$366 Million is the total value of Quantitative Systematic Strategies LLC's 408 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 258.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RDC | Buy | ROWAN COMPANIES PLCcl a | $6,190,000 | +1011.3% | 351,912 | +1389.8% | 1.69% | +655.4% |
| VIAB | Buy | VIACOM INCcl b | $4,966,000 | +2287.5% | 72,688 | +2567.4% | 1.36% | +1515.5% |
| ETN | Buy | EATON CORP PLC | $4,528,000 | +165.3% | 66,762 | +168.7% | 1.24% | +80.5% |
| EMN | New | EASTMAN CHEMICAL CO | $4,340,000 | – | 61,939 | +100.0% | 1.19% | – |
| KNX | Buy | KNIGHT TRANSPORTATION INC | $4,275,000 | +544.8% | 132,161 | +576.4% | 1.17% | +339.5% |
| GPORQ | Buy | GULFPORT ENERGY CORPORATION | $4,265,000 | +726.6% | 92,380 | +648.9% | 1.17% | +463.3% |
| MXIM | Buy | MAXIM INTEGRATED PRODUCTS INC | $4,263,000 | +232.8% | 121,892 | +198.6% | 1.16% | +126.2% |
| NBL | Buy | NOBLE ENERGY INC | $4,259,000 | +201.6% | 86,835 | +191.2% | 1.16% | +105.3% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $4,014,000 | +1043.6% | 33,792 | +1013.8% | 1.10% | +678.0% |
| PTEN | New | PATTERSON-UTI ENERGY INC | $3,869,000 | – | 204,496 | +100.0% | 1.06% | – |
| BRCM | Buy | BROADCOM CORPORATION | $3,662,000 | +192.7% | 83,206 | +187.2% | 1.00% | +99.0% |
| CVLT | Buy | COMMVAULT SYSTEMS INC | $3,294,000 | +161.0% | 74,794 | +210.0% | 0.90% | +77.5% |
| MCD | Buy | MCDONALD'S CORP | $3,238,000 | +118.6% | 33,087 | +110.4% | 0.88% | +48.7% |
| AAVL | New | AVALANCHE BIOTECHNOLOGIES INC | $3,208,000 | – | 80,458 | +100.0% | 0.88% | – |
| MU | New | MICRON TECHNOLOGY INC | $3,182,000 | – | 118,902 | +100.0% | 0.87% | – |
| MS | New | MORGAN STANLEY | $3,169,000 | – | 87,466 | +100.0% | 0.87% | – |
| HUBB | New | HUBBELL INCcl b | $2,966,000 | – | 26,974 | +100.0% | 0.81% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $2,738,000 | – | 111,387 | +100.0% | 0.75% | – |
| FHI | New | FEDERATED INVESTORS INC-CL Bcl b | $2,643,000 | – | 79,359 | +100.0% | 0.72% | – |
| PF | New | PINNACLE FOODS INC | $2,640,000 | – | 64,366 | +100.0% | 0.72% | – |
| NUVA | Buy | NUVASIVE INC | $2,601,000 | +187.1% | 56,112 | +197.7% | 0.71% | +95.3% |
| DAL | Buy | DELTA AIR LINES INC | $2,570,000 | +579.9% | 56,533 | +635.9% | 0.70% | +362.5% |
| CBI | New | CHICAGO BRIDGE & IRON CO NV | $2,564,000 | – | 51,910 | +100.0% | 0.70% | – |
| STLD | Buy | STEEL DYNAMICS INC | $2,520,000 | +301.9% | 125,012 | +299.4% | 0.69% | +173.4% |
| SLCA | Buy | US SILICA HOLDINGS INC | $2,459,000 | +937.6% | 69,897 | +636.7% | 0.67% | +607.4% |
| BC | New | BRUNSWICK CORP | $2,375,000 | – | 45,835 | +100.0% | 0.65% | – |
| JNPR | New | JUNIPER NETWORKS INC | $2,352,000 | – | 104,351 | +100.0% | 0.64% | – |
| LLY | Buy | ELI LILLY & CO | $2,352,000 | +116.4% | 31,839 | +103.6% | 0.64% | +47.1% |
| NRG | New | NRG ENERGY INC | $2,344,000 | – | 93,991 | +100.0% | 0.64% | – |
| DHR | Buy | DANAHER CORP | $2,274,000 | +186.0% | 26,581 | +188.3% | 0.62% | +95.0% |
| AAPL | New | APPLE INC | $2,242,000 | – | 17,765 | +100.0% | 0.61% | – |
| CMA | New | COMERICA INC | $2,232,000 | – | 49,201 | +100.0% | 0.61% | – |
| GM | Buy | GENERAL MOTORS CO | $2,214,000 | +257.7% | 58,744 | +232.8% | 0.60% | +143.0% |
| KEY | Buy | KEYCORP | $2,193,000 | +328.3% | 154,447 | +325.3% | 0.60% | +190.8% |
| IR | Buy | INGERSOLL-RAND PLC | $2,168,000 | +367.2% | 31,682 | +335.9% | 0.59% | +218.8% |
| TTWO | New | TAKE-TWO INTERACTIVE SOFTWARE INC | $2,151,000 | – | 85,307 | +100.0% | 0.59% | – |
| BPOP | Buy | POPULAR, INC. | $2,144,000 | +364.1% | 62,767 | +362.3% | 0.59% | +215.1% |
| BAS | Buy | BASIC ENERGY SERVICES INC | $2,122,000 | +132.7% | 307,405 | +137.0% | 0.58% | +58.5% |
| AZO | Buy | AUTOZONE INC | $2,093,000 | +931.0% | 3,039 | +829.4% | 0.57% | +597.6% |
| HLSSF | New | HOME LOAN SERVICING | $2,064,000 | – | 123,600 | +100.0% | 0.56% | – |
| BIG | Buy | BIG LOTS INC | $2,053,000 | +284.5% | 41,973 | +215.7% | 0.56% | +160.9% |
| NSM | New | NATIONSTAR MORTGAGE HOLDINGS INC. | $2,029,000 | – | 81,928 | +100.0% | 0.56% | – |
| CP | Buy | CANADIAN PACIFIC RAILWAY LTD | $1,983,000 | +50.5% | 10,888 | +59.6% | 0.54% | +2.3% |
| BURL | New | BURLINGTON STORES INC | $1,943,000 | – | 32,708 | +100.0% | 0.53% | – |
| PRU | New | PRUDENTIAL FINANCIAL INC | $1,944,000 | – | 24,191 | +100.0% | 0.53% | – |
| ISIL | New | INTERSIL CORPORATIONcl a | $1,934,000 | – | 134,918 | +100.0% | 0.53% | – |
| PLAY | New | DAVE & BUSTERS ENTERTAINMENT | $1,855,000 | – | 60,950 | +100.0% | 0.51% | – |
| ROVI | New | ROVI CORPORATION | $1,853,000 | – | 98,648 | +100.0% | 0.51% | – |
| NXPI | New | NXP SEMICONDUCTORS NV | $1,840,000 | – | 17,976 | +100.0% | 0.50% | – |
| XOMA | Buy | XOMA CORPORATION | $1,823,000 | +130.2% | 488,771 | +121.4% | 0.50% | +56.6% |
| FANG | Buy | DIAMONDBACK ENERGY | $1,822,000 | +408.9% | 23,507 | +291.2% | 0.50% | +245.8% |
| A | New | AGILENT TECHNOLOGIES INC | $1,822,000 | – | 43,676 | +100.0% | 0.50% | – |
| DIS | New | WALT DISNEY CO/THE | $1,799,000 | – | 17,048 | +100.0% | 0.49% | – |
| EQIX | New | EQUINIX, INC. | $1,782,000 | – | 7,607 | +100.0% | 0.49% | – |
| BDX | Buy | BECTON DICKINSON AND CO | $1,778,000 | +535.0% | 12,208 | +511.0% | 0.49% | +333.9% |
| JBHT | New | J.B. HUNT TRANSPORT SERVICES INC | $1,773,000 | – | 20,778 | +100.0% | 0.48% | – |
| ALGN | Buy | ALIGN TECHNOLOGIES INC | $1,718,000 | +42.3% | 31,464 | +47.4% | 0.47% | -3.1% |
| FFIV | New | F5 NETWORKS INC | $1,708,000 | – | 14,818 | +100.0% | 0.47% | – |
| BDSI | Buy | BIODELIVERY SCIENCES INTERNATIONAL INC | $1,685,000 | +815.8% | 160,606 | +982.9% | 0.46% | +523.0% |
| CBS | Buy | CBS CORPcl b | $1,623,000 | +69.2% | 26,228 | +52.6% | 0.44% | +15.3% |
| CY | New | CYPRESS SEMICONDUCTOR CORPORATION | $1,573,000 | – | 111,474 | +100.0% | 0.43% | – |
| SPNV | Buy | SUPERIOR ENERGY SERVICES INC | $1,566,000 | +125.0% | 69,594 | +105.0% | 0.43% | +52.9% |
| LM | New | LEGG MASON INC | $1,563,000 | – | 27,959 | +100.0% | 0.43% | – |
| UAA | New | UNDER ARMOUR INCcl a | $1,547,000 | – | 19,341 | +100.0% | 0.42% | – |
| SEE | New | SEALED AIR CORP | $1,543,000 | – | 33,630 | +100.0% | 0.42% | – |
| AMAT | Buy | APPLIED MATERIALS INC | $1,540,000 | +290.9% | 67,754 | +333.7% | 0.42% | +166.5% |
| LRCX | Buy | LAM RESEARCH CORPORATION | $1,492,000 | +177.8% | 20,788 | +209.4% | 0.41% | +88.9% |
| ZLTQ | Buy | ZELTIQ AESTHETICS INC | $1,482,000 | +253.7% | 47,129 | +212.9% | 0.40% | +141.1% |
| CF | Buy | CF INDUSTRIES HOLDINGS INC | $1,473,000 | +366.1% | 5,061 | +337.8% | 0.40% | +217.3% |
| BRKB | New | BERKSHIRE HATHAWAY INCcl b | $1,406,000 | – | 9,641 | +100.0% | 0.38% | – |
| LQ | Buy | LA QUINTA HOLDINGS INC | $1,379,000 | +76.3% | 57,660 | +62.5% | 0.38% | +20.1% |
| ZSPH | New | ZS PHARMA INC CS | $1,344,000 | – | 31,593 | +100.0% | 0.37% | – |
| SBUX | New | STARBUCKS CORPORATION | $1,336,000 | – | 13,916 | +100.0% | 0.36% | – |
| AIZ | New | ASSURANT INC | $1,332,000 | – | 21,612 | +100.0% | 0.36% | – |
| SWFT | New | SWIFT TRANSPORTATION COcl a | $1,330,000 | – | 49,842 | +100.0% | 0.36% | – |
| ENDP | New | ENDO INT'L PLC | $1,330,000 | – | 14,527 | +100.0% | 0.36% | – |
| DLTR | Buy | DOLLAR TREE INC | $1,328,000 | +506.4% | 16,228 | +423.3% | 0.36% | +312.5% |
| LBTYK | Buy | LIBERTY GLOBAL PLCcl c | $1,323,000 | +160.9% | 26,519 | +154.0% | 0.36% | +77.5% |
| PM | New | PHILIP MORRIS INTERNATIONAL | $1,315,000 | – | 17,165 | +100.0% | 0.36% | – |
| OKE | New | ONEOK INC | $1,288,000 | – | 26,818 | +100.0% | 0.35% | – |
| DK | New | DELEK US HOLDINGS INC | $1,285,000 | – | 32,214 | +100.0% | 0.35% | – |
| LUMN | New | CENTURYLINK INC | $1,263,000 | – | 36,981 | +100.0% | 0.34% | – |
| ULTA | Buy | ULTA SALON, COSMETICS & FRAGRANCE INC | $1,238,000 | +337.5% | 8,169 | +271.0% | 0.34% | +196.5% |
| ABC | New | AMERISOURCEBERGEN CORP | $1,237,000 | – | 10,900 | +100.0% | 0.34% | – |
| DISH | Buy | DISH NETWORK CORPORATIONcl a | $1,227,000 | +370.1% | 17,354 | +387.9% | 0.34% | +219.0% |
| EQT | Buy | EQT CORP | $1,220,000 | +282.4% | 14,754 | +249.3% | 0.33% | +160.2% |
| PPG | Buy | PPG INDUSTRIES INC | $1,213,000 | +92.2% | 5,399 | +98.1% | 0.33% | +30.7% |
| QEP | New | QEP RESOURCES INC | $1,195,000 | – | 56,346 | +100.0% | 0.33% | – |
| AON | Buy | AON PLCcl a | $1,195,000 | +6.5% | 12,180 | +4.3% | 0.33% | -27.5% |
| FB | Buy | FACEBOOKcl a | $1,198,000 | +241.3% | 14,401 | +224.8% | 0.33% | +131.9% |
| ALL | Buy | ALLSTATE CORP | $1,179,000 | +6.9% | 16,621 | +6.8% | 0.32% | -27.3% |
| DNRCQ | Buy | DENBURY RESOURCES INC | $1,179,000 | +193.3% | 155,152 | +214.5% | 0.32% | +98.8% |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $1,151,000 | +174.7% | 6,429 | +184.1% | 0.32% | +87.5% |
| VLO | New | VALERO ENERGY CORP | $1,150,000 | – | 18,039 | +100.0% | 0.31% | – |
| BAX | Buy | BAXTER INTERNATIONAL INC | $1,144,000 | +417.6% | 16,673 | +457.1% | 0.31% | +251.7% |
| SPY | New | SPDR S&P 500 ETF TRUSTtr unit | $1,140,000 | – | 5,500 | +100.0% | 0.31% | – |
| SCTY | Buy | SOLARCITY CORPORATION | $1,142,000 | +327.7% | 22,575 | +355.9% | 0.31% | +191.6% |
| SIG | Buy | SIGNET JEWELERS LTD | $1,137,000 | +47.3% | 8,136 | +38.5% | 0.31% | +0.3% |
| GOOGL | Buy | GOOGLE INC-CL Acl a | $1,136,000 | +77.5% | 2,030 | +69.7% | 0.31% | +21.0% |
| ANN | New | ANN INC | $1,138,000 | – | 27,527 | +100.0% | 0.31% | – |
| BERY | Buy | BERRY PLASTICS GROUP INC | $1,132,000 | +70.0% | 31,102 | +48.3% | 0.31% | +15.3% |
| GD | Buy | GENERAL DYNAMICS CORP | $1,126,000 | +25.8% | 8,219 | +27.9% | 0.31% | -14.4% |
| DHI | New | DR HORTON INC | $1,094,000 | – | 38,873 | +100.0% | 0.30% | – |
| WIN | Buy | WINDSTREAM HLDGS INC | $1,082,000 | +383.0% | 145,680 | +436.7% | 0.30% | +228.9% |
| OEC | Buy | ORION ENGINEERED CARBONS SA | $1,068,000 | +116.2% | 58,732 | +102.0% | 0.29% | +47.5% |
| COG | New | CABOT OIL & GAS CORP | $1,054,000 | – | 35,985 | +100.0% | 0.29% | – |
| LXK | New | LEXMARK INTERNATIONAL INC-Acl a | $1,049,000 | – | 24,396 | +100.0% | 0.29% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $1,028,000 | – | 12,982 | +100.0% | 0.28% | – |
| WBC | Buy | WABCO HOLDINGS INC | $1,021,000 | +381.6% | 8,334 | +312.0% | 0.28% | +228.2% |
| FTNT | Buy | FORTINET INC | $997,000 | +61.9% | 28,358 | +42.7% | 0.27% | +10.5% |
| LLTC | New | LINEAR TECHNOLOGY CORPORATION | $990,000 | – | 20,839 | +100.0% | 0.27% | – |
| ACE | New | ACE LTD | $976,000 | – | 8,698 | +100.0% | 0.27% | – |
| LUK | New | LEUCADIA NATIONAL CORP | $974,000 | – | 43,577 | +100.0% | 0.27% | – |
| AN | New | AUTONATION INC | $960,000 | – | 14,895 | +100.0% | 0.26% | – |
| GIII | New | G-III APPAREL GROUP, LTD. | $959,000 | – | 8,525 | +100.0% | 0.26% | – |
| PG | New | PROCTER & GAMBLE CO/THE | $953,000 | – | 11,524 | +100.0% | 0.26% | – |
| MYL | New | MYLAN NV ORD SHS | $952,000 | – | 15,866 | +100.0% | 0.26% | – |
| RRTS | New | ROADRUNNER TRANSPORTATION | $949,000 | – | 37,678 | +100.0% | 0.26% | – |
| TEVA | Buy | TEVA PHARMACEUTICALadr | $946,000 | +368.3% | 15,126 | +328.7% | 0.26% | +219.8% |
| AMP | New | AMERIPRISE FINANCIAL INC | $934,000 | – | 7,131 | +100.0% | 0.26% | – |
| KMI | New | KINDER MORGAN INC | $928,000 | – | 22,063 | +100.0% | 0.25% | – |
| MON | Buy | MONSANTO CO | $906,000 | +234.3% | 7,993 | +255.6% | 0.25% | +127.5% |
| SCHW | Buy | SCHWAB (CHARLES) CORP | $862,000 | +62.6% | 28,342 | +62.3% | 0.24% | +10.8% |
| VA | New | VIRGIN AMERICA | $823,000 | – | 26,310 | +100.0% | 0.22% | – |
| PTLA | New | PORTOLA PHARMA CMN | $819,000 | – | 21,342 | +100.0% | 0.22% | – |
| JPM | New | JPMORGAN CHASE & CO | $817,000 | – | 13,406 | +100.0% | 0.22% | – |
| FIVE | New | FIVE BELOW, INC. | $811,000 | – | 22,825 | +100.0% | 0.22% | – |
| EA | New | ELECTRONIC ARTS INC | $801,000 | – | 13,517 | +100.0% | 0.22% | – |
| BLMN | New | BLOOMIN' BRANDS, INC | $797,000 | – | 32,836 | +100.0% | 0.22% | – |
| TGT | New | TARGET CORP | $798,000 | – | 9,717 | +100.0% | 0.22% | – |
| MDRX | New | ALLSCRIPTS HEALTHCARE SOLUTIONS INC | $790,000 | – | 66,374 | +100.0% | 0.22% | – |
| DBD | New | DIEBOLD INC | $785,000 | – | 22,269 | +100.0% | 0.22% | – |
| PACW | New | PACWEST BANCORP | $775,000 | – | 16,663 | +100.0% | 0.21% | – |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS | $775,000 | +314.4% | 45,216 | +235.7% | 0.21% | +182.7% |
| HIG | Buy | HARTFORD FINANCIAL SVCS GRP | $775,000 | +1.7% | 18,292 | +1.3% | 0.21% | -30.7% |
| ARRS | New | ARRIS GROUP INC | $756,000 | – | 26,053 | +100.0% | 0.21% | – |
| SPLS | New | STAPLES INC | $759,000 | – | 45,838 | +100.0% | 0.21% | – |
| PODD | New | INSULET CORPORATION | $749,000 | – | 21,839 | +100.0% | 0.20% | – |
| CRZO | Buy | CARRIZO OIL & GAS INC | $740,000 | +163.3% | 14,842 | +118.8% | 0.20% | +78.8% |
| GES | Buy | GUESS? INC | $737,000 | +215.0% | 39,236 | +255.6% | 0.20% | +113.8% |
| SRE | New | SEMPRA ENERGY | $716,000 | – | 6,543 | +100.0% | 0.20% | – |
| AJG | Buy | ARTHUR J GALLAGHER & CO | $710,000 | +189.8% | 15,049 | +191.8% | 0.19% | +98.0% |
| BKS | Buy | BARNES & NOBLE INC | $710,000 | +134.3% | 29,933 | +130.9% | 0.19% | +59.0% |
| EQR | New | EQUITY RESIDENTIAL | $702,000 | – | 8,900 | +100.0% | 0.19% | – |
| MJN | New | MEAD JOHNSON NUTRITION CO | $702,000 | – | 6,910 | +100.0% | 0.19% | – |
| STRZA | New | STARZ | $670,000 | – | 19,670 | +100.0% | 0.18% | – |
| NOC | Buy | NORTHROP GRUMMAN CORP | $663,000 | +76.3% | 4,073 | +61.5% | 0.18% | +19.9% |
| PVTB | New | PRIVATEBANCORP INC | $657,000 | – | 18,557 | +100.0% | 0.18% | – |
| LCI | Buy | LANNET INC | $655,000 | +101.5% | 9,645 | +28.9% | 0.18% | +36.6% |
| KING | Buy | KING DIGITAL ENTERTAINMENT PLC | $655,000 | +122.8% | 41,032 | +115.7% | 0.18% | +51.7% |
| USB | New | US BANCORP | $646,000 | – | 14,763 | +100.0% | 0.18% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $635,000 | – | 11,180 | +100.0% | 0.17% | – |
| T107PS | New | WRIGHT MEDICAL GROUP INC | $631,000 | – | 24,426 | +100.0% | 0.17% | – |
| PCLN | New | PRICELINE.COM INCORPORATED | $619,000 | – | 536 | +100.0% | 0.17% | – |
| BMRN | Buy | BIOMARIN PHARMACEUTICAL INC | $610,000 | +91.2% | 4,720 | +35.1% | 0.17% | +30.5% |
| BA | New | THE BOEING CO | $605,000 | – | 3,966 | +100.0% | 0.16% | – |
| FCX | New | FREEPORT-MCMORAN COPPERcl b | $604,000 | – | 31,173 | +100.0% | 0.16% | – |
| RPT | New | RAMCO-GERSHENSON PROPERTIES | $602,000 | – | 32,024 | +100.0% | 0.16% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $603,000 | – | 24,891 | +100.0% | 0.16% | – |
| PCAR | New | PACCAR Inc. | $591,000 | – | 9,336 | +100.0% | 0.16% | – |
| ALLY | Buy | ALLY FINANCIAL INC | $594,000 | +83.3% | 28,436 | +108.1% | 0.16% | +24.6% |
| BSX | Buy | BOSTON SCIENTIFIC CORP | $587,000 | +186.3% | 32,479 | +111.1% | 0.16% | +95.1% |
| TEN | Buy | TENNECO INC | $570,000 | +185.0% | 9,997 | +184.1% | 0.16% | +95.0% |
| WETF | New | WISDOMTREE INVESTMENTS INC | $572,000 | – | 26,432 | +100.0% | 0.16% | – |
| EXC | Buy | EXELON CORP | $562,000 | +165.1% | 16,742 | +197.7% | 0.15% | +81.2% |
| EPAC | New | ACTUANT CORPcl a | $551,000 | – | 22,986 | +100.0% | 0.15% | – |
| LULU | New | LULULEMON ATHLETICA INC | $548,000 | – | 8,448 | +100.0% | 0.15% | – |
| VIP | New | VIMPELCOM LTDspon adr | $546,000 | – | 102,056 | +100.0% | 0.15% | – |
| APAM | New | ARTISAN PARTNERS ASSET MANAGEMENTcl a | $536,000 | – | 11,731 | +100.0% | 0.15% | – |
| ZEN | New | ZENDESK INC | $518,000 | – | 22,696 | +100.0% | 0.14% | – |
| PVH | New | PVH CORP | $520,000 | – | 4,935 | +100.0% | 0.14% | – |
| SM | New | SM ENERGY CO | $515,000 | – | 9,924 | +100.0% | 0.14% | – |
| LOW | New | LOWE'S COS INC | $505,000 | – | 6,750 | +100.0% | 0.14% | – |
| VMC | New | VULCAN MATERIALS CO | $503,000 | – | 5,886 | +100.0% | 0.14% | – |
| EPZM | New | EPIZYME, INC | $503,000 | – | 25,712 | +100.0% | 0.14% | – |
| FWRD | New | FORWARD AIR CORPORATION | $499,000 | – | 9,163 | +100.0% | 0.14% | – |
| ACAD | New | ACADIA PHARMACEUTICALS INC | $495,000 | – | 14,843 | +100.0% | 0.14% | – |
| ACHN | Buy | ACHILLION PHARMACEUTICALS INC | $491,000 | +102.1% | 47,975 | +142.6% | 0.13% | +36.7% |
| TXMD | New | THERAPEUTICSMD INC | $488,000 | – | 78,698 | +100.0% | 0.13% | – |
| HTZ | New | HERTZ GLOBAL HOLDINGS INC | $482,000 | – | 22,332 | +100.0% | 0.13% | – |
| WAB | New | WABTEC CORP | $476,000 | – | 4,941 | +100.0% | 0.13% | – |
| LNKD | New | LINKEDIN CORPcl a | $473,000 | – | 1,852 | +100.0% | 0.13% | – |
| MRD | Buy | MEMORIAL RSRC DEV CS | $467,000 | +42.8% | 26,322 | +44.9% | 0.13% | -2.3% |
| UNP | New | UNION PACIFIC CORP | $465,000 | – | 4,227 | +100.0% | 0.13% | – |
| PBRA | New | PETROLEO BRASILEIRO-SPON ADRadr | $466,000 | – | 77,387 | +100.0% | 0.13% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $463,000 | – | 21,123 | +100.0% | 0.13% | – |
| RHT | New | RED HAT INC | $462,000 | – | 6,045 | +100.0% | 0.13% | – |
| URBN | New | URBAN OUTFITTERS INC | $458,000 | – | 10,010 | +100.0% | 0.12% | – |
| MRK | New | MERCK & CO. INC. | $453,000 | – | 7,768 | +100.0% | 0.12% | – |
| CATM | New | CARDTRONICS INC | $454,000 | – | 11,999 | +100.0% | 0.12% | – |
| WMT | New | WAL-MART STORES INC | $453,000 | – | 5,492 | +100.0% | 0.12% | – |
| KMT | New | KENNAMETAL INC | $454,000 | – | 13,242 | +100.0% | 0.12% | – |
| SHW | New | SHERWIN-WILLIAMS CO/THE | $454,000 | – | 1,597 | +100.0% | 0.12% | – |
| VFC | New | VF CORP | $445,000 | – | 5,918 | +100.0% | 0.12% | – |
| TSU | New | TIM PARTICIPACOES SAspon adr | $445,000 | – | 26,825 | +100.0% | 0.12% | – |
| PEP | New | PEPSICO INC | $445,000 | – | 4,606 | +100.0% | 0.12% | – |
| AXL | New | AMERICAN AXLE & MFG HOLDINGS | $448,000 | – | 17,333 | +100.0% | 0.12% | – |
| MAS | New | MASCO CORP | $445,000 | – | 16,810 | +100.0% | 0.12% | – |
| TRV | New | TRAVELERS COS INC/THE | $445,000 | – | 4,055 | +100.0% | 0.12% | – |
| ORCL | Buy | ORACLE CORP | $438,000 | +89.6% | 10,075 | +96.4% | 0.12% | +29.0% |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $439,000 | – | 1,829 | +100.0% | 0.12% | – |
| TXN | New | TEXAS INSTRUMENTS INC | $437,000 | – | 7,570 | +100.0% | 0.12% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $434,000 | +112.7% | 1,447 | +102.9% | 0.12% | +45.1% |
| SPWR | New | SUNPOWER CORPORATION | $431,000 | – | 13,718 | +100.0% | 0.12% | – |
| NFLX | New | NETFLIX INC | $433,000 | – | 1,032 | +100.0% | 0.12% | – |
| FOXA | New | 21ST CENTRY FOX A CMcl a | $427,000 | – | 12,488 | +100.0% | 0.12% | – |
| OZRK | New | BANK OF THE OZARKS | $429,000 | – | 11,458 | +100.0% | 0.12% | – |
| CME | New | CME GROUP INC | $426,000 | – | 4,490 | +100.0% | 0.12% | – |
| WCC | Buy | WESCO INTERNATIONAL INC | $423,000 | +94.9% | 6,027 | +113.2% | 0.12% | +33.3% |
| C | New | CITIGROUP INC | $422,000 | – | 8,168 | +100.0% | 0.12% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $422,000 | – | 14,257 | +100.0% | 0.12% | – |
| BIDU | New | BAIDU INCspon adr rep a | $422,000 | – | 2,003 | +100.0% | 0.12% | – |
| YHOO | New | YAHOO! INC | $417,000 | – | 9,281 | +100.0% | 0.11% | – |
| LBIO | New | LION BIOTECHNOLOGIES | $416,000 | – | 34,423 | +100.0% | 0.11% | – |
| AXP | Buy | AMERICAN EXPRESS CO | $418,000 | +10.9% | 5,351 | +33.7% | 0.11% | -24.5% |
| ENTL | New | ENTELLUS MEDICAL CM | $415,000 | – | 18,063 | +100.0% | 0.11% | – |
| SBNY | New | SIGNATURE BANK | $413,000 | – | 3,195 | +100.0% | 0.11% | – |
| ALK | Buy | ALASKA AIR GROUP INC | $415,000 | +68.0% | 6,274 | +51.7% | 0.11% | +14.1% |
| CAVM | Buy | CAVIUM INC | $411,000 | +49.5% | 5,665 | +27.0% | 0.11% | +1.8% |
| RLYP | New | RELYPSA, INC. | $411,000 | – | 11,423 | +100.0% | 0.11% | – |
| FTDCQ | New | FTD COS INC | $406,000 | – | 13,360 | +100.0% | 0.11% | – |
| PAYX | New | PAYCHEX INC | $407,000 | – | 8,135 | +100.0% | 0.11% | – |
| TWTR | New | TWITTER INC | $403,000 | – | 8,079 | +100.0% | 0.11% | – |
| NSTG | New | NANOSTRING TECH INC | $402,000 | – | 37,669 | +100.0% | 0.11% | – |
| TFM | New | THE FRESH MARKET INC | $400,000 | – | 9,850 | +100.0% | 0.11% | – |
| ISBC | New | INVESTORS BANCORP | $400,000 | – | 33,812 | +100.0% | 0.11% | – |
| INGN | New | INOGEN, INC | $400,000 | – | 12,251 | +100.0% | 0.11% | – |
| KSS | Buy | KOHLS CORP | $400,000 | +31.6% | 5,221 | +5.2% | 0.11% | -10.7% |
| LB | New | L BRANDS | $400,000 | – | 4,246 | +100.0% | 0.11% | – |
| LH | New | LABORATORY CRP OF AMER HLDGS | $400,000 | – | 3,143 | +100.0% | 0.11% | – |
| HBAN | New | HUNTINGTON BANCSHARES INCORPORATED | $400,000 | – | 36,331 | +100.0% | 0.11% | – |
| HOMB | New | HOME BANCSHARES INC | $400,000 | – | 11,679 | +100.0% | 0.11% | – |
| MMSI | New | MERIT MEDICAL SYSTEMS INC | $400,000 | – | 20,779 | +100.0% | 0.11% | – |
| MSFT | New | MICROSOFT CORP | $400,000 | – | 9,766 | +100.0% | 0.11% | – |
| MC | New | MOELIS AND COMPANYcl a | $399,000 | – | 13,197 | +100.0% | 0.11% | – |
| GLUU | New | GLU MOBILE INC | $400,000 | – | 81,301 | +100.0% | 0.11% | – |
| FLML | New | FLAMEL TECHNOLOGIES S.A.spon adr | $400,000 | – | 22,198 | +100.0% | 0.11% | – |
| OMC | New | OMNICOM GROUP | $400,000 | – | 5,126 | +100.0% | 0.11% | – |
| PIR | New | PIER 1 IMPORTS INC | $400,000 | – | 28,798 | +100.0% | 0.11% | – |
| PFG | New | PRINCIPAL FINANCIAL GROUP | $400,000 | – | 7,799 | +100.0% | 0.11% | – |
| DYAX | New | DYAX CORP | $400,000 | – | 23,460 | +100.0% | 0.11% | – |
| CCE | New | COCA-COLA ENTERPRISES | $400,000 | – | 8,947 | +100.0% | 0.11% | – |
| SIX | New | SIX FLAGS ENTERTAINMENT CORP | $400,000 | – | 8,280 | +100.0% | 0.11% | – |
| SNSS | New | SUNESIS PHARMACEUTICALS INC | $400,000 | – | 163,265 | +100.0% | 0.11% | – |
| CAKE | New | THE CHEESECAKE FACTORY INCORPORATED | $400,000 | – | 8,086 | +100.0% | 0.11% | – |
| CPHD | New | CEPHEID | $400,000 | – | 7,231 | +100.0% | 0.11% | – |
| CELG | New | CELGENE CORPORATION | $400,000 | – | 3,333 | +100.0% | 0.11% | – |
| CATY | New | CATHAY GENERAL CORPORATION | $400,000 | – | 14,129 | +100.0% | 0.11% | – |
| THS | New | TREEHOUSE FOODS INC | $399,000 | – | 4,699 | +100.0% | 0.11% | – |
| UNIS | New | UNILIFE CORPORATION | $400,000 | – | 101,523 | +100.0% | 0.11% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPORATIONcl a | $400,000 | – | 4,544 | +100.0% | 0.11% | – |
| ZBH | New | ZIMMER HOLDINGS INC | $400,000 | – | 3,374 | +100.0% | 0.11% | – |
| AMT | New | AMERICAN TOWER CORP | $400,000 | – | 4,160 | +100.0% | 0.11% | – |
| HLF | New | HERBALIFE LTD | $400,000 | – | 9,363 | +100.0% | 0.11% | – |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $400,000 | – | 3,711 | +100.0% | 0.11% | – |
| ABBV | New | ABBVIE INC | $400,000 | – | 6,868 | +100.0% | 0.11% | – |
| MGA | Buy | MAGNA INTERNATIONAL INC | $390,000 | +94.0% | 7,378 | +300.1% | 0.11% | +32.1% |
| R | Buy | RYDER SYSTEM INC | $392,000 | +10.4% | 4,071 | +7.4% | 0.11% | -25.2% |
| CLX | New | CLOROX COMPANY | $386,000 | – | 3,483 | +100.0% | 0.11% | – |
| YY | Buy | YY INC | $388,000 | +91.1% | 7,186 | +122.0% | 0.11% | +29.3% |
| PRA | Buy | PROASSURANCE CORP | $383,000 | +85.0% | 8,348 | +83.2% | 0.10% | +26.5% |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $383,000 | +87.7% | 2,679 | +68.5% | 0.10% | +28.0% |
| CFR | Buy | CULLEN/FROST BANKERS INC | $382,000 | +6.4% | 5,538 | +9.6% | 0.10% | -27.8% |
| TKMR | New | TEKMIRA PHARMACEUTICALS CORP | $382,000 | – | 21,588 | +100.0% | 0.10% | – |
| SAN | New | BANCO SANTANDER SAadr | $375,000 | – | 50,000 | +100.0% | 0.10% | – |
| AGO | New | ASSURED GUARANTY LTD | $375,000 | – | 14,390 | +100.0% | 0.10% | – |
| ARRY | New | ARAY BIOPHARMA INC | $375,000 | – | 49,735 | +100.0% | 0.10% | – |
| LII | New | LENNOX INTERNATIONAL INC | $375,000 | – | 3,367 | +100.0% | 0.10% | – |
| EGN | New | ENERGEN CORP | $375,000 | – | 5,662 | +100.0% | 0.10% | – |
| EXH | New | EXTERRAN HOLDINGS INC | $375,000 | – | 11,161 | +100.0% | 0.10% | – |
| BEAV | New | BE AEROSPACE INC | $375,000 | – | 5,860 | +100.0% | 0.10% | – |
| RCL | New | ROYAL CARIBBEAN CRUISES LTD | $375,000 | – | 4,644 | +100.0% | 0.10% | – |
| NRZ | Buy | NEW RESIDENTIAL INVESTMENT | $375,000 | +75.2% | 24,704 | +47.8% | 0.10% | +19.8% |
| RDN | Buy | RADIAN GROUP INC | $375,000 | +87.5% | 22,469 | +88.1% | 0.10% | +28.8% |
| ZTS | Buy | ZOETIS INCcl a | $375,000 | +11.6% | 7,992 | +2.8% | 0.10% | -23.7% |
| OC | New | OWENS CORNING | $375,000 | – | 8,661 | +100.0% | 0.10% | – |
| VIV | New | TELEFONICA BRASIL-ADRspon adr | $375,000 | – | 24,671 | +100.0% | 0.10% | – |
| ATHM | New | AUTOHOME INCcl a | $375,000 | – | 8,627 | +100.0% | 0.10% | – |
| SUNEQ | New | SUNEDISON INC | $373,000 | – | 15,428 | +100.0% | 0.10% | – |
| KRFT | New | KRAFT FOODS GROUP | $346,000 | – | 3,819 | +100.0% | 0.10% | – |
| JASO | New | JA SOLAR HOLDINGSspon adr | $349,000 | – | 36,137 | +100.0% | 0.10% | – |
| NFX | New | NEWFIELD EXPLORATION CO | $344,000 | – | 9,788 | +100.0% | 0.09% | – |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $337,000 | – | 6,145 | +100.0% | 0.09% | – |
| T | New | AT&T INC | $337,000 | – | 10,207 | +100.0% | 0.09% | – |
| LYB | New | LYONDELLBASELL INDU-CL Acl a | $334,000 | – | 3,801 | +100.0% | 0.09% | – |
| FNBCQ | New | FIRST NBC BANK HOLDI | $334,000 | – | 10,138 | +100.0% | 0.09% | – |
| GFI | New | GOLD FIELDS LTDspon adr | $315,000 | – | 75,904 | +100.0% | 0.09% | – |
| RVNC | New | REVANCE THERAPEUTICS | $311,000 | – | 15,850 | +100.0% | 0.08% | – |
| THC | New | TENET HEALTHCARE CORP | $303,000 | – | 6,026 | +100.0% | 0.08% | – |
| DYN | New | DYNEGY INC | $294,000 | – | 9,535 | +100.0% | 0.08% | – |
| SYF | New | SYNCHRONY FINANCIAL | $289,000 | – | 9,533 | +100.0% | 0.08% | – |
| URI | New | UNITED RENTALS INC | $288,000 | – | 3,143 | +100.0% | 0.08% | – |
| MDVN | New | MEDIVATION INC | $276,000 | – | 2,129 | +100.0% | 0.08% | – |
| SERV | New | SERVICEMASTER GLOBAL HOLDINGS | $271,000 | – | 7,912 | +100.0% | 0.07% | – |
| RAD | New | RITE AID CORP | $268,000 | – | 30,822 | +100.0% | 0.07% | – |
| P | New | PANDORA MEDIA INC | $267,000 | – | 16,402 | +100.0% | 0.07% | – |
| CSTE | New | CAESARSTONE SDOT-YAM | $264,000 | – | 4,334 | +100.0% | 0.07% | – |
| BTU | Buy | PEABODY ENERGY CORP | $262,000 | +211.9% | 49,531 | +355.3% | 0.07% | +111.8% |
| DD | New | DU PONT (E.I.) DE NEMOURS | $262,000 | – | 3,613 | +100.0% | 0.07% | – |
| LLL | New | L-3 COMMUNICATIONS HOLDINGS | $262,000 | – | 2,071 | +100.0% | 0.07% | – |
| CCI | New | CROWN CASTLE INTL CORP | $260,000 | – | 3,078 | +100.0% | 0.07% | – |
| CYH | New | COMMUNITY HEALTH SYSTEMS INC | $258,000 | – | 4,927 | +100.0% | 0.07% | – |
| CMCSA | New | COMCAST CORPORATION | $259,000 | – | 4,584 | +100.0% | 0.07% | – |
| ACN | New | ACCENTURE PLCcl a | $259,000 | – | 2,748 | +100.0% | 0.07% | – |
| MRH | New | MONTPELIER RE HOLDINGS LTD | $251,000 | – | 6,583 | +100.0% | 0.07% | – |
| DHT | New | DHT HOLDINGS INC | $250,000 | – | 35,866 | +100.0% | 0.07% | – |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATIONcl a | $245,000 | +21.9% | 3,869 | +2.1% | 0.07% | -17.3% |
| XLNX | New | XILINX INC | $245,000 | – | 5,813 | +100.0% | 0.07% | – |
| SAIA | New | SAIA INC | $245,000 | – | 5,558 | +100.0% | 0.07% | – |
| DNOW | New | NOW INC | $236,000 | – | 10,816 | +100.0% | 0.06% | – |
| REXX | New | REX ENERGY CORPORATION | $236,000 | – | 61,328 | +100.0% | 0.06% | – |
| BHI | New | BAKER HUGHES INC | $237,000 | – | 3,729 | +100.0% | 0.06% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $236,000 | – | 3,362 | +100.0% | 0.06% | – |
| CB | New | CHUBB CORP | $236,000 | – | 2,318 | +100.0% | 0.06% | – |
| AFL | New | AFLAC INC | $235,000 | – | 3,678 | +100.0% | 0.06% | – |
| SBAC | New | SBA COMMUNICATIONS CORPORATION | $234,000 | – | 1,995 | +100.0% | 0.06% | – |
| DMND | New | DIAMOND FOODS INC | $234,000 | – | 7,163 | +100.0% | 0.06% | – |
| CCL | New | CARNIVAL CORP | $225,000 | – | 4,721 | +100.0% | 0.06% | – |
| LEG | New | LEGGETT & PLATT INC | $227,000 | – | 4,929 | +100.0% | 0.06% | – |
| MAN | New | MANPOWERGROUP INC | $223,000 | – | 2,561 | +100.0% | 0.06% | – |
| MSM | New | MSC INDUSTRIAL DIRECT CO-Acl a | $218,000 | – | 3,017 | +100.0% | 0.06% | – |
| BCO | New | THE BRINKS CO | $218,000 | – | 7,789 | +100.0% | 0.06% | – |
| WU | New | WESTERN UNION CO | $221,000 | – | 10,684 | +100.0% | 0.06% | – |
| BCR | New | BARD C R INC | $218,000 | – | 1,287 | +100.0% | 0.06% | – |
| FNFG | New | FIRST NIAGARA FINANCIAL GROUP INC | $216,000 | – | 24,352 | +100.0% | 0.06% | – |
| CI | New | CIGNA CORP | $213,000 | – | 1,644 | +100.0% | 0.06% | – |
| NEM | New | NEWMONT MINING CORP | $213,000 | – | 9,683 | +100.0% | 0.06% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $208,000 | – | 1,548 | +100.0% | 0.06% | – |
| CRUS | New | CIRRUS LOGIC INC | $206,000 | – | 6,207 | +100.0% | 0.06% | – |
| BWLD | New | BUFFALO WILD WINGS INC | $206,000 | – | 1,126 | +100.0% | 0.06% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GROUP | $201,000 | – | 13,443 | +100.0% | 0.06% | – |
| PRGO | New | PERRIGO CO PLC | $201,000 | – | 1,212 | +100.0% | 0.06% | – |
| BRCD | New | BROCADE COMMUNICATION SYSTEMS INC | $174,000 | – | 14,768 | +100.0% | 0.05% | – |
| SXC | New | SUNCOKE ENERGY INC | $173,000 | – | 11,566 | +100.0% | 0.05% | – |
| GTN | New | GRAY TELEVISION INC | $173,000 | – | 12,454 | +100.0% | 0.05% | – |
| JDSU | New | JDS UNIPHASE CORPORATION | $145,000 | – | 11,080 | +100.0% | 0.04% | – |
| RKUS | New | RUCKUS WIRELESS INC | $137,000 | – | 10,627 | +100.0% | 0.04% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $108,000 | – | 10,103 | +100.0% | 0.03% | – |
| ECR | New | ECLIPSE RESOURCES CORPORATION | $84,000 | – | 15,217 | +100.0% | 0.02% | – |
| WTI | New | W&T OFFSHORE INC | $81,000 | – | 15,778 | +100.0% | 0.02% | – |
| INWK | New | INNERWORKINGS INC | $73,000 | – | 11,006 | +100.0% | 0.02% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-04-09
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BOSTON SCIENTIFIC CORPORATION | 28 | Q4 2020 | 1.4% |
| BRISTOL-MYERS SQUIBB CO | 26 | Q1 2021 | 1.6% |
| FACEBOOK INC CL A | 26 | Q2 2021 | 1.0% |
| MICROSOFT CORP | 25 | Q2 2021 | 1.8% |
| AMAZON.COM, INC. | 24 | Q2 2021 | 1.6% |
| HONEYWELL INTL INC | 24 | Q4 2020 | 1.4% |
| BAXTER INTL INC | 24 | Q3 2020 | 0.8% |
| KEYCORP NEW | 24 | Q2 2021 | 0.7% |
| T-MOBILE US INC | 23 | Q1 2021 | 1.0% |
| FIFTH THIRD BANCORP | 23 | Q4 2020 | 1.0% |
View Quantitative Systematic Strategies LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-08 |
| 13F-HR | 2022-05-04 |
| 13F-HR | 2022-02-07 |
| 13F-HR | 2021-11-16 |
| 13F-HR/A | 2021-08-11 |
| 13F-HR | 2021-08-05 |
| 13F-HR | 2021-05-06 |
| 13F-HR | 2021-02-09 |
| 13F-HR | 2020-11-09 |
View Quantitative Systematic Strategies LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.