Quantitative Systematic Strategies LLC — Q3 2015 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q3 2015
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 348 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	✓	Yahoo INC	Stock-Other	1.10%	—	-18.54%
2	BMY	Bristol-myers Squibb Co	Stock-Healthcare	1.08%	—	+336.95%
3	EQT	Eqt CORP	Stock-Energy	1.05%	—	+107.45%
4	ZTS	Zoetis INC	Stock-Healthcare	0.94%	—	-25.73%
5	✓	Tesoro CORP	Stock-Other	0.90%	—	-35.06%
6	LUV	Southwest Airlines Co	Stock-Industrials	0.87%	—	+120.24%
7	✓		Stock-Other	0.80%	—	+78.58%
8	BURL	Burlington Stores INC	Stock-Consumer Disc	0.76%	—	+104.15%
9	AMZN	Amazon.com INC	Stock-Consumer Disc	0.75%	—	+233.41%
10	C	Citigroup INC	Stock-Financials	0.73%	—	+4.14%
11	HUBB	Hubbell Incorporated	Stock-Industrials	0.73%	—	—
12	GTN	Gray Media INC	Stock-Other	0.71%	—	—
13	TRN	Trinity Industries INC	Stock-Other	0.69%	—	—
14	CF	Cf Industries Holdings INC	Stock-Materials	0.69%	—	+391.99%
15	WDC	Western Digital CORP	Stock-Tech	0.69%	—	+180.92%
16	STRZ	Starz Entertainment Corp.	Stock-Other	0.69%	—	—
17	EW	Edwards Lifesciences CORP	Stock-Healthcare	0.67%	—	+97.53%
18	META	Meta Platforms Inc-class A	Stock-Comm Services	0.67%	—	-70.22%
19	AMG	Affiliated Managers Group	Stock-Financials	0.67%	—	—
20	CAG	Conagra Brands INC	Stock-Consumer Staples	0.66%	—	-61.79%
21	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.63%	—	+75.47%
22	FTNT	Fortinet INC	Stock-Tech	0.62%	—	+14.43%
23	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.62%	—	—
24	BAX	Baxter International INC	Stock-Healthcare	0.62%	—	+58.97%
25	IVZ	Invesco Ltd.	Stock-Financials	0.62%	—	-54.30%
26	CRI	Carter's INC	Stock-Other	0.59%	—	-14.76%
27	AMAT	Applied Materials INC	Stock-Tech	0.58%	—	-50.18%
28	✓		Stock-Other	0.58%	—	—
29	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.57%	—	-45.03%
30	WDC	Western Digital Corporation	Stock-Tech	0.56%	—	—
31	HD	Home Depot INC	Stock-Consumer Disc	0.55%	—	+147.81%
32	SYMCEUR	Symantec CORP	Stock-Other	0.54%	—	-44.71%
33	STLD	Steel Dynamics INC	Stock-Materials	0.54%	—	+257.95%
34	DAL	Delta Air Lines INC	Stock-Industrials	0.53%	—	-58.97%
35	JMEIUSD	Jumei International-adr	Stock-Other	0.53%	—	+128.49%
36	ULCC	Frontier Group Holdings, Inc.	Stock-Other	0.53%	—	-68.28%
37	PEP	Pepsico INC	Stock-Consumer Staples	0.52%	—	—
38	NKE	Nike INC -cl B	Stock-Consumer Disc	0.51%	—	-15.83%
39	CFG	Citizens Financial Group	Stock-Financials	0.51%	—	—
40	UNH	Unitedhealth Group INC	Stock-Healthcare	0.49%	—	+104.78%
41	TTWO	Take-two Interactive Softwre	Stock-Comm Services	0.49%	—	-20.99%
42	SLB	Slb LTD	Stock-Energy	0.49%	—	-52.15%
43	DCH	Dauch Corporation	Stock-Other	0.48%	—	—
44	ANF	Abercrombie & Fitch Co-cl A	Stock-Consumer Disc	0.48%	—	-53.66%
45	FANG	Diamondback Energy INC	Stock-Energy	0.48%	—	+252.84%
46	VFC	Vf CORP	Stock-Consumer Disc	0.48%	—	—
47	✓	Smart & Final Stores INC	Stock-Other	0.47%	—	-4.74%
48	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.47%	—	+7.26%
49	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.47%	—	—
50	OLN	Olin CORP	Stock-Materials	0.46%	—	+533.40%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q3 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IVZ	Invesco Ltd.	-0.1%	-54.30%	Trim
2	AMAT	Applied Materials INC	-0.1%	-50.18%	Trim
3	CAG	Conagra Brands INC	-0.2%	-61.79%	Trim
4	ULCC	Frontier Group Holdings, Inc.	-0.3%	-68.28%	Trim
5	CB	Chubb Limited	-0.3%	-72.99%	Trim
6	HAL	Halliburton Co	-0.3%	-68.96%	Trim
7	META	Meta Platforms Inc-class A	-0.3%	-70.22%	Trim
8	NBL2EUR	Noble Energy INC	-0.3%	-79.19%	Trim
9	VRTX	Vertex Pharmaceuticals INC	-0.3%	-87.34%	Trim
10	✓		-0.4%	-71.64%	Trim
11	AJG	Arthur J Gallagher & Co	-0.4%	-81.38%	Trim
12	PRU	Prudential Financial INC	-0.4%	-87.39%	Trim
13	JCPCHF	Old Copper Co INC	-0.4%	-94.17%	Trim
14	PDCEUSD	Pdc Energy INC	-0.4%	-82.12%	Trim
15	IR	Ingersoll-rand PLC	-0.5%	-81.45%	Trim
16	MCD	Mcdonald's CORP	-0.6%	-89.56%	Trim
17	EOG	Eog Resources INC	-0.7%	-89.08%	Trim
18	CYEUR	Cypress Semiconductor CORP	-1%	-91.68%	Trim
19	✓	Exterran Hldgs INC Com	—	EXIT	Sold out
20	LEA	Lear CORP	—	EXIT	Sold out
21	AMP	Ameriprise Financial INC	—	EXIT	Sold out
22	✓		—	EXIT	Sold out
23	SBH	Sally Beauty Holdings INC	—	EXIT	Sold out
24	AKRXEUR	Akorn INC	—	EXIT	Sold out
25	✓	Tyco International LTD	—	EXIT	Sold out
26	✓	Iberiabank CORP	—	EXIT	Sold out
27	✓	Mattress Firm Hldg CORP	—	EXIT	Sold out
28	✓	Finish Line INC Cl A	—	EXIT	Sold out
29	✓	Bonanza Creek Energy INC	—	EXIT	Sold out
30	CDNS	Cadence Design Systems, Inc.	—	EXIT	Sold out
31	CP	Canadian Pacific Kansa F	—	EXIT	Sold out
32	FTI	TechnipFMC plc	—	EXIT	Sold out
33	USB	US Bancorp	—	EXIT	Sold out
34	CSX	Csx CORP	—	EXIT	Sold out
35	BC	Brunswick CORP	—	EXIT	Sold out
36	KEY	KeyCorp	—	EXIT	Sold out
37	✓	Airgas INC	—	EXIT	Sold out
38	NI	Nisource INC	—	EXIT	Sold out
39	✓	Thoratec CORP	—	EXIT	Sold out
40	VYX	Ncr Voyix CORP	—	EXIT	Sold out
41	BJRI	Bj's Restaurants INC	—	EXIT	Sold out
42	TKR	Timken Co	—	EXIT	Sold out
43	✓	Time Warner Cable INC	—	EXIT	Sold out
44	SIG	Signet Jewelers Limited	—	EXIT	Sold out
45	✓	Swift Transn Co	—	EXIT	Sold out
46	THS	Treehouse Foods INC	—	EXIT	Sold out
47	BRSEUR	Bristow Group INC	—	EXIT	Sold out
48	KHC	The Kraft Heinz Company	—	EXIT	Sold out
49	MAR	Marriott International -cl A	—	EXIT	Sold out
50	✓	Rowan Companies PLC	—	EXIT	Sold out