Quantitative Systematic Strategies LLC — Q1 2020 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2020
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 241 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VT	Vanguard Tot World Stk ETF	ETF-Other	5.37%	—	—
2	MSFT	Microsoft CORP	Stock-Tech	1.76%	—	-60.35%
3	AMZN	Amazon.com INC	Stock-Consumer Disc	1.61%	—	-55.77%
4	BMY	Bristol-myers Squibb Co	Stock-Healthcare	1.58%	—	-38.35%
5	FIS	Fidelity National Info Serv	Stock-Tech	1.47%	—	-70.35%
6	BSX	Boston Scientific CORP	Stock-Healthcare	1.37%	—	-61.84%
7	MRK	Merck & Co. INC.	Stock-Healthcare	1.29%	—	-54.39%
8	PYPL	Paypal Holdings INC	Stock-Financials	1.16%	—	+72.41%
9	FTV	Fortive CORP	Stock-Tech	1.08%	—	-47.11%
10	EHC	Encompass Health CORP	Stock-Healthcare	1.06%	—	-42.22%
11	ALL	Allstate CORP	Stock-Financials	1.04%	—	+101.75%
12	UTXZ	United Tech CORP	Stock-Other	1.04%	—	-51.57%
13	CHTR	Charter Communications Inc-a	Stock-Comm Services	1.01%	—	—
14	MDT	Medtronic plc	Stock-Healthcare	0.98%	—	-71.98%
15	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.88%	—	-81.09%
16	CCI	Crown Castle INC	Stock-Real Estate	0.87%	—	-48.80%
17	NVS	Novartis Ag-sponsored Adr	Stock-Healthcare	0.87%	—	—
18	MU	Micron Technology INC	Stock-Tech	0.84%	—	-33.77%
19	CTLTEUR	Catalent INC	Stock-Other	0.83%	—	—
20	CNC	Centene CORP	Stock-Healthcare	0.81%	—	-38.42%
21	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.81%	—	+225.67%
22	GS	Goldman Sachs Group INC	Stock-Financials	0.80%	—	-67.86%
23	DUK	Duke Energy CORP	Stock-Utilities	0.78%	—	-65.28%
24	PEP	Pepsico INC	Stock-Consumer Staples	0.77%	—	+13.77%
25	BNY	Bank Of New York Mellon CORP	Stock-Financials	0.77%	—	-11.35%
26	NVDA	Nvidia CORP	Stock-Tech	0.77%	—	-68.15%
27	TMUS	T-mobile US INC	Stock-Comm Services	0.76%	—	—
28	HPQ	Hp INC	Stock-Tech	0.75%	—	-4.35%
29	ADBE	Adobe INC	Stock-Tech	0.75%	—	-75.27%
30	CSCO	Cisco Systems INC	Stock-Tech	0.75%	—	—
31	NFLX	Netflix INC	Stock-Comm Services	0.73%	—	-21.45%
32	LM03	Liberty Media Cor-siriusxm A	Stock-Other	0.73%	—	-30.21%
33	RNR	RenaissanceRe Holdings Ltd.	Stock-Financials	0.72%	—	+125.53%
34	FISV	Fiserv INC	Stock-Other	0.70%	—	+113.95%
35	LMT	Lockheed Martin CORP	Stock-Industrials	0.69%	—	—
36	WDC	Western Digital CORP	Stock-Tech	0.68%	—	+269.99%
37	INTC	Intel CORP	Stock-Tech	0.65%	—	—
38	DE	Deere & Co	Stock-Industrials	0.65%	—	-68.62%
39	COF	Capital One Financial CORP	Stock-Financials	0.64%	—	+514.97%
40	MCK	Mckesson CORP	Stock-Healthcare	0.63%	—	-34.25%
41	EQIX	Equinix INC	Stock-Real Estate	0.63%	—	—
42	NVROEUR	Nevro CORP	Stock-Other	0.62%	—	+97.90%
43	XYL	Xylem INC	Stock-Industrials	0.62%	—	—
44	CRL	Charles River Laboratories	Stock-Healthcare	0.62%	—	—
45	ADI	Analog Devices INC	Stock-Tech	0.62%	—	-82.20%
46	LBTYA	Liberty Global Ltd.	Stock-Other	0.61%	—	—
47	AME	Ametek INC	Stock-Industrials	0.61%	—	+263.93%
48	ISRG	Intuitive Surgical INC	Stock-Healthcare	0.61%	—	—
49	AZNN	Astrazeneca Plc-spons Adr	Stock-Other	0.59%	—	+36.43%
50	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	0.59%	—	+43.10%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q1 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MSFT	Microsoft CORP	+1%	-60.35%	Trim
2	BSX	Boston Scientific CORP	+0.5%	-61.84%	Trim
3	FIS	Fidelity National Info Serv	+0.5%	-70.35%	Trim
4	MDT	Medtronic plc	+0.2%	-71.98%	Trim
5	GS	Goldman Sachs Group INC	+0.1%	-67.86%	Trim
6	PG	Procter & Gamble Co/the	-0.1%	-81.09%	Trim
7	HUM	Humana INC	-0.1%	-84.02%	Trim
8	MA	Mastercard INC - A	-0.2%	-84.10%	Trim
9	ADI	Analog Devices INC	-0.2%	-82.20%	Trim
10	INVH	Invitation Homes INC	-0.3%	-89.07%	Trim
11	FE	Firstenergy CORP	-0.3%	-89.55%	Trim
12	FITB	Fifth Third Bancorp	-0.4%	-82.43%	Trim
13	SYU1	Synovus Financial CORP	-0.4%	-82.85%	Trim
14	KEY	Keycorp	-0.4%	-87.38%	Trim
15	STAG	Stag Industrial INC	-0.5%	-92.38%	Trim
16	MDLZ	Mondelez International Inc-a	-0.5%	-92.53%	Trim
17	NKE	Nike INC -cl B	-0.6%	-94.37%	Trim
18	KO	Coca-cola Co/the	—	EXIT	Sold out
19	VT	Vanguard Tot World Stk ETF	—	NEW	New buy
20	AEP	American Electric Power	—	EXIT	Sold out
21	DISCKUSD	Discovery Inc-c	—	EXIT	Sold out
22	CPT	Camden Property Trust	—	EXIT	Sold out
23	HD	Home Depot INC	—	EXIT	Sold out
24	GPN	Global Payments INC	—	EXIT	Sold out
25	DREUSD	Duke Realty CORP	—	EXIT	Sold out
26	SPGI	S&p Global INC	—	EXIT	Sold out
27	MGP	Mgm Growth Properties Llc-a	—	EXIT	Sold out
28	MKL	Markel Group INC	—	EXIT	Sold out
29	VNO	Vornado Realty Trust	—	EXIT	Sold out
30	DOC	Healthpeak Properties INC	—	EXIT	Sold out
31	AEE	Ameren Corporation	—	EXIT	Sold out
32	XEL	Xcel Energy INC	—	EXIT	Sold out
33	AXP	American Express Co	—	EXIT	Sold out
34	CMS	Cms Energy CORP	—	EXIT	Sold out
35	DTE	Dte Energy Company	—	EXIT	Sold out
36	SRCUSD	Spirit Realty Capital INC	—	EXIT	Sold out
37	A	Agilent Technologies INC	—	EXIT	Sold out
38	EMR	Emerson Electric Co	—	EXIT	Sold out
39	D	Dominion Energy INC	—	EXIT	Sold out
40	UAL	United Airlines Holdings INC	—	EXIT	Sold out
41	CFG	Citizens Financial Group	—	EXIT	Sold out
42	KRC	Kilroy Realty CORP	—	EXIT	Sold out
43	MDU	Mdu Resources Group INC	—	EXIT	Sold out
44	META	Meta Platforms Inc-class A	—	EXIT	Sold out
45	AVB	Avalonbay Communities INC	—	EXIT	Sold out
46	TCF	Tcf Financial CORP	—	EXIT	Sold out
47	SLB	Slb LTD	—	EXIT	Sold out
48	FOX	Fox CORP - Class B	—	EXIT	Sold out
49	CDNS	Cadence Design Sys INC	—	EXIT	Sold out
50	DIS	Walt Disney Co/the	—	EXIT	Sold out