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Quantitative Systematic Strategies LLC

Q1 2018 Holdings

Filed 2018-05-04 | 611 holdings | $27.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↑Shares% Portfolio
Plains GP Holdings L P(PAGPEUR)CL A72651A207$52424,1130.0%
Honda Motor Co LTD(HMC)ADR438128308$53215,3260.0%
Virtus Investment Partners Inc(VRTS)COM92828Q109$5374,3370.0%
Textron Inc(TXT)COM883203101$5399,1320.0%
Knight Swift Transportation Holdings Inc(KNX)CL A499049104$54011,7360.0%
Fastenal Co(FAST)COM311900104$5449,9740.0%
Allstate Corp(ALL)COM020002101$5445,7390.0%
Public Service Enterprise Group Inc(PEG)COM744573106$54410,8290.0%
Advance Auto Parts Inc(AAP)COM00751Y106$5504,6400.0%
Synchrony Financial(SYF)COM87165B103$55616,5720.0%
Ryman Hospitality Pptys Inc(RHP)COM78377T107$5607,2350.0%
Spirit Realty Capital IncCOM84860W102$56172,3440.0%
American Express Company(AXP)COM025816109$5646,0500.0%
Evoqua Water Technologies Corp(AQUAUSD)COM30057T105$56526,5560.0%
Hershey Company (the)(HSY)COM427866108$5705,7600.0%
Wellcare Health Plans IncCOM94946T106$5722,9540.0%
Sabre Corporation(SABR)COM78573M104$57526,8000.0%
T Mobile US Inc(TMUS)COM872590104$5769,4350.0%
Weyerhaeuser Co(WY)COM962166104$57616,4590.0%
Worldpay Inc(WP)CL A981558109$5787,0340.0%
Sleep Number Corporation(SNBR)COM83125X103$58116,5430.0%
Vectren CorpCOM92240G101$5849,1380.0%
International Bancshares Corp(IBOC)COM459044103$58715,0950.0%
Noble Energy Inc(NBL2EUR)COM655044105$58719,3580.0%
CNH Industrial N V(CNH)SHSN20944109$58847,4150.0%
H B Fuller & Co(FUL)COM359694106$58911,8340.0%
Ralph Lauren Corporation(RL)CL A751212101$5905,2730.0%
Toyota Motor Corporation(TM)ADS892331307$5914,5330.0%
Cott Corp(BCBEUR)COM22163N106$59240,2230.0%
HUB Group Inc(HUBG)CL A443320106$59414,1950.0%
Intel Corp(INTC)COM458140100$59511,4250.0%
Mettler-Toledo International Inc(MTD)COM592688105$5961,0360.0%
United Parcel SVC Inc(UPS)CL B911312106$5965,6930.0%
MDC Holdings Inc-del(MDC1USD)COM552676108$59621,3390.0%
First Data Corporation(FDC)CL A32008D106$59937,4640.0%
Marvell Technology Group LTD(MRVL)ORDG5876H105$61029,0700.0%
Shutterfly Inc(SFLY)COM82568P304$6147,5580.0%
Retail Properties of America IncCL A76131V202$61452,6780.0%
Citizens Financial Group Inc(CFG)COM174610105$61614,6690.0%
Callon Petroleum Co-del(CPE3EUR)COM13123X102$61846,7040.0%
Bunge LTD(BG)COMG16962105$6228,4090.0%
Deere & Co(DE)COM244199105$6294,0500.0%
Liberty Latin America LTD(LILAK)CL CG9001E128$63433,2130.0%
General Electric CompanyCOM369604103$63547,1040.0%
Netflix COM Inc(NFLX)COM64110L106$6372,1580.0%
Nine Energy Service Inc(NINEQ)COM65441V101$63926,2390.0%
Chesapeake Lodging Trust(CHSP)SH BEN INT165240102$64023,0250.0%
Take Two Interactive Software Inc(TTWO)COM874054109$6416,5540.0%
Trinity Industries Inc(TRN)COM896522109$64519,7640.0%
Regions Financial Corp(RF)COM7591EP100$64534,7040.0%
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