Quantitative Systematic Strategies LLC — Q1 2015 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

Total reported value

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Full holdings list this quarter

Showing top 200 holdings (of 408 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	✓	Rowan Companies PLC	Stock-Other	1.69%	—	+1389.76%
2	VIAB	Viacom Inc-class B	Stock-Other	1.36%	—	+2567.45%
3	ETN	Eaton Corporation plc	Stock-Industrials	1.24%	—	+168.74%
4	EMN	Eastman Chemical Co	Stock-Materials	1.19%	—	—
5	KNX	Knight-Swift Transportation Holdings Inc.	Stock-Industrials	1.17%	—	+576.43%
6	GPOR1EUR	Gulfport Energy CORP	Stock-Other	1.17%	—	+648.87%
7	MXIM	Maxim Integrated Products	Stock-Other	1.17%	—	+198.61%
8	NBL2EUR	Noble Energy INC	Stock-Other	1.16%	—	+191.22%
9	UTXZ	United Tech CORP	Stock-Other	1.10%	—	+1013.78%
10	PTEN	Patterson-uti Energy INC	Stock-Energy	1.06%	—	—
11	AVGO	Broadcom Inc.	Stock-Tech	1.00%	—	+187.15%
12	CVLT	Commvault Systems INC	Stock-Tech	0.90%	—	+210.03%
13	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.89%	—	+110.41%
14	AVAZ	2x Avalanche ETF	ETF-Other	0.88%	—	—
15	MU	Micron Technology INC	Stock-Tech	0.87%	—	—
16	MS	Morgan Stanley	Stock-Financials	0.87%	—	—
17	HUBB	Hubbell Incorporated	Stock-Industrials	0.81%	—	—
18	✓	Bonanza Creek Energy INC	Stock-Other	0.75%	—	—
19	FHI	Federated Hermes INC	Stock-Financials	0.72%	—	—
20	PNW	Pinnacle West Capital Corporation	Stock-Utilities	0.72%	—	—
21	NUVAGBP	Nuvasive INC	Stock-Other	0.71%	—	+197.68%
22	DAL	Delta Air Lines INC	Stock-Industrials	0.70%	—	+635.92%
23	REFI	Chicago Atlantic Real Estate Finance, Inc.	Stock-Other	0.70%	—	—
24	STLD	Steel Dynamics INC	Stock-Materials	0.69%	—	+299.40%
25	✓	Dsw INC	Stock-Other	0.67%	—	-11.83%
26	SLCAUSD	US Silica Holdings INC	Stock-Other	0.67%	—	+636.69%
27	BC	Brunswick CORP	Stock-Consumer Disc	0.65%	—	—
28	LLY	Eli Lilly & Co	Stock-Healthcare	0.64%	—	+103.56%
29	JNP	Juniper Networks INC	Stock-Other	0.64%	—	—
30	NRG	Nrg Energy INC	Stock-Utilities	0.64%	—	—
31	DHR	Danaher CORP	Stock-Healthcare	0.62%	—	+188.30%
32	AAPL	Apple INC	Stock-Tech	0.61%	—	—
33	CMA	Comerica INC	Stock-Other	0.61%	—	—
34	GM	General Motors Co	Stock-Consumer Disc	0.61%	—	+232.79%
35	TMUS	T-mobile US INC	Stock-Comm Services	0.60%	—	-23.08%
36	KEY	Keycorp	Stock-Financials	0.60%	—	+325.33%
37	IR	Ingersoll-rand PLC	Stock-Industrials	0.59%	—	+335.85%
38	TTWO	Take-two Interactive Softwre	Stock-Comm Services	0.59%	—	—
39	BPOP	Popular INC	Stock-Financials	0.59%	—	+362.34%
40	✓	Basic Energy Services INC	Stock-Other	0.58%	—	+137.04%
41	AZO	Autozone INC	Stock-Consumer Disc	0.57%	—	+829.36%
42	HD	The Home Depot, Inc.	Stock-Consumer Disc	0.56%	—	—
43	BIGGQ	Big Lots INC	Stock-Other	0.56%	—	+215.66%
44	✓		Stock-Other	0.55%	—	—
45	CP	Canadian Pacific Kansa F	Stock-Industrials	0.54%	—	+59.58%
46	PRU	Prudential Financial INC	Stock-Financials	0.53%	—	—
47	BURL	Burlington Stores INC	Stock-Consumer Disc	0.53%	—	—
48	✓		Stock-Other	0.53%	—	—
49	PLAY	Dave & Buster's Entertainmen	Stock-Other	0.51%	—	—
50	ROVIEUR	Rovi CORP	Stock-Other	0.51%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q1 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Rowan Companies PLC	+1.5%	+1389.76%	Add
2	VIAB	Viacom Inc-class B	+1.3%	+2567.45%	Add
3	GPOR1EUR	Gulfport Energy CORP	+1%	+648.87%	Add
4	UTXZ	United Tech CORP	+1%	+1013.78%	Add
5	KNX	Knight-Swift Transportation Holdings Inc.	+0.9%	+576.43%	Add
6	MXIM	Maxim Integrated Products	+0.7%	+198.61%	Add
7	NBL2EUR	Noble Energy INC	+0.6%	+191.22%	Add
8	SLCAUSD	US Silica Holdings INC	+0.6%	+636.69%	Add
9	ETN	Eaton Corporation plc	+0.6%	+168.74%	Add
10	DAL	Delta Air Lines INC	+0.6%	+635.92%	Add
11	AVGO	Broadcom Inc.	+0.5%	+187.15%	Add
12	CVLT	Commvault Systems INC	+0.4%	+210.03%	Add
13	ICE	Intercontinental Exchange In	-0.9%	-82.90%	Trim
14	PXDEUR	Pioneer Natural Resources Co	-1%	-87.52%	Trim
15	CHS1USD	Chico's Fas INC	-1.1%	-86.83%	Trim
16	FMC	Fmc CORP	-1.3%	-87.82%	Trim
17	EMN	Eastman Chemical Co	—	NEW	New buy
18	PTEN	Patterson-uti Energy INC	—	NEW	New buy
19	WPXUSD	Wpx Energy INC	—	EXIT	Sold out
20	✓	Allergan INC	—	EXIT	Sold out
21	FDX	Fedex CORP	—	EXIT	Sold out
22	AVAZ	2x Avalanche ETF	—	NEW	New buy
23	MU	Micron Technology INC	—	NEW	New buy
24	MS	Morgan Stanley	—	NEW	New buy
25	TRN	Trinity Industries INC	—	EXIT	Sold out
26	HUBB	Hubbell Incorporated	—	NEW	New buy
27	✓	Bonanza Creek Energy INC	—	NEW	New buy
28	FHI	Federated Hermes INC	—	NEW	New buy
29	PNW	Pinnacle West Capital Corporation	—	NEW	New buy
30	REFI	Chicago Atlantic Real Estate Finance, Inc.	—	NEW	New buy
31	SGENEUR	Seagen INC	—	EXIT	Sold out
32	HUN	Huntsman CORP	—	EXIT	Sold out
33	✓		—	EXIT	Sold out
34	DGX	Quest Diagnostics INC	—	EXIT	Sold out
35	BC	Brunswick CORP	—	NEW	New buy
36	JNP	Juniper Networks INC	—	NEW	New buy
37	NRG	Nrg Energy INC	—	NEW	New buy
38	HP	Helmerich & Payne	—	EXIT	Sold out
39	CBAN	Colony Bankcorp, Inc.	—	EXIT	Sold out
40	PEG	Public Service Enterprise Group Incorporated	—	EXIT	Sold out
41	✓	Con-way INC Com	—	EXIT	Sold out
42	AAPL	Apple INC	—	NEW	New buy
43	CMA	Comerica INC	—	NEW	New buy
44	WDC	Western Digital Corporation	—	EXIT	Sold out
45	TTWO	Take-two Interactive Softwre	—	NEW	New buy
46	WHR	Whirlpool CORP	—	EXIT	Sold out
47	HD	The Home Depot, Inc.	—	NEW	New buy
48	✓		—	NEW	New buy
49	PRU	Prudential Financial INC	—	NEW	New buy
50	BURL	Burlington Stores INC	—	NEW	New buy