Citizens Financial Group	Stock-Financials	0.65%	—	+82.91%
41	EMR	Emerson Electric Co	Stock-Industrials	0.64%	—	—
42	AIZ	Assurant INC	Stock-Financials	0.64%	—	+24.43%
43	SPGI	S&p Global INC	Stock-Financials	0.64%	—	-35.70%
44	SO	Southern Co/the	Stock-Utilities	0.62%	—	—
45	UTXZ	United Tech CORP	Stock-Other	0.62%	—	+90.69%
46	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.62%	—	+230.00%
47	ALL	Allstate CORP	Stock-Financials	0.62%	—	+208.93%
48	VOYA	Voya Financial INC	Stock-Financials	0.60%	—	+27.02%
49	PNR	Pentair plc	Stock-Industrials	0.60%	—	—
50	AJG	Arthur J Gallagher & Co	Stock-Financials	0.59%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q1 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	HON	Honeywell International INC	+1.2%	+395.56%	Add
2	AEP	American Electric Power	+1.1%	+199.22%	Add
3	AVB	Avalonbay Communities INC	+1%	+334.11%	Add
4	DTE	Dte Energy Company	+1%	+244.60%	Add
5	EXC	Exelon CORP	+0.9%	+176.08%	Add
6	LNT	Alliant Energy CORP	+0.8%	+329.28%	Add
7	MS	Morgan Stanley	+0.7%	+672.32%	Add
8	CRM	Salesforce INC	+0.6%	+175.08%	Add
9	FTV	Fortive CORP	+0.6%	+292.26%	Add
10	REG	Regency Centers CORP	+0.6%	+232.33%	Add
11	GOOGL	Alphabet Inc-cl A	+0.6%	+59.45%	Add
12	NSC	Norfolk Southern CORP	+0.5%	+225.69%	Add
13	FE	Firstenergy CORP	+0.5%	+90.93%	Add
14	TJX	Tjx Companies INC	+0.5%	+27.17%	Add
15	ACCUSD	American Campus Communities	+0.5%	+138.58%	Add
16	PG	Procter & Gamble Co/the	+0.5%	+230.00%	Add
17	ALL	Allstate CORP	+0.5%	+208.93%	Add
18	WY	Weyerhaeuser Co	-0.4%	-71.60%	Trim
19	MAS	Masco CORP	-0.4%	-78.19%	Trim
20	H	Hyatt Hotels CORP - Cl A	-0.4%	-74.34%	Trim
21	PXDEUR	Pioneer Natural Resources Co	-0.4%	-87.05%	Trim
22	CVX	Chevron CORP	-0.4%	-64.21%	Trim
23	CL	Colgate-palmolive Co	-0.5%	-82.88%	Trim
24	✓		-0.5%	-91.32%	Trim
25	ETR	Entergy CORP	—	NEW	New buy
26	BRK-B	Berkshire Hathaway Inc-cl B	—	NEW	New buy
27	SWK	Stanley Black & Decker INC	—	EXIT	Sold out
28	TSS	Total System Services INC	—	NEW	New buy
29	CNP	Centerpoint Energy INC	—	NEW	New buy
30	MAA	Mid-america Apartment Comm	—	NEW	New buy
31	PNC	Pnc Financial Services Group	—	NEW	New buy
32	ATO	Atmos Energy CORP	—	NEW	New buy
33	DIS	Walt Disney Co/the	—	NEW	New buy
34	EMR	Emerson Electric Co	—	NEW	New buy
35	T	At&t INC	—	EXIT	Sold out
36	SO	Southern Co/the	—	NEW	New buy
37	PNR	Pentair plc	—	NEW	New buy
38	PRU	Prudential Financial INC	—	EXIT	Sold out
39	AJG	Arthur J Gallagher & Co	—	NEW	New buy
40	XXI	Twenty One Capital, Inc.	—	EXIT	Sold out
41	BRO	Brown & Brown INC	—	EXIT	Sold out
42	CSX	Csx CORP	—	EXIT	Sold out
43	MO	Altria Group INC	—	EXIT	Sold out
44	ESS	Essex Property Trust INC	—	EXIT	Sold out
45	TSM	Taiwan Semiconductor-sp Adr	—	EXIT	Sold out
46	FDX	Fedex CORP	—	EXIT	Sold out
47	WRI	Weingarten Realty Investors	—	EXIT	Sold out
48	DLB	Dolby Laboratories Inc-cl A	—	EXIT	Sold out
49	ZION	Zions Bancorp NA	—	EXIT	Sold out
50	ORI	Old Republic Intl CORP	—	NEW	New buy