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Quantitative Systematic Strategies LLC

Q3 2019 Holdings

Filed 2019-11-07 | 450 holdings | $25.1M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↓Shares% Portfolio
Adobe Inc Common Stock(ADBE)COM00724F101$3.6M12,85214.2%
Boston Scientific Corp(BSX)COM101137107$2.9M70,36511.4%
Alibaba Group Holding LTD Sponsored ADR(BABA)SPONSORED ADS01609W102$1.7M10,1066.7%
Charles River Laboratories International Inc(CRL)COM159864107$1.7M12,7636.7%
Ally Financial Inc(ALLY)COM02005N100$1.7M50,6966.7%
Advanced Micro Devices Inc COM(AMD)COM007903107$1.2M40,9764.7%
Corporate Office Properties Trust-Sbi(CDP)SH BEN INT22002T108$949.0K31,8553.8%
Conocophillips(COP)COM20825C104$925.0K16,2343.7%
Biomarin Pharmaceutical Inc(BMRN)COM09061G101$910.0K13,4973.6%
Altice USA Inc Class A Common Stock(OPTU)CL A02156K103$728.0K25,3792.9%
Cousins Properties Incorporated Common Stock(CUZ)COM NEW222795502$706.0K18,7932.8%
Allegheny Technologies Inc(ATI)COM01741R102$680.0K33,6012.7%
Caci International Inc(CACI)CL A127190304$630.0K2,7252.5%
Bright Horizons Family Solutions Inc del COM(BFAM)COM109194100$591.0K3,8782.4%
Boot Barn Holdings Inc COM(BOOT)COM099406100$584.0K16,7332.3%
DXC Technology Company Common Stock(DXC)COM23355L106$584.0K19,7992.3%
BJS Restaurants Inc(BJRI)COM09180C106$546.0K14,0522.2%
Constellation Brands Inc CL A(STZ)CL A21036P108$459.0K2,2141.8%
Bio-Rad Laboratories Inc CL A(BIO)CL A090572207$453.0K1,3621.8%
Boston Beer Co Inc(SAM)CL A100557107$396.0K1,0891.6%
Cadence Design Systems Inc(CDNS)COM127387108$378.0K5,7161.5%
D R Horton Inc Common Stock(DHI)COM23331A109$307.0K5,8261.2%
Axsome Therapeutics Inc COM(AXSM)COM05464T104$252.0K12,4521.0%
Corecivic Inc COM(CXW)COM21871N101$245.0K14,1941.0%
Chewy Inc Class A Common Stock PAR Value(CHWY)CL A16679L109$244.0K9,9311.0%
Connectone Bancorp Inc(CNOB)COM20786W107$241.0K10,8391.0%
BJ S Wholesale Club Holdings Inc Common Stock(BJ)COM05550J101$224.0K8,6610.9%
Avantor Inc Common Stock(AVTR)COM05352A100$211.0K14,3230.8%
Abbvie Inc(ABBV)COM00287Y109$207.0K2,7310.8%
Clean Harbors Inc(CLH)COM184496107$204.0K2,6410.8%
Dana Incorporated(DAN)COM235825205$155.0K10,7360.6%
Biocryst Pharmaceuticals Inc(BCRX)COM09058V103$124.0K43,1960.5%
Accuray Incorporated(ARAY)COM004397105$70.0K25,4440.3%
American Electric Power Co Inc(AEP)COM025537101$5.7K61,1090.0%
Mastercard Incorporated(MA)CL A57636Q104$5.3K19,3430.0%
Procter Gamble Co(PG)COM742718109$5.0K39,9240.0%
Pepsico Inc Common Stock(PEP)COM713448108$5.0K36,1180.0%
Markel Corp Holding Co(MKL)COM570535104$4.7K3,9720.0%
Visa Inc CL A Common Stock(V)COM CL A92826C839$4.7K27,2890.0%
Duke Realty Corp(DREUSD)COM NEW264411505$4.7K136,9420.0%
Amazon.com Inc(AMZN)COM023135106$4.6K2,6410.0%
Citigroup Inc COM(C)COM NEW172967424$4.4K64,4020.0%
Portland General Electric Co(POR)COM NEW736508847$4.4K78,8400.0%
Discovery Inc Series C Common Stock(DISCKUSD)COM SER C25470F302$4.4K178,4220.0%
Nike Inc Class B COM(NKE)CL B654106103$4.3K45,8300.0%
Microsoft Corp(MSFT)COM594918104$4.2K30,4470.0%
Honeywell Intl Inc(HON)COM438516106$4.2K24,6210.0%
Mondelez International Inc COM(MDLZ)CL A609207105$4.1K74,2480.0%
Nextera Energy Inc(NEE)COM65339F101$4.1K17,4110.0%
Firstenergy Corp(FE)COM337932107$3.9K80,9270.0%
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