$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TKRFF | Exit | TINKA RESOURCES LTD | $0 | – | -10,000 | -100.0% | -0.00% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORPORATION | $0 | – | -12,840 | -100.0% | -0.03% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -11,029 | -100.0% | -0.04% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORPORATION | $0 | – | -13,406 | -100.0% | -0.04% | – |
| NOG | Exit | NORTHERN OIL AND GAS INC | $0 | – | -17,735 | -100.0% | -0.04% | – |
| PVAHQ | Exit | PENN VIRGINIA CORP | $0 | – | -15,622 | -100.0% | -0.04% | – |
| PESXQ | Exit | PIONEER ENERGY SERVICES CORP | $0 | – | -18,817 | -100.0% | -0.04% | – |
| FMSA | Exit | FMSA HOLDINGS INC | $0 | – | -17,378 | -100.0% | -0.05% | – |
| JCPNQ | Exit | J.C. PENNEY CO INC | $0 | – | -21,381 | -100.0% | -0.06% | – |
| CUZ | Exit | COUSINS PROPERTIES INC | $0 | – | -12,660 | -100.0% | -0.06% | – |
| SDRL | Exit | SEADRILL LTD | $0 | – | -13,750 | -100.0% | -0.07% | – |
| ALSN | Exit | ALLISON TRANSMISSION HOLDING | $0 | – | -5,889 | -100.0% | -0.08% | – |
| SCSS | Exit | SELECT COMFORT CORPORATION | $0 | – | -7,382 | -100.0% | -0.08% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEMS INC | $0 | – | -10,336 | -100.0% | -0.08% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -11,204 | -100.0% | -0.08% | – |
| MYL | Exit | MYLAN INC | $0 | – | -3,564 | -100.0% | -0.08% | – |
| GBLI | Exit | UNITED AMERICA INDEMNITY, LTD | $0 | – | -7,095 | -100.0% | -0.08% | – |
| AVP | Exit | AVON PRODUCTS INC | $0 | – | -21,270 | -100.0% | -0.08% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -13,347 | -100.0% | -0.08% | – |
| A104PS | Exit | HILTON WORLDWIDE HOLDINGS INC | $0 | – | -7,765 | -100.0% | -0.08% | – |
| HSBC | Exit | HSBC HOLDINGS PLC | $0 | – | -4,336 | -100.0% | -0.08% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -10,333 | -100.0% | -0.08% | – |
| SHOO | Exit | STEVE MADDEN LTD | $0 | – | -6,437 | -100.0% | -0.08% | – |
| RGA | Exit | REINSURANCE GROUP OF AMERICA | $0 | – | -2,387 | -100.0% | -0.08% | – |
| PFE | Exit | PFIZER INC | $0 | – | -6,829 | -100.0% | -0.09% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS INC | $0 | – | -525 | -100.0% | -0.09% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -2,004 | -100.0% | -0.09% | – |
| FBP | Exit | FIRST BANCORP PUERTO RICO | $0 | – | -37,182 | -100.0% | -0.09% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -4,651 | -100.0% | -0.09% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -1,986 | -100.0% | -0.09% | – |
| SO | Exit | THE SOUTHERN CO | $0 | – | -4,578 | -100.0% | -0.09% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -35,804 | -100.0% | -0.09% | – |
| BBG | Exit | BILL BARRETT CORP | $0 | – | -19,798 | -100.0% | -0.09% | – |
| BOH | Exit | BANK OF HAWAII CORP | $0 | – | -3,867 | -100.0% | -0.09% | – |
| FLR | Exit | FLUOR CORP | $0 | – | -3,819 | -100.0% | -0.09% | – |
| SPG | Exit | SIMON PROPERTY GROUP INC | $0 | – | -1,281 | -100.0% | -0.10% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,272 | -100.0% | -0.10% | – |
| MASI | Exit | MASIMO CORPORATION | $0 | – | -9,329 | -100.0% | -0.10% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -14,830 | -100.0% | -0.10% | – |
| PNC | Exit | PNC FINANCIAL SERVICES GROUP | $0 | – | -2,790 | -100.0% | -0.10% | – |
| EAT | Exit | BRINKER INTERNATIONAL INC | $0 | – | -4,506 | -100.0% | -0.11% | – |
| PTCT | Exit | PTC THERAPEUTICS INC | $0 | – | -5,212 | -100.0% | -0.11% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -6,483 | -100.0% | -0.11% | – |
| GWR | Exit | GENESEE & WYOMING INCcl a | $0 | – | -3,090 | -100.0% | -0.11% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -7,460 | -100.0% | -0.12% | – |
| AHP | Exit | ASHFORD HOSPITALITY PRIME INC | $0 | – | -17,440 | -100.0% | -0.12% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -7,465 | -100.0% | -0.12% | – |
| DECK | Exit | DECKERS OUTDOOR CP | $0 | – | -3,331 | -100.0% | -0.12% | – |
| CJES | Exit | C&J ENERGY SERVICES INC | $0 | – | -22,910 | -100.0% | -0.12% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -8,412 | -100.0% | -0.12% | – |
| TK | Exit | TEEKAY CORP | $0 | – | -6,054 | -100.0% | -0.13% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -16,305 | -100.0% | -0.13% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -11,692 | -100.0% | -0.13% | – |
| BLCM | Exit | BELLICUM PHARMA | $0 | – | -13,968 | -100.0% | -0.13% | – |
| CYN | Exit | CITY NATIONAL CORP | $0 | – | -4,006 | -100.0% | -0.13% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -6,951 | -100.0% | -0.13% | – |
| CRM | Exit | SALESFORCE.COM INC | $0 | – | -5,649 | -100.0% | -0.14% | – |
| HPP | Exit | HUDSON PACIFIC PROPERTIES INC | $0 | – | -11,196 | -100.0% | -0.14% | – |
| STE | Exit | STERIS CORP | $0 | – | -5,228 | -100.0% | -0.14% | – |
| ACC | Exit | AMERICAN CAMPUS COMMUNITIES | $0 | – | -8,307 | -100.0% | -0.14% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -10,533 | -100.0% | -0.14% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -2,579 | -100.0% | -0.14% | – |
| MMC | Exit | MARSH & MCLENNAN COS | $0 | – | -6,469 | -100.0% | -0.15% | – |
| MLM | Exit | MARTIN MARIETTA MATERIALS | $0 | – | -3,598 | -100.0% | -0.16% | – |
| NLSN | Exit | NIELSEN HOLDINGS NV | $0 | – | -8,861 | -100.0% | -0.16% | – |
| TCO | Exit | TAUBMAN CENTERS INC | $0 | – | -5,193 | -100.0% | -0.16% | – |
| RFMD | Exit | RF MICRO DEVICES INC | $0 | – | -24,071 | -100.0% | -0.16% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -18,865 | -100.0% | -0.16% | – |
| CMRX | Exit | CHIMERIX, INC. | $0 | – | -10,795 | -100.0% | -0.16% | – |
| TEX | Exit | TEREX CORP | $0 | – | -14,634 | -100.0% | -0.17% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -9,344 | -100.0% | -0.17% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -5,604 | -100.0% | -0.17% | – |
| PE | Exit | PARSLEY ENERGY INC | $0 | – | -27,355 | -100.0% | -0.17% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -13,456 | -100.0% | -0.17% | – |
| CREE | Exit | CREE INC | $0 | – | -13,570 | -100.0% | -0.17% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -9,787 | -100.0% | -0.18% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -3,771 | -100.0% | -0.18% | – |
| UMPQ | Exit | UMPQUA HOLDINGS CORPORATION | $0 | – | -26,502 | -100.0% | -0.18% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -5,529 | -100.0% | -0.19% | – |
| KR | Exit | KROGER CO | $0 | – | -7,822 | -100.0% | -0.20% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -2,656 | -100.0% | -0.21% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -12,175 | -100.0% | -0.21% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -13,677 | -100.0% | -0.21% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORPORATION | $0 | – | -33,338 | -100.0% | -0.21% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -7,400 | -100.0% | -0.22% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -13,795 | -100.0% | -0.22% | – |
| EVR | Exit | EVERCORE PARTNERS INCcl a | $0 | – | -10,472 | -100.0% | -0.22% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC | $0 | – | -14,772 | -100.0% | -0.23% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORP | $0 | – | -14,213 | -100.0% | -0.23% | – |
| KITE | Exit | KITE PHARMA, INC. | $0 | – | -10,956 | -100.0% | -0.25% | – |
| DEPO | Exit | DEPOMED INC | $0 | – | -38,388 | -100.0% | -0.25% | – |
| TRAK | Exit | DEALERTRACK HOLDINGS INC | $0 | – | -14,065 | -100.0% | -0.25% | – |
| ARUN | Exit | ARUBA NETWORKS INC | $0 | – | -34,333 | -100.0% | -0.25% | – |
| INFA | Exit | INFORMATICA CORPORATION | $0 | – | -17,140 | -100.0% | -0.26% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -77,803 | -100.0% | -0.27% | – |
| BMS | Exit | BEMIS COMPANY | $0 | – | -15,118 | -100.0% | -0.28% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -6,188 | -100.0% | -0.28% | – |
| KBH | Exit | KB HOME | $0 | – | -44,003 | -100.0% | -0.29% | – |
| CCOI | Exit | COGENT COMMUNICATIONS GROUP INC | $0 | – | -20,507 | -100.0% | -0.29% | – |
| ON | Exit | ON SEMICONDUCTOR CORPORATION | $0 | – | -72,556 | -100.0% | -0.30% | – |
| PPS | Exit | POST PROPERTIES INC | $0 | – | -12,492 | -100.0% | -0.30% | – |
| ANGI | Exit | ANGIE'S LIST INC | $0 | – | -118,791 | -100.0% | -0.30% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -5,034 | -100.0% | -0.30% | – |
| IFF | Exit | INTL FLAVORS & FRAGRANCES | $0 | – | -7,450 | -100.0% | -0.31% | – |
| GNW | Exit | GENWORTH FINANCIAL INCcl a | $0 | – | -89,887 | -100.0% | -0.31% | – |
| DE | Exit | DEERE & CO | $0 | – | -9,623 | -100.0% | -0.35% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -30,742 | -100.0% | -0.36% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -9,334 | -100.0% | -0.36% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -11,495 | -100.0% | -0.36% | – |
| CBLAQ | Exit | CBL & ASSOCIATES PROPERTIES | $0 | – | -46,196 | -100.0% | -0.37% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -20,396 | -100.0% | -0.41% | – |
| ROSE | Exit | ROSETTA RESOURCES INC | $0 | – | -46,221 | -100.0% | -0.41% | – |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -13,622 | -100.0% | -0.42% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -37,195 | -100.0% | -0.42% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -25,453 | -100.0% | -0.45% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -39,663 | -100.0% | -0.45% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HOLDINGS INCcl a | $0 | – | -41,448 | -100.0% | -0.45% | – |
| APD | Exit | AIR PRODUCTS & CHEMICALS INC | $0 | – | -7,810 | -100.0% | -0.46% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -41,312 | -100.0% | -0.48% | – |
| AAN | Exit | AARON'S INC | $0 | – | -38,733 | -100.0% | -0.48% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -24,365 | -100.0% | -0.49% | – |
| TSO | Exit | TESORO CORP | $0 | – | -16,175 | -100.0% | -0.49% | – |
| CHRW | Exit | C.H. ROBINSON WORLDWIDE INC | $0 | – | -17,777 | -100.0% | -0.54% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -11,323 | -100.0% | -0.54% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -62,943 | -100.0% | -0.54% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -30,717 | -100.0% | -0.54% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -36,730 | -100.0% | -0.56% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INC | $0 | – | -6,801 | -100.0% | -0.57% | – |
| HSY | Exit | THE HERSHEY CO | $0 | – | -13,619 | -100.0% | -0.58% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -53,919 | -100.0% | -0.61% | – |
| AA | Exit | ALCOA INC | $0 | – | -99,700 | -100.0% | -0.64% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY INC | $0 | – | -85,002 | -100.0% | -0.68% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -54,720 | -100.0% | -0.69% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -107,413 | -100.0% | -0.72% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -19,427 | -100.0% | -0.72% | – |
| SPXC | Exit | SPX CORP | $0 | – | -20,856 | -100.0% | -0.73% | – |
| AVB | Exit | AVALONBAY COMMUNITIES INC | $0 | – | -11,188 | -100.0% | -0.74% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -38,590 | -100.0% | -0.75% | – |
| WLL | Exit | WHITING PETROLEUM CORP | $0 | – | -56,906 | -100.0% | -0.76% | – |
| ITW | Exit | ILLINOIS TOOL WORKS | $0 | – | -19,878 | -100.0% | -0.77% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -10,738 | -100.0% | -0.84% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -56,533 | -100.0% | -0.86% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -46,205 | -100.0% | -0.92% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -66,507 | -100.0% | -0.93% | – |
| CLNY | Exit | COLONY FINANCIAL INC | $0 | – | -96,853 | -100.0% | -0.94% | – |
| HP | Exit | HELMERICH & PAYNE | $0 | – | -34,879 | -100.0% | -0.94% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -35,148 | -100.0% | -0.96% | – |
| KORS | Exit | MICHAEL KORS HOLDINGS LTD | $0 | – | -32,561 | -100.0% | -0.99% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -105,953 | -100.0% | -0.99% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -76,945 | -100.0% | -1.00% | – |
| TRN | Exit | TRINITY INDUSTRIES INC | $0 | – | -108,699 | -100.0% | -1.23% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -18,387 | -100.0% | -1.29% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -16,121 | -100.0% | -1.38% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -331,724 | -100.0% | -1.53% | – |
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.