Quantitative Systematic Strategies LLC — Q2 2017 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q2 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

Total reported value

—

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 430 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	ORCL	Oracle CORP	Stock-Tech	1.07%	—	+54.40%
2	KO	Coca-cola Co/the	Stock-Consumer Staples	1.00%	—	-11.30%
3	DE	Deere & Co	Stock-Industrials	0.88%	—	-25.93%
4	AAL	American Airlines Group INC	Stock-Industrials	0.83%	—	—
5	CSX	Csx CORP	Stock-Industrials	0.78%	—	-24.11%
6	HD	Home Depot INC	Stock-Consumer Disc	0.76%	—	+12.17%
7	FITB	Fifth Third Bancorp	Stock-Financials	0.76%	—	+78.15%
8	TJX	Tjx Companies INC	Stock-Consumer Disc	0.76%	—	+148.47%
9	SWK	Stanley Black & Decker INC	Stock-Industrials	0.75%	—	+741.60%
10	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.73%	—	+4.52%
11	DIS	Walt Disney Co/the	Stock-Comm Services	0.73%	—	—
12	PVH	Pvh CORP	Stock-Consumer Disc	0.72%	—	+47.25%
13	MET	Metlife INC	Stock-Financials	0.72%	—	+8.43%
14	ORI	Old Republic Intl CORP	Stock-Financials	0.71%	—	+5.94%
15	C	Citigroup INC	Stock-Financials	0.70%	—	+147.79%
16	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.69%	—	—
17	ALK	Alaska Air Group INC	Stock-Industrials	0.68%	—	+3.36%
18	✓		Stock-Other	0.67%	—	-0.93%
19	PNW	Pinnacle West Capital Corporation	Stock-Utilities	0.67%	—	+35.85%
20	CVX	Chevron CORP	Stock-Energy	0.67%	—	+129.54%
21	STAYUSD	Extended Stay America INC	Stock-Other	0.65%	—	+11.19%
22	AZO	Autozone INC	Stock-Consumer Disc	0.65%	—	-24.43%
23	WEN	Wendy's Co/the	Stock-Consumer Disc	0.65%	—	—
24	GRMN	Garmin Ltd.	Stock-Tech	0.65%	—	—
25	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.65%	—	+41.47%
26	ORLY	O'reilly Automotive INC	Stock-Consumer Disc	0.64%	—	+1394.38%
27	SAVEEUR	Spirit Airlines INC	Stock-Other	0.64%	—	+11.64%
28	BAX	Baxter International INC	Stock-Healthcare	0.64%	—	+7.41%
29	TWXCHF	Time Warner INC	Stock-Other	0.62%	—	+25.77%
30	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.62%	—	-1.16%
31	PM	Philip Morris International	Stock-Consumer Staples	0.62%	—	-32.02%
32	GAP	Gap Inc/the	Stock-Consumer Disc	0.62%	—	+30.56%
33	PRU	Prudential Financial INC	Stock-Financials	0.61%	—	+475.93%
34	BLMN	Bloomin' Brands INC	Stock-Other	0.61%	—	-8.55%
35	BSX	Boston Scientific CORP	Stock-Healthcare	0.60%	—	-20.64%
36	MRK	Merck & Co. INC.	Stock-Healthcare	0.60%	—	-7.59%
37	EA	Electronic Arts INC	Stock-Comm Services	0.60%	—	—
38	KO	The Coca-Cola Company	Stock-Consumer Staples	0.60%	—	-23.46%
39	SHW	Sherwin-williams Co/the	Stock-Materials	0.60%	—	-3.91%
40	USFD	US Foods Holding CORP	Stock-Consumer Staples	0.59%	—	-1.89%
41	CI	The Cigna Group	Stock-Healthcare	0.59%	—	+267.43%
42	KSS	Kohls CORP	Stock-Consumer Disc	0.59%	—	—
43	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.59%	—	—
44	AN	Autonation INC	Stock-Consumer Disc	0.58%	—	—
45	ELV	Elevance Health INC	Stock-Healthcare	0.57%	—	-2.90%
46	EOG	Eog Resources INC	Stock-Energy	0.57%	—	+506.39%
47	CTAS	Cintas CORP	Stock-Industrials	0.57%	—	+530.94%
48	HIG	Hartford Insurance Group INC	Stock-Financials	0.56%	—	-0.76%
49	CRM	Salesforce INC	Stock-Tech	0.55%	—	+48.87%
50	GILD	Gilead Sciences INC	Stock-Healthcare	0.54%	—	+15.47%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q2 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SWK	Stanley Black & Decker INC	+0.7%	+741.60%	Add
2	ORLY	O'reilly Automotive INC	+0.6%	+1394.38%	Add
3	PRU	Prudential Financial INC	+0.5%	+475.93%	Add
4	CTAS	Cintas CORP	+0.5%	+530.94%	Add
5	EOG	Eog Resources INC	+0.5%	+506.39%	Add
6	BERYEUR	Berry Global Group INC	-0.5%	-86.43%	Trim
7	FDX	Fedex CORP	-0.6%	-78.17%	Trim
8	✓	Dct Industrial Trust INC	-0.6%	-69.32%	Trim
9	✓	Spirit Realty Capital Inc	-0.6%	-91.97%	Trim
10	AZO	Autozone INC	-0.6%	-24.43%	Trim
11	KRC	Kilroy Realty CORP	-0.6%	-74.60%	Trim
12	PGR	Progressive CORP	-0.6%	-79.29%	Trim
13	LEA	Lear CORP	-0.6%	-79.86%	Trim
14	CCL1EUR	Carnival CORP LTD	-0.6%	-77.95%	Trim
15	✓	Ggp INC	-0.6%	-90.43%	Trim
16	DOV	Dover CORP	-0.8%	-86.32%	Trim
17	AAL	American Airlines Group INC	—	NEW	New buy
18	DIS	Walt Disney Co/the	—	NEW	New buy
19	DLTR	Dollar Tree INC	—	NEW	New buy
20	WEN	Wendy's Co/the	—	NEW	New buy
21	GRMN	Garmin Ltd.	—	NEW	New buy
22	UAL	United Airlines Holdings INC	—	EXIT	Sold out
23	EA	Electronic Arts INC	—	NEW	New buy
24	PH	Parker Hannifin CORP	—	EXIT	Sold out
25	WY	Weyerhaeuser Co	—	EXIT	Sold out
26	KSS	Kohls CORP	—	NEW	New buy
27	TSN	Tyson Foods Inc-cl A	—	NEW	New buy
28	AN	Autonation INC	—	NEW	New buy
29	MCK	Mckesson CORP	—	EXIT	Sold out
30	DKS	Dick's Sporting Goods INC	—	EXIT	Sold out
31	CPA	Copa Holdings, S.A.	—	EXIT	Sold out
32	LOW	Lowe's Cos INC	—	EXIT	Sold out
33	WHR	Whirlpool CORP	—	EXIT	Sold out
34	CTRA	Coterra Energy INC	—	NEW	New buy
35	VOYA	Voya Financial INC	—	NEW	New buy
36	BABA	Alibaba Group Holding-sp Adr	—	NEW	New buy
37	KMI	Kinder Morgan INC	—	NEW	New buy
38	COF	Capital One Financial CORP	—	NEW	New buy
39	LEN	Lennar Corp-a	—	NEW	New buy
40	NBL2EUR	Noble Energy INC	—	NEW	New buy
41	ATVIEUR	Activision Blizzard INC	—	EXIT	Sold out
42	TRCO	Tribune Media Co - A	—	NEW	New buy
43	BBY	Best Buy Co INC	—	EXIT	Sold out
44	RDN	Radian Group INC	—	NEW	New buy
45	JELD	Jeld-wen Holding INC	—	NEW	New buy
46	SYTUSD	Syngenta Ag-adr	—	EXIT	Sold out
47	GT	Goodyear Tire & Rubber Co	—	EXIT	Sold out
48	MBLY	Mobileye Global Inc.	—	EXIT	Sold out
49	YELP	Yelp INC	—	NEW	New buy
50	XXI	Twenty One Capital, Inc.	—	EXIT	Sold out