Quantitative Systematic Strategies LLC — Q2 2019 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q2 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 460 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	V	Visa Inc-class A Shares	Stock-Financials	1.25%	—	-1.10%
2	MSFT	Microsoft CORP	Stock-Tech	1.17%	—	+706.40%
3	AEP	American Electric Power	Stock-Utilities	1.17%	—	+0.77%
4	KMB	Kimberly-clark CORP	Stock-Consumer Staples	1.14%	—	+341.75%
5	ADBE	Adobe INC	Stock-Tech	1.13%	—	+200.91%
6	TJX	Tjx Companies INC	Stock-Consumer Disc	1.05%	—	+10.70%
7	MA	Mastercard INC - A	Stock-Financials	1.05%	—	+117.90%
8	DTE	Dte Energy Company	Stock-Utilities	1.04%	—	+2.82%
9	D	Dominion Energy INC	Stock-Utilities	1.02%	—	+257.48%
10	FE	Firstenergy CORP	Stock-Utilities	1.01%	—	+38.69%
11	HIG	Hartford Insurance Group INC	Stock-Financials	1.01%	—	-8.88%
12	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	1.01%	—	+34.59%
13	AJG	Arthur J Gallagher & Co	Stock-Financials	1.00%	—	+97.71%
14	SPGI	S&p Global INC	Stock-Financials	0.99%	—	+89.65%
15	C	Citigroup INC	Stock-Financials	0.99%	—	+128.50%
16	AVB	Avalonbay Communities INC	Stock-Real Estate	0.98%	—	+3.04%
17	AMZN	Amazon.com INC	Stock-Consumer Disc	0.93%	—	+142.46%
18	KO	Coca-cola Co/the	Stock-Consumer Staples	0.92%	—	—
19	UNP	Union Pacific CORP	Stock-Industrials	0.91%	—	+102.41%
20	DREUSD	Duke Realty CORP	Stock-Other	0.91%	—	+33.56%
21	CCI	Crown Castle INC	Stock-Real Estate	0.90%	—	+9.70%
22	SYU1	Synovus Financial CORP	Stock-Other	0.83%	—	+29.19%
23	MTB	M & T Bank CORP	Stock-Financials	0.82%	—	+25.87%
24	AME	Ametek INC	Stock-Industrials	0.82%	—	+119.45%
25	FITB	Fifth Third Bancorp	Stock-Financials	0.82%	—	+83.11%
26	VOYA	Voya Financial INC	Stock-Financials	0.81%	—	+59.85%
27	MKL	Markel Group INC	Stock-Financials	0.80%	—	+1730.66%
28	ETR	Entergy CORP	Stock-Utilities	0.79%	—	-23.14%
29	FIS	Fidelity National Info Serv	Stock-Tech	0.76%	—	—
30	DOC	Healthpeak Properties, Inc.	Stock-Real Estate	0.74%	—	+28.18%
31	DISCKUSD	Discovery Inc-c	Stock-Other	0.73%	—	—
32	NSC	Norfolk Southern CORP	Stock-Industrials	0.72%	—	+27.29%
33	WTFC	Wintrust Financial CORP	Stock-Financials	0.71%	—	+24.58%
34	COF	Capital One Financial CORP	Stock-Financials	0.67%	—	+14.09%
35	NVS	Novartis Ag-sponsored Adr	Stock-Healthcare	0.66%	—	—
36	HTAEUR	Healthcare Trust Of Ame-cl A	Stock-Other	0.65%	—	+34.02%
37	AFG	American Financial Group INC	Stock-Financials	0.65%	—	+55.98%
38	PGR	Progressive CORP	Stock-Financials	0.65%	—	+137.98%
39	ED	Consolidated Edison INC	Stock-Utilities	0.64%	—	—
40	CMS	Cms Energy CORP	Stock-Utilities	0.63%	—	—
41	CNP	Centerpoint Energy INC	Stock-Utilities	0.62%	—	+8.19%
42	MDT	Medtronic plc	Stock-Healthcare	0.62%	—	—
43	AIZ	Assurant INC	Stock-Financials	0.62%	—	+13.32%
44	ETN	Eaton Corporation plc	Stock-Industrials	0.60%	—	+16.30%
45	CAT	Caterpillar INC	Stock-Industrials	0.59%	—	+3.11%
46	ACCUSD	American Campus Communities	Stock-Other	0.58%	—	+4.96%
47	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.57%	—	+888.39%
48	CFG	Citizens Financial Group	Stock-Financials	0.57%	—	+5.19%
49	POR	Portland General Electric Co	Stock-Utilities	0.55%	—	+777.30%
50	HON	Honeywell International INC	Stock-Industrials	0.54%	—	-54.86%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q2 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MSFT	Microsoft CORP	+1%	+706.40%	Add
2	KMB	Kimberly-clark CORP	+0.8%	+341.75%	Add
3	MKL	Markel Group INC	+0.8%	+1730.66%	Add
4	ADBE	Adobe INC	+0.7%	+200.91%	Add
5	D	Dominion Energy INC	+0.7%	+257.48%	Add
6	MCD	Mcdonald's CORP	+0.5%	+888.39%	Add
7	MA	Mastercard INC - A	+0.5%	+117.90%	Add
8	C	Citigroup INC	+0.5%	+128.50%	Add
9	POR	Portland General Electric Co	+0.5%	+777.30%	Add
10	AMZN	Amazon.com INC	+0.5%	+142.46%	Add
11	AJG	Arthur J Gallagher & Co	+0.4%	+97.71%	Add
12	AZNN	Astrazeneca Plc-spons Adr	+0.4%	+686.03%	Add
13	AME	Ametek INC	+0.4%	+119.45%	Add
14	SPGI	S&p Global INC	+0.4%	+89.65%	Add
15	PGR	Progressive CORP	+0.3%	+137.98%	Add
16	UNP	Union Pacific CORP	+0.3%	+102.41%	Add
17	MAS	Masco CORP	+0.3%	+278.62%	Add
18	FITB	Fifth Third Bancorp	+0.3%	+83.11%	Add
19	LNT	Alliant Energy CORP	-0.6%	-50.23%	Trim
20	HON	Honeywell International INC	-0.9%	-54.86%	Trim
21	EXC	Exelon CORP	—	EXIT	Sold out
22	KO	Coca-cola Co/the	—	NEW	New buy
23	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
24	PEP	Pepsico INC	—	EXIT	Sold out
25	FIS	Fidelity National Info Serv	—	NEW	New buy
26	DISCKUSD	Discovery Inc-c	—	NEW	New buy
27	CRM	Salesforce INC	—	EXIT	Sold out
28	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out
29	NVS	Novartis Ag-sponsored Adr	—	NEW	New buy
30	ED	Consolidated Edison INC	—	NEW	New buy
31	CMS	Cms Energy CORP	—	NEW	New buy
32	MDT	Medtronic plc	—	NEW	New buy
33	MAA	Mid-america Apartment Comm	—	EXIT	Sold out
34	FTV	Fortive CORP	—	EXIT	Sold out
35	REG	Regency Centers CORP	—	EXIT	Sold out
36	PNC	Pnc Financial Services Group	—	EXIT	Sold out
37	A	Agilent Technologies INC	—	EXIT	Sold out
38	COP	Conocophillips	—	NEW	New buy
39	EMR	Emerson Electric Co	—	EXIT	Sold out
40	SO	Southern Co/the	—	EXIT	Sold out
41	ALL	Allstate CORP	—	EXIT	Sold out
42	PNR	Pentair plc	—	EXIT	Sold out
43	LNC	Lincoln National CORP	—	EXIT	Sold out
44	FLIR	Flir Systems INC	—	NEW	New buy
45	TRU	Transunion	—	NEW	New buy
46	LEN	Lennar Corp-a	—	NEW	New buy
47	PEG	Public Service Enterprise Gp	—	NEW	New buy
48	MDU	Mdu Resources Group INC	—	NEW	New buy
49	NOC	Northrop Grumman CORP	—	NEW	New buy
50	AIG	American International Group	—	NEW	New buy