Quantitative Systematic Strategies LLC — Q3 2019 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q3 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 450 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AEP	American Electric Power	Stock-Utilities	1.31%	—	-13.23%
2	MA	Mastercard INC - A	Stock-Financials	1.21%	—	-8.09%
3	PG	Procter & Gamble Co/the	Stock-Consumer Staples	1.14%	—	+92.94%
4	PEP	Pepsico INC	Stock-Consumer Staples	1.14%	—	—
5	MKL	Markel Group INC	Stock-Financials	1.08%	—	+2.34%
6	V	Visa Inc-class A Shares	Stock-Financials	1.08%	—	-28.91%
7	DREUSD	Duke Realty CORP	Stock-Other	1.07%	—	-10.43%
8	AMZN	Amazon.com INC	Stock-Consumer Disc	1.05%	—	+1.42%
9	C	Citigroup INC	Stock-Financials	1.02%	—	-14.27%
10	POR	Portland General Electric Co	Stock-Utilities	1.02%	—	+46.01%
11	DISCKUSD	Discovery Inc-c	Stock-Other	1.01%	—	+31.66%
12	NKE	Nike INC -cl B	Stock-Consumer Disc	0.99%	—	—
13	MSFT	Microsoft CORP	Stock-Tech	0.97%	—	-34.34%
14	HON	Honeywell International INC	Stock-Industrials	0.96%	—	+50.24%
15	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.94%	—	-25.15%
16	NEE	Nextera Energy INC	Stock-Utilities	0.93%	—	—
17	FE	Firstenergy CORP	Stock-Utilities	0.90%	—	-35.50%
18	D	Dominion Energy INC	Stock-Utilities	0.89%	—	-31.87%
19	GPN	Global Payments INC	Stock-Industrials	0.88%	—	+903.54%
20	CMS	Cms Energy CORP	Stock-Utilities	0.86%	—	+0.47%
21	DOC	Healthpeak Properties, Inc.	Stock-Real Estate	0.85%	—	-15.64%
22	AEE	Ameren Corporation	Stock-Utilities	0.83%	—	—
23	ADBE	Adobe INC	Stock-Tech	0.81%	—	-37.16%
24	HTAEUR	Healthcare Trust Of Ame-cl A	Stock-Other	0.81%	—	-4.55%
25	MS	Morgan Stanley	Stock-Financials	0.80%	—	+54.65%
26	AME	Ametek INC	Stock-Industrials	0.79%	—	-22.32%
27	SYU1	Synovus Financial CORP	Stock-Other	0.77%	—	-25.59%
28	ESGRP	Enstar Group Limited - Deposita	Stock-Other	0.73%	—	+36.21%
29	UTXZ	United Tech CORP	Stock-Other	0.71%	—	+8.47%
30	ATO	Atmos Energy CORP	Stock-Utilities	0.70%	—	+203.10%
31	AON	Aon plc	Stock-Financials	0.70%	—	+864.30%
32	META	Meta Platforms Inc-class A	Stock-Comm Services	0.68%	—	+43.90%
33	CI	THE Cigna Group	Stock-Healthcare	0.66%	—	—
34	RPAIUSD	Retail Properties Of Ame - A	Stock-Other	0.66%	—	+63.31%
35	BSX	Boston Scientific CORP	Stock-Healthcare	0.66%	—	+65.09%
36	FITB	Fifth Third Bancorp	Stock-Financials	0.65%	—	-33.76%
37	AJG	Arthur J Gallagher & Co	Stock-Financials	0.65%	—	-47.88%
38	FISV	Fiserv INC	Stock-Other	0.64%	—	+147.28%
39	BAX	Baxter International INC	Stock-Healthcare	0.63%	—	+404.63%
40	NSC	Norfolk Southern CORP	Stock-Industrials	0.61%	—	-23.40%
41	YUSD	Alleghany CORP	Stock-Other	0.60%	—	+34.40%
42	SO	Southern Co/the	Stock-Utilities	0.59%	—	—
43	VICI	Vici Properties INC	Stock-Real Estate	0.59%	—	+149.77%
44	AIVEUR	Apartment Invt & Mgmt Co -a	Stock-Other	0.59%	—	—
45	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.56%	—	—
46	CHFCUSD	Tcf Financial CORP	Stock-Other	0.56%	—	—
47	RF	Regions Financial CORP	Stock-Financials	0.56%	—	+882.64%
48	EWBC	East West Bancorp INC	Stock-Financials	0.55%	—	+0.53%
49	KEY	Keycorp	Stock-Financials	0.54%	—	+109.78%
50	PGR	Progressive CORP	Stock-Financials	0.54%	—	-29.29%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q3 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	GPN	Global Payments INC	+0.8%	+903.54%	Add
2	PG	Procter & Gamble Co/the	+0.7%	+92.94%	Add
3	AON	Aon plc	+0.6%	+864.30%	Add
4	BAX	Baxter International INC	+0.5%	+404.63%	Add
5	RF	Regions Financial CORP	+0.5%	+882.64%	Add
6	ATO	Atmos Energy CORP	+0.5%	+203.10%	Add
7	ADBE	Adobe INC	-0.3%	-37.16%	Trim
8	AJG	Arthur J Gallagher & Co	-0.4%	-47.88%	Trim
9	FIS	Fidelity National Info Serv	-0.4%	-62.54%	Trim
10	AIZ	Assurant INC	-0.4%	-75.70%	Trim
11	DIS	Walt Disney Co/the	-0.4%	-86.54%	Trim
12	UNP	Union Pacific CORP	-0.5%	-58.53%	Trim
13	TJX	Tjx Companies INC	-0.5%	-60.60%	Trim
14	VOYA	Voya Financial INC	-0.8%	-93.71%	Trim
15	KO	Coca-cola Co/the	-0.8%	-89.02%	Trim
16	SPGI	S&p Global INC	-0.9%	-91.03%	Trim
17	KMB	Kimberly-clark CORP	-1.1%	-96.18%	Trim
18	DTE	Dte Energy Company	—	EXIT	Sold out
19	HIG	Hartford Insurance Group INC	—	EXIT	Sold out
20	AVB	Avalonbay Communities INC	—	EXIT	Sold out
21	PEP	Pepsico INC	—	NEW	New buy
22	CCI	Crown Castle INC	—	EXIT	Sold out
23	MTB	M & T Bank CORP	—	EXIT	Sold out
24	NKE	Nike INC -cl B	—	NEW	New buy
25	ETR	Entergy CORP	—	EXIT	Sold out
26	NEE	Nextera Energy INC	—	NEW	New buy
27	AEE	Ameren Corporation	—	NEW	New buy
28	AFG	American Financial Group INC	—	EXIT	Sold out
29	ED	Consolidated Edison INC	—	EXIT	Sold out
30	CNP	Centerpoint Energy INC	—	EXIT	Sold out
31	ETN	Eaton Corporation plc	—	EXIT	Sold out
32	CAT	Caterpillar INC	—	EXIT	Sold out
33	ACCUSD	American Campus Communities	—	EXIT	Sold out
34	MCD	Mcdonald's CORP	—	EXIT	Sold out
35	CI	THE Cigna Group	—	NEW	New buy
36	WP	Worldpay Inc-class A	—	EXIT	Sold out
37	SUI	Sun Communities INC	—	EXIT	Sold out
38	SYF	Synchrony Financial	—	EXIT	Sold out
39	MAS	Masco CORP	—	EXIT	Sold out
40	IR	Ingersoll-rand PLC	—	EXIT	Sold out
41	SO	Southern Co/the	—	NEW	New buy
42	AIVEUR	Apartment Invt & Mgmt Co -a	—	NEW	New buy
43	HDSUSD	Hd Supply Holdings INC	—	EXIT	Sold out
44	GOOGL	Alphabet Inc-cl A	—	NEW	New buy
45	CHFCUSD	Tcf Financial CORP	—	NEW	New buy
46	TSS	Total System Services INC	—	EXIT	Sold out
47	FLIR	Flir Systems INC	—	EXIT	Sold out
48	EXC	Exelon CORP	—	NEW	New buy
49	PEG	Public Service Enterprise Gp	—	EXIT	Sold out
50	ABT	Abbott Laboratories	—	EXIT	Sold out