Quantitative Systematic Strategies LLC — Q4 2016 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q4 2016
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 289 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	JNJ	Johnson & Johnson	Stock-Healthcare	0.95%	—	+90.28%
2	AME	Ametek INC	Stock-Industrials	0.89%	—	+50.32%
3	TGT	Target CORP	Stock-Consumer Disc	0.88%	—	—
4	RPAIUSD	Retail Properties Of Ame - A	Stock-Other	0.87%	—	+16.77%
5	HON	Honeywell International INC	Stock-Industrials	0.86%	—	-18.93%
6	GM	General Motors Co	Stock-Consumer Disc	0.86%	—	+73.10%
7	ABT	Abbott Laboratories	Stock-Healthcare	0.84%	—	+15.13%
8	MSFT	Microsoft CORP	Stock-Tech	0.83%	—	-13.64%
9	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.79%	—	-30.26%
10	QCOM	Qualcomm INC	Stock-Tech	0.79%	—	+70.69%
11	DOW	Dow Chem Co	Stock-Materials	0.78%	—	—
12	HDSUSD	Hd Supply Holdings INC	Stock-Other	0.77%	—	+396.16%
13	SHW	Sherwin-williams Co/the	Stock-Materials	0.75%	—	+216.37%
14	BSX	Boston Scientific CORP	Stock-Healthcare	0.74%	—	-12.15%
15	✓	Dct Industrial Trust INC	Stock-Other	0.73%	—	+59.93%
16	✓	General Growth Pptys INC New	Stock-Other	0.73%	—	-3.76%
17	SPGI	S&p Global INC	Stock-Financials	0.73%	—	+1.75%
18	TWXCHF	Time Warner INC	Stock-Other	0.72%	—	+45.77%
19	WHR	Whirlpool CORP	Stock-Consumer Disc	0.71%	—	—
20	✓		Stock-Other	0.71%	—	+86.66%
21	DKS	Dick's Sporting Goods INC	Stock-Consumer Disc	0.71%	—	+21.35%
22	BRO	Brown & Brown INC	Stock-Financials	0.71%	—	—
23	✓	Shire PLC	Stock-Other	0.70%	—	+39.21%
24	WY	Weyerhaeuser Co	Stock-Real Estate	0.70%	—	—
25	DAL	Delta Air Lines INC	Stock-Industrials	0.69%	—	—
26	✓		Stock-Other	0.69%	—	+27.62%
27	KMX	Carmax INC	Stock-Consumer Disc	0.68%	—	+379.65%
28	EQR	Equity Residential	Stock-Real Estate	0.68%	—	—
29	MRK	Merck & Co. INC.	Stock-Healthcare	0.67%	—	-45.65%
30	APC3EUR	Anadarko Petroleum CORP	Stock-Other	0.67%	—	-3.92%
31	ORI	Old Republic Intl CORP	Stock-Financials	0.66%	—	+178.63%
32	TPR	Tapestry, Inc.	Stock-Consumer Disc	0.63%	—	-12.89%
33	TMUS	T-mobile US INC	Stock-Comm Services	0.63%	—	-45.91%
34	GD	General Dynamics CORP	Stock-Industrials	0.63%	—	+51.03%
35	CSX	Csx CORP	Stock-Industrials	0.61%	—	-33.36%
36	BERYEUR	Berry Global Group INC	Stock-Other	0.60%	—	+9.12%
37	STAYUSD	Extended Stay America INC	Stock-Other	0.59%	—	+328.73%
38	SAVEEUR	Spirit Airlines INC	Stock-Other	0.58%	—	-37.44%
39	DECK	Deckers Outdoor CORP	Stock-Consumer Disc	0.58%	—	—
40	AAP	Advance Auto Parts INC	Stock-Consumer Disc	0.58%	—	-28.82%
41	✓		Stock-Other	0.57%	—	—
42	LUV	Southwest Airlines Co	Stock-Industrials	0.56%	—	-44.04%
43	PXDEUR	Pioneer Natural Resources Co	Stock-Other	0.55%	—	-10.57%
44	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.54%	—	-1.51%
45	UAL	United Airlines Holdings INC	Stock-Industrials	0.54%	—	—
46	FIVE	Five Below	Stock-Consumer Disc	0.53%	—	—
47	VOYA	Voya Financial INC	Stock-Financials	0.53%	—	-25.96%
48	AXP	American Express Company	Stock-Financials	0.52%	—	—
49	BG	Bunge Global SA	Stock-Consumer Staples	0.52%	—	—
50	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.52%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	HDSUSD	Hd Supply Holdings INC	+0.7%	+396.16%	Add
2	KMX	Carmax INC	+0.6%	+379.65%	Add
3	SHW	Sherwin-williams Co/the	+0.5%	+216.37%	Add
4	SLB	Slb LTD	-0.5%	-68.30%	Trim
5	META	Meta Platforms Inc-class A	-0.5%	-83.83%	Trim
6	✓	Xl Group LTD Com	-0.5%	-78.78%	Trim
7	MRK	Merck & Co. INC.	-0.5%	-45.65%	Trim
8	WMT	Walmart INC	-0.6%	-71.37%	Trim
9	TJX	Tjx Companies INC	-0.8%	-85.93%	Trim
10	V	Visa Inc-class A Shares	—	EXIT	Sold out
11	GLW	Corning INC	—	EXIT	Sold out
12	YUM	Yum! Brands INC	—	EXIT	Sold out
13	TSN	Tyson Foods Inc-cl A	—	EXIT	Sold out
14	TGT	Target CORP	—	NEW	New buy
15	DOW	Dow Chem Co	—	NEW	New buy
16	HAS	Hasbro INC	—	EXIT	Sold out
17	AN	Autonation INC	—	EXIT	Sold out
18	WHR	Whirlpool CORP	—	NEW	New buy
19	BRO	Brown & Brown INC	—	NEW	New buy
20	WY	Weyerhaeuser Co	—	NEW	New buy
21	DAL	Delta Air Lines INC	—	NEW	New buy
22	EW	Edwards Lifesciences CORP	—	EXIT	Sold out
23	EQR	Equity Residential	—	NEW	New buy
24	CI	The Cigna Group	—	EXIT	Sold out
25	CVX	Chevron CORP	—	EXIT	Sold out
26	BALL	Ball CORP	—	EXIT	Sold out
27	AMAT	Applied Materials INC	—	EXIT	Sold out
28	MIKUSD	Michaels Cos Inc/the	—	EXIT	Sold out
29	✓	Whole Foods Mkt INC	—	EXIT	Sold out
30	DECK	Deckers Outdoor CORP	—	NEW	New buy
31	BIIB	Biogen INC	—	EXIT	Sold out
32	JWNUSD	Nordstrom INC	—	EXIT	Sold out
33	PVH	Pvh CORP	—	EXIT	Sold out
34	✓		—	NEW	New buy
35	DUK	Duke Energy CORP	—	EXIT	Sold out
36	DPZ	Domino's Pizza INC	—	EXIT	Sold out
37	UAL	United Airlines Holdings INC	—	NEW	New buy
38	ALK	Alaska Air Group INC	—	EXIT	Sold out
39	ORLY	O'reilly Automotive INC	—	EXIT	Sold out
40	✓	Yahoo INC	—	EXIT	Sold out
41	FIVE	Five Below	—	NEW	New buy
42	M	Macy's INC	—	EXIT	Sold out
43	AXP	American Express Company	—	NEW	New buy
44	BG	Bunge Global SA	—	NEW	New buy
45	RCL	Royal Caribbean Cruises Ltd.	—	NEW	New buy
46	✓	Panera Bread Co	—	NEW	New buy
47	ELV	Elevance Health INC	—	NEW	New buy
48	PDCOEUR	Patterson Cos INC	—	EXIT	Sold out
49	KSUEUR	Kansas City Southern	—	EXIT	Sold out
50	CLRUSD	Continental Resources Inc/ok	—	EXIT	Sold out