Quantitative Systematic Strategies LLC - Q1 2015 holdings

$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 ExitTINKA RESOURCES LTD$0-10,000
-100.0%
-0.00%
AMCC ExitAPPLIED MICRO CIRCUITS CORPORATION$0-12,840
-100.0%
-0.03%
TLM ExitTALISMAN ENERGY INC$0-11,029
-100.0%
-0.04%
FTR ExitFRONTIER COMMUNICATIONS CORPORATION$0-13,406
-100.0%
-0.04%
NOG ExitNORTHERN OIL AND GAS INC$0-17,735
-100.0%
-0.04%
PVAHQ ExitPENN VIRGINIA CORP$0-15,622
-100.0%
-0.04%
PESXQ ExitPIONEER ENERGY SERVICES CORP$0-18,817
-100.0%
-0.04%
FMSA ExitFMSA HOLDINGS INC$0-17,378
-100.0%
-0.05%
JCPNQ ExitJ.C. PENNEY CO INC$0-21,381
-100.0%
-0.06%
CUZ ExitCOUSINS PROPERTIES INC$0-12,660
-100.0%
-0.06%
SDRL ExitSEADRILL LTD$0-13,750
-100.0%
-0.07%
ALSN ExitALLISON TRANSMISSION HOLDING$0-5,889
-100.0%
-0.08%
SCSS ExitSELECT COMFORT CORPORATION$0-7,382
-100.0%
-0.08%
CDNS ExitCADENCE DESIGN SYSTEMS INC$0-10,336
-100.0%
-0.08%
DDC ExitDOMINION DIAMOND CORP$0-11,204
-100.0%
-0.08%
MYL ExitMYLAN INC$0-3,564
-100.0%
-0.08%
GBLI ExitUNITED AMERICA INDEMNITY, LTD$0-7,095
-100.0%
-0.08%
AVP ExitAVON PRODUCTS INC$0-21,270
-100.0%
-0.08%
IRWD ExitIRONWOOD PHARMACEUTICALS INC$0-13,347
-100.0%
-0.08%
A104PS ExitHILTON WORLDWIDE HOLDINGS INC$0-7,765
-100.0%
-0.08%
HSBC ExitHSBC HOLDINGS PLC$0-4,336
-100.0%
-0.08%
CHK ExitCHESAPEAKE ENERGY CORP$0-10,333
-100.0%
-0.08%
SHOO ExitSTEVE MADDEN LTD$0-6,437
-100.0%
-0.08%
RGA ExitREINSURANCE GROUP OF AMERICA$0-2,387
-100.0%
-0.08%
PFE ExitPFIZER INC$0-6,829
-100.0%
-0.09%
REGN ExitREGENERON PHARMACEUTICALS INC$0-525
-100.0%
-0.09%
NEE ExitNEXTERA ENERGY INC$0-2,004
-100.0%
-0.09%
FBP ExitFIRST BANCORP PUERTO RICO$0-37,182
-100.0%
-0.09%
JOY ExitJOY GLOBAL INC$0-4,651
-100.0%
-0.09%
CVX ExitCHEVRON CORP$0-1,986
-100.0%
-0.09%
SO ExitTHE SOUTHERN CO$0-4,578
-100.0%
-0.09%
AREXQ ExitAPPROACH RESOURCES INC$0-35,804
-100.0%
-0.09%
BBG ExitBILL BARRETT CORP$0-19,798
-100.0%
-0.09%
BOH ExitBANK OF HAWAII CORP$0-3,867
-100.0%
-0.09%
FLR ExitFLUOR CORP$0-3,819
-100.0%
-0.09%
SPG ExitSIMON PROPERTY GROUP INC$0-1,281
-100.0%
-0.10%
GS ExitGOLDMAN SACHS GROUP INC$0-1,272
-100.0%
-0.10%
MASI ExitMASIMO CORPORATION$0-9,329
-100.0%
-0.10%
NEBLQ ExitNOBLE CORP PLC$0-14,830
-100.0%
-0.10%
PNC ExitPNC FINANCIAL SERVICES GROUP$0-2,790
-100.0%
-0.10%
EAT ExitBRINKER INTERNATIONAL INC$0-4,506
-100.0%
-0.11%
PTCT ExitPTC THERAPEUTICS INC$0-5,212
-100.0%
-0.11%
LUV ExitSOUTHWEST AIRLINES CO$0-6,483
-100.0%
-0.11%
GWR ExitGENESEE & WYOMING INCcl a$0-3,090
-100.0%
-0.11%
CVI ExitCVR ENERGY INC$0-7,460
-100.0%
-0.12%
AHP ExitASHFORD HOSPITALITY PRIME INC$0-17,440
-100.0%
-0.12%
AR ExitANTERO RESOURCES CORP$0-7,465
-100.0%
-0.12%
DECK ExitDECKERS OUTDOOR CP$0-3,331
-100.0%
-0.12%
CJES ExitC&J ENERGY SERVICES INC$0-22,910
-100.0%
-0.12%
AKRXQ ExitAKORN INC$0-8,412
-100.0%
-0.12%
TK ExitTEEKAY CORP$0-6,054
-100.0%
-0.13%
DFODQ ExitDEAN FOODS CO$0-16,305
-100.0%
-0.13%
IM ExitINGRAM MICRO INCcl a$0-11,692
-100.0%
-0.13%
BLCM ExitBELLICUM PHARMA$0-13,968
-100.0%
-0.13%
CYN ExitCITY NATIONAL CORP$0-4,006
-100.0%
-0.13%
VSI ExitVITAMIN SHOPPE INC$0-6,951
-100.0%
-0.13%
CRM ExitSALESFORCE.COM INC$0-5,649
-100.0%
-0.14%
HPP ExitHUDSON PACIFIC PROPERTIES INC$0-11,196
-100.0%
-0.14%
STE ExitSTERIS CORP$0-5,228
-100.0%
-0.14%
ACC ExitAMERICAN CAMPUS COMMUNITIES$0-8,307
-100.0%
-0.14%
HRB ExitH&R BLOCK INC$0-10,533
-100.0%
-0.14%
HSIC ExitHENRY SCHEIN INC$0-2,579
-100.0%
-0.14%
MMC ExitMARSH & MCLENNAN COS$0-6,469
-100.0%
-0.15%
MLM ExitMARTIN MARIETTA MATERIALS$0-3,598
-100.0%
-0.16%
NLSN ExitNIELSEN HOLDINGS NV$0-8,861
-100.0%
-0.16%
TCO ExitTAUBMAN CENTERS INC$0-5,193
-100.0%
-0.16%
RFMD ExitRF MICRO DEVICES INC$0-24,071
-100.0%
-0.16%
TUESQ ExitTUESDAY MORNING CORP$0-18,865
-100.0%
-0.16%
CMRX ExitCHIMERIX, INC.$0-10,795
-100.0%
-0.16%
TEX ExitTEREX CORP$0-14,634
-100.0%
-0.17%
FSLR ExitFIRST SOLAR INC$0-9,344
-100.0%
-0.17%
DRQ ExitDRIL-QUIP INC$0-5,604
-100.0%
-0.17%
PE ExitPARSLEY ENERGY INC$0-27,355
-100.0%
-0.17%
KATE ExitKATE SPADE & CO$0-13,456
-100.0%
-0.17%
CREE ExitCREE INC$0-13,570
-100.0%
-0.17%
AGCO ExitAGCO CORP$0-9,787
-100.0%
-0.18%
PANW ExitPALO ALTO NETWORKS INC$0-3,771
-100.0%
-0.18%
UMPQ ExitUMPQUA HOLDINGS CORPORATION$0-26,502
-100.0%
-0.18%
SLB ExitSCHLUMBERGER LTD$0-5,529
-100.0%
-0.19%
KR ExitKROGER CO$0-7,822
-100.0%
-0.20%
ORLY ExitO'REILLY AUTOMOTIVE INC$0-2,656
-100.0%
-0.21%
VOYA ExitVOYA FINANCIAL INC$0-12,175
-100.0%
-0.21%
AIV ExitAPARTMENT INVT & MGMT COcl a$0-13,677
-100.0%
-0.21%
JBLU ExitJETBLUE AIRWAYS CORPORATION$0-33,338
-100.0%
-0.21%
DPS ExitDR PEPPER SNAPPLE GROUP INC$0-7,400
-100.0%
-0.22%
WBMD ExitWEBMD HEALTH CORP$0-13,795
-100.0%
-0.22%
EVR ExitEVERCORE PARTNERS INCcl a$0-10,472
-100.0%
-0.22%
ESPR ExitESPERION THERAPEUTICS INC$0-14,772
-100.0%
-0.23%
BK ExitBANK OF NEW YORK MELLON CORP$0-14,213
-100.0%
-0.23%
KITE ExitKITE PHARMA, INC.$0-10,956
-100.0%
-0.25%
DEPO ExitDEPOMED INC$0-38,388
-100.0%
-0.25%
TRAK ExitDEALERTRACK HOLDINGS INC$0-14,065
-100.0%
-0.25%
ARUN ExitARUBA NETWORKS INC$0-34,333
-100.0%
-0.25%
INFA ExitINFORMATICA CORPORATION$0-17,140
-100.0%
-0.26%
ODP ExitOFFICE DEPOT INC$0-77,803
-100.0%
-0.27%
BMS ExitBEMIS COMPANY$0-15,118
-100.0%
-0.28%
WDC ExitWESTERN DIGITAL CORP$0-6,188
-100.0%
-0.28%
KBH ExitKB HOME$0-44,003
-100.0%
-0.29%
CCOI ExitCOGENT COMMUNICATIONS GROUP INC$0-20,507
-100.0%
-0.29%
ON ExitON SEMICONDUCTOR CORPORATION$0-72,556
-100.0%
-0.30%
PPS ExitPOST PROPERTIES INC$0-12,492
-100.0%
-0.30%
ANGI ExitANGIE'S LIST INC$0-118,791
-100.0%
-0.30%
IDXX ExitIDEXX LABORATORIES INC$0-5,034
-100.0%
-0.30%
IFF ExitINTL FLAVORS & FRAGRANCES$0-7,450
-100.0%
-0.31%
GNW ExitGENWORTH FINANCIAL INCcl a$0-89,887
-100.0%
-0.31%
DE ExitDEERE & CO$0-9,623
-100.0%
-0.35%
BKU ExitBANKUNITED INC$0-30,742
-100.0%
-0.36%
MCO ExitMOODY'S CORP$0-9,334
-100.0%
-0.36%
JWN ExitNORDSTROM INC$0-11,495
-100.0%
-0.36%
CBLAQ ExitCBL & ASSOCIATES PROPERTIES$0-46,196
-100.0%
-0.37%
MO ExitALTRIA GROUP INC$0-20,396
-100.0%
-0.41%
ROSE ExitROSETTA RESOURCES INC$0-46,221
-100.0%
-0.41%
HCN ExitHEALTH CARE REIT INC$0-13,622
-100.0%
-0.42%
MRO ExitMARATHON OIL CORP$0-37,195
-100.0%
-0.42%
LDOS ExitLEIDOS HOLDINGS INC$0-25,453
-100.0%
-0.45%
RYN ExitRAYONIER INC$0-39,663
-100.0%
-0.45%
LTRPA ExitLIBERTY TRIPADVISOR HOLDINGS INCcl a$0-41,448
-100.0%
-0.45%
APD ExitAIR PRODUCTS & CHEMICALS INC$0-7,810
-100.0%
-0.46%
ZION ExitZIONS BANCORPORATION$0-41,312
-100.0%
-0.48%
AAN ExitAARON'S INC$0-38,733
-100.0%
-0.48%
LVLT ExitLEVEL 3 COMMUNICATIONS INC$0-24,365
-100.0%
-0.49%
TSO ExitTESORO CORP$0-16,175
-100.0%
-0.49%
CHRW ExitC.H. ROBINSON WORLDWIDE INC$0-17,777
-100.0%
-0.54%
VRTX ExitVERTEX PHARMACEUTICALS INC$0-11,323
-100.0%
-0.54%
MGM ExitMGM RESORTS INTERNATIONAL$0-62,943
-100.0%
-0.54%
CST ExitCST BRANDS INC$0-30,717
-100.0%
-0.54%
HFC ExitHOLLYFRONTIER CORP$0-36,730
-100.0%
-0.56%
ESS ExitESSEX PROPERTY TRUST INC$0-6,801
-100.0%
-0.57%
HSY ExitTHE HERSHEY CO$0-13,619
-100.0%
-0.58%
CSCO ExitCISCO SYSTEMS INC$0-53,919
-100.0%
-0.61%
AA ExitALCOA INC$0-99,700
-100.0%
-0.64%
IDTI ExitINTEGRATED DEVICE TECHNOLOGY INC$0-85,002
-100.0%
-0.68%
WERN ExitWERNER ENTERPRISES INC$0-54,720
-100.0%
-0.69%
TILE ExitINTERFACE INC$0-107,413
-100.0%
-0.72%
XOM ExitEXXON MOBIL CORP$0-19,427
-100.0%
-0.72%
SPXC ExitSPX CORP$0-20,856
-100.0%
-0.73%
AVB ExitAVALONBAY COMMUNITIES INC$0-11,188
-100.0%
-0.74%
HIBB ExitHIBBETT SPORTS INC$0-38,590
-100.0%
-0.75%
WLL ExitWHITING PETROLEUM CORP$0-56,906
-100.0%
-0.76%
ITW ExitILLINOIS TOOL WORKS$0-19,878
-100.0%
-0.77%
WHR ExitWHIRLPOOL CORP$0-10,738
-100.0%
-0.84%
WNR ExitWESTERN REFINING INC$0-56,533
-100.0%
-0.86%
CNW ExitCON-WAY INC$0-46,205
-100.0%
-0.92%
XL ExitXL GROUP PLC$0-66,507
-100.0%
-0.93%
CLNY ExitCOLONY FINANCIAL INC$0-96,853
-100.0%
-0.94%
HP ExitHELMERICH & PAYNE$0-34,879
-100.0%
-0.94%
DGX ExitQUEST DIAGNOSTICS INC$0-35,148
-100.0%
-0.96%
KORS ExitMICHAEL KORS HOLDINGS LTD$0-32,561
-100.0%
-0.99%
HUN ExitHUNTSMAN CORP$0-105,953
-100.0%
-0.99%
SGEN ExitSEATTLE GENETICS INC$0-76,945
-100.0%
-1.00%
TRN ExitTRINITY INDUSTRIES INC$0-108,699
-100.0%
-1.23%
FDX ExitFEDEX CORP$0-18,387
-100.0%
-1.29%
AGN ExitALLERGAN INC$0-16,121
-100.0%
-1.38%
WPX ExitWPX 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
Signatures

The EDGAR filing(s) were signed by:

Top long-term holdings
NameQuarters ownedLatest quarter ownedMax weighting
BOSTON SCIENTIFIC CORPORATION28Q4 20201.4%
BRISTOL-MYERS SQUIBB CO26Q1 20211.6%
FACEBOOK INC CL A26Q2 20211.0%
MICROSOFT CORP25Q2 20211.8%
AMAZON.COM, INC.24Q2 20211.6%
HONEYWELL INTL INC24Q4 20201.4%
BAXTER INTL INC24Q3 20200.8%
KEYCORP NEW24Q2 20210.7%
T-MOBILE US INC23Q1 20211.0%
FIFTH THIRD BANCORP23Q4 20201.0%

View Quantitative Systematic Strategies LLC's complete holdings history.

Latest filings
TypeFiled
13F-HR2022-11-10
13F-HR2022-08-08
13F-HR2022-05-04
13F-HR2022-02-07
13F-HR2021-11-16
13F-HR/A2021-08-11
13F-HR2021-08-05
13F-HR2021-05-06
13F-HR2021-02-09
13F-HR2020-11-09

View Quantitative Systematic Strategies LLC's complete filings history.

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