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Quantitative Systematic Strategies LLC

Q2 2018 Holdings

Filed 2018-08-07 | 606 holdings | $27.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↑Shares% Portfolio
Fortune Brands Home & SEC Inc(FBIN)COM34964C106$83515,5480.0%
Livanova PLC(LIVN)SHSG5509L101$8358,3620.0%
Evergy Inc(EVRG)COM30034W106$83514,8650.0%
Devon Energy Corporation(DVN)COM25179M103$84019,1150.0%
Finisar Corporation(FNSR)COM31787A507$84146,7460.0%
Lennox Intl Inc(LII)COM526107107$8414,2040.0%
Ulta Beauty Inc(ULTA)COM90384S303$8513,6440.0%
WPX Energy IncCOM98212B103$85847,6070.0%
Eagle Materials Inc(EXP)COM26969P108$8598,1860.0%
Childrens Place Inc(PLCE)COM168905107$8677,1760.0%
Laboratory Corp Amer HldgsCOM50540R409$8684,8330.0%
American Express Company(AXP)COM025816109$8708,8800.0%
Marathon Oil Corp(MRO*)COM565849106$88142,2110.0%
AON PLC(AON)SHS CL AG0408V102$8866,4610.0%
Wintrust Financial Corp(WTFC)COM97650W108$88610,1830.0%
Applied Industrial Technologies Inc(AIT)COM03820C105$88612,6330.0%
AndeavorCOM03349M105$8936,8060.0%
East West Bancorp Inc(EWBC)COM27579R104$90813,9260.0%
PDC Energy Inc(PDCEUSD)COM69327R101$91415,1210.0%
Wellcare Health Plans IncCOM94946T106$9143,7120.0%
Take Two Interactive Software Inc(TTWO)COM874054109$9177,7510.0%
Madison Square Garden Company (the)(MSGS)CL A55825T103$9222,9720.0%
Texas Capital Bancshares Inc(TCBI)COM88224Q107$92310,0890.0%
Invesco LTD(IVZ)SHSG491BT108$92534,8300.0%
Eaton Corporation PLC(ETN)SHSG29183103$93412,4920.0%
IHS Markit LTD(IHS)SHSG47567105$94018,2300.0%
Starbucks Corp(SBUX)COM855244109$94219,2900.0%
First Data Corporation(FDC)CL A32008D106$94745,2560.0%
Mid America Apartment Communities Inc(MAA)COM59522J103$9509,4390.0%
Wyndham Hotels & Resorts Inc(WH)COM98311A105$95016,1430.0%
LPL Financial Holdings Inc(LPLA)COM50212V100$95114,5110.0%
Walmart Inc(WMT)COM931142103$95811,1830.0%
TCF Financial CorporationCOM872275102$95938,9430.0%
Sunstone Hotel Invs Inc(SHO)COM867892101$96658,1370.0%
Meritage Homes Corporation(MTH)COM59001A102$96621,9730.0%
Yelp Inc(YELP)COM985817105$97624,9140.0%
Ross Stores Inc(ROST)COM778296103$97811,5420.0%
Federal Realty Invt Trust(FRTEUR)SHS BEN INT313747206$9797,7350.0%
SUN Communities Inc(SUI)COM866674104$98810,0970.0%
Noble Energy Inc(NBL2EUR)COM655044105$98828,0050.0%
Archer-Daniels-Midland Co(ADM)COM039483102$99121,6170.0%
Axis Capital Holdings LTD(AXS)SHSG0692U109$1.0K18,0630.0%
Unitedhealth Group Inc(UNH)COM91324P102$1.0K4,1070.0%
Conagra Brands Inc(CAG)COM205887102$1.0K28,4050.0%
Spirit Airlines Inc(SAVEEUR)COM848577102$1.0K28,0080.0%
Valley National Bancorp(VLY)COM919794107$1.0K84,5950.0%
Duke Energy Corporation Holding Company(DUK)COM26441C204$1.0K13,1130.0%
Michael Kors Hldgs LTDSHSG60754101$1.0K15,5990.0%
Oracle Corporation(ORCL)COM68389X105$1.0K23,6320.0%
Servicemaster Global Holdings IncCOM81761R109$1.0K17,5910.0%
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