Quantitative Systematic Strategies LLC — Q3 2017 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q3 2017
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 436 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AXP	American Express Co	Stock-Financials	0.90%	—	+52.40%
2	ORI	Old Republic Intl CORP	Stock-Financials	0.88%	—	+19.34%
3	CCI	Crown Castle INC	Stock-Real Estate	0.87%	—	+235.30%
4	SWK	Stanley Black & Decker INC	Stock-Industrials	0.80%	—	-5.02%
5	CVX	Chevron CORP	Stock-Energy	0.77%	—	-1.46%
6	ORCL	Oracle CORP	Stock-Tech	0.75%	—	-29.99%
7	AJG	Arthur J Gallagher & Co	Stock-Financials	0.75%	—	+402.72%
8	BA	Boeing Co/the	Stock-Industrials	0.72%	—	—
9	BTI	British American Tob-sp Adr	Stock-Consumer Staples	0.71%	—	—
10	ISBCUSD	Investors Bancorp INC	Stock-Other	0.70%	—	+360.45%
11	DREUSD	Duke Realty CORP	Stock-Other	0.68%	—	+112.98%
12	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.68%	—	+130.68%
13	CRI	Carter's INC	Stock-Other	0.68%	—	—
14	AZO	Autozone INC	Stock-Consumer Disc	0.67%	—	-7.59%
15	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.66%	—	-13.89%
16	USFD	US Foods Holding CORP	Stock-Consumer Staples	0.66%	—	+6.68%
17	USB	US Bancorp	Stock-Financials	0.65%	—	+66.96%
18	RPAIUSD	Retail Properties Of Ame - A	Stock-Other	0.64%	—	+983.64%
19	PVH	Pvh CORP	Stock-Consumer Disc	0.64%	—	-22.54%
20	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.64%	—	-28.53%
21	SHW	Sherwin-williams Co/the	Stock-Materials	0.64%	—	+1.31%
22	KDP	Keurig Dr Pepper Inc.	Stock-Consumer Staples	0.64%	—	—
23	KO	Coca-cola Co/the	Stock-Consumer Staples	0.63%	—	-39.90%
24	GM	General Motors Co	Stock-Consumer Disc	0.62%	—	+20.15%
25	DAN	Dana INC	Stock-Other	0.61%	—	+129.77%
26	LUV	Southwest Airlines Co	Stock-Industrials	0.60%	—	—
27	DOCUSD	Physicians Realty Trust	Stock-Other	0.59%	—	+216.59%
28	VIAB	Viacom Inc-class B	Stock-Other	0.59%	—	—
29	DOC	Healthpeak Properties, Inc.	Stock-Real Estate	0.58%	—	+236.13%
30	FDC	First Data Corp- Class A	Stock-Other	0.58%	—	+14.16%
31	STL	Sterling Bancorp/de	Stock-Other	0.58%	—	+180.37%
32	✓	THE Travelers Companies INC	Stock-Other	0.57%	—	—
33	ALK	Alaska Air Group INC	Stock-Industrials	0.57%	—	-6.03%
34	MSFT	Microsoft CORP	Stock-Tech	0.57%	—	+77.68%
35	✓	Shire PLC	Stock-Other	0.57%	—	+437.97%
36	BRO	Brown & Brown INC	Stock-Financials	0.56%	—	+118.19%
37	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.56%	—	-19.84%
38	CI	The Cigna Group	Stock-Healthcare	0.56%	—	-19.38%
39	SBAC	Sba Communications CORP	Stock-Real Estate	0.56%	—	—
40	V	Visa Inc-class A Shares	Stock-Financials	0.55%	—	-3.29%
41	CTAS	Cintas CORP	Stock-Industrials	0.55%	—	-20.03%
42	BAX	Baxter International INC	Stock-Healthcare	0.55%	—	-20.91%
43	EA	Electronic Arts INC	Stock-Comm Services	0.55%	—	-20.73%
44	SBRA	Sabra Health Care Reit INC	Stock-Real Estate	0.54%	—	—
45	NCLH	Norwegian Cruise Line Holdings Ltd.	Stock-Consumer Disc	0.54%	—	—
46	APC3EUR	Anadarko Petroleum CORP	Stock-Other	0.54%	—	+6.11%
47	ELV	Elevance Health INC	Stock-Healthcare	0.54%	—	-11.70%
48	FHN	First Horizon CORP	Stock-Financials	0.53%	—	—
49	BSX	Boston Scientific CORP	Stock-Healthcare	0.53%	—	-20.11%
50	✓	Buffalo Wild Wings INC	Stock-Other	0.52%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q3 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CCI	Crown Castle INC	+0.6%	+235.30%	Add
2	AJG	Arthur J Gallagher & Co	+0.6%	+402.72%	Add
3	RPAIUSD	Retail Properties Of Ame - A	+0.6%	+983.64%	Add
4	ISBCUSD	Investors Bancorp INC	+0.6%	+360.45%	Add
5	FITB	Fifth Third Bancorp	-0.5%	-68.57%	Trim
6	TWXCHF	Time Warner INC	-0.5%	-81.12%	Trim
7	AN	Autonation INC	-0.5%	-86.55%	Trim
8	RCL	Royal Caribbean Cruises Ltd.	-0.5%	-83.15%	Trim
9	GOOGL	Alphabet Inc-cl A	-0.6%	-77.92%	Trim
10	MET	Metlife INC	-0.6%	-83.85%	Trim
11	AAL	American Airlines Group INC	-0.7%	-83.25%	Trim
12	DE	Deere & Co	—	EXIT	Sold out
13	CSX	Csx CORP	—	EXIT	Sold out
14	HD	Home Depot INC	—	EXIT	Sold out
15	TJX	Tjx Companies INC	—	EXIT	Sold out
16	DIS	Walt Disney Co/the	—	EXIT	Sold out
17	BA	Boeing Co/the	—	NEW	New buy
18	BTI	British American Tob-sp Adr	—	NEW	New buy
19	GRMN	Garmin Ltd.	—	EXIT	Sold out
20	CRI	Carter's INC	—	NEW	New buy
21	ORLY	O'reilly Automotive INC	—	EXIT	Sold out
22	SAVEEUR	Spirit Airlines INC	—	EXIT	Sold out
23	BLMN	Bloomin' Brands INC	—	EXIT	Sold out
24	KDP	Keurig Dr Pepper Inc.	—	NEW	New buy
25	KSS	Kohls CORP	—	EXIT	Sold out
26	EOG	Eog Resources INC	—	EXIT	Sold out
27	LUV	Southwest Airlines Co	—	NEW	New buy
28	VIAB	Viacom Inc-class B	—	NEW	New buy
29	HIG	Hartford Insurance Group INC	—	EXIT	Sold out
30	✓	THE Travelers Companies INC	—	NEW	New buy
31	GILD	Gilead Sciences INC	—	EXIT	Sold out
32	SBAC	Sba Communications CORP	—	NEW	New buy
33	SBRA	Sabra Health Care Reit INC	—	NEW	New buy
34	AAP	Advance Auto Parts INC	—	EXIT	Sold out
35	CTRA	Coterra Energy INC	—	EXIT	Sold out
36	GME	Gamestop Corp-class A	—	EXIT	Sold out
37	NCLH	Norwegian Cruise Line Holdings Ltd.	—	NEW	New buy
38	REYN	Reynolds Consumer Products Inc.	—	EXIT	Sold out
39	VOYA	Voya Financial INC	—	EXIT	Sold out
40	FHN	First Horizon CORP	—	NEW	New buy
41	✓	Buffalo Wild Wings INC	—	NEW	New buy
42	KMI	Kinder Morgan INC	—	EXIT	Sold out
43	COF	Capital One Financial CORP	—	EXIT	Sold out
44	LEN	Lennar Corp-a	—	EXIT	Sold out
45	TMUS	T-mobile US INC	—	EXIT	Sold out
46	DAL	Delta Air Lines INC	—	NEW	New buy
47	TRCO	Tribune Media Co - A	—	EXIT	Sold out
48	ROST	Ross Stores INC	—	EXIT	Sold out
49	BCRUSD	Cr Bard INC	—	EXIT	Sold out
50	PAYX	Paychex INC	—	NEW	New buy