Quantitative Systematic Strategies LLC — Q2 2015 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q2 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

Total reported value

—

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 493 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	CYEUR	Cypress Semiconductor CORP	Stock-Other	1.15%	—	+299.65%
2	META	Meta Platforms Inc-class A	Stock-Comm Services	0.97%	—	+252.18%
3	CAG	Conagra Brands INC	Stock-Consumer Staples	0.84%	—	—
4	EOG	Eog Resources INC	Stock-Energy	0.83%	—	+1724.10%
5	✓	Yahoo INC	Stock-Other	0.82%	—	+921.10%
6	✓	Exterran Hldgs INC Com	Stock-Other	0.81%	—	+897.23%
7	✓		Stock-Other	0.79%	—	—
8	ULCC	Frontier Group Holdings, Inc.	Stock-Other	0.78%	—	—
9	LEA	Lear CORP	Stock-Consumer Disc	0.77%	—	+668.46%
10	AMP	Ameriprise Financial INC	Stock-Financials	0.76%	—	+286.79%
11	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.74%	—	+6.00%
12	IVZ	Invesco Ltd.	Stock-Financials	0.73%	—	+262.46%
13	✓		Stock-Other	0.72%	—	+422.75%
14	SBH	Sally Beauty Holdings INC	Stock-Other	0.72%	—	—
15	IR	Ingersoll-rand PLC	Stock-Industrials	0.72%	—	+50.18%
16	AKRXEUR	Akorn INC	Stock-Other	0.70%	—	—
17	✓	Tyco International LTD	Stock-Other	0.70%	—	—
18	AMAT	Applied Materials INC	Stock-Tech	0.69%	—	+138.98%
19	HAL	Halliburton Co	Stock-Energy	0.68%	—	+522.66%
20	PDCEUSD	Pdc Energy INC	Stock-Other	0.67%	—	+383.95%
21	ZTS	Zoetis INC	Stock-Healthcare	0.66%	—	+678.42%
22	✓	Iberiabank CORP	Stock-Other	0.65%	—	—
23	CB	Chubb Limited	Stock-Financials	0.63%	—	+222.61%
24	✓	Mattress Firm Hldg CORP	Stock-Other	0.61%	—	—
25	✓	Finish Line INC Cl A	Stock-Other	0.60%	—	—
26	✓	Bonanza Creek Energy INC	Stock-Other	0.58%	—	+30.82%
27	SLB	Slb LTD	Stock-Energy	0.58%	—	—
28	AJG	Arthur J Gallagher & Co	Stock-Financials	0.56%	—	+254.34%
29	CDNS	Cadence Design Systems, Inc.	Stock-Tech	0.55%	—	—
30	✓	Tesoro CORP	Stock-Other	0.54%	—	—
31	DAL	Delta Air Lines INC	Stock-Industrials	0.54%	—	+4.29%
32	JWNUSD	Nordstrom INC	Stock-Other	0.54%	—	—
33	SYMCEUR	Symantec CORP	Stock-Other	0.53%	—	—
34	CP	Canadian Pacific Kansa F	Stock-Industrials	0.53%	—	+36.74%
35	FTI	TechnipFMC plc	Stock-Energy	0.52%	—	+294.80%
36	USB	US Bancorp	Stock-Financials	0.51%	—	+258.95%
37	PRU	Prudential Financial INC	Stock-Financials	0.50%	—	+6.71%
38	CSX	Csx CORP	Stock-Industrials	0.49%	—	—
39	ANF	Abercrombie & Fitch Co-cl A	Stock-Consumer Disc	0.49%	—	+369.32%
40	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.47%	—	+273.64%
41	BC	Brunswick CORP	Stock-Consumer Disc	0.47%	—	-9.19%
42	NBL2EUR	Noble Energy INC	Stock-Other	0.46%	—	-43.87%
43	KEY	KeyCorp	Stock-Financials	0.46%	—	—
44	✓	Airgas INC	Stock-Other	0.46%	—	—
45	DKS	Dick's Sporting Goods INC	Stock-Consumer Disc	0.46%	—	—
46	NI	Nisource INC	Stock-Utilities	0.46%	—	—
47	✓	Thoratec CORP	Stock-Other	0.45%	—	—
48	JCPCHF	Old Copper Co INC	Stock-Other	0.45%	—	—
49	VYX	Ncr Voyix CORP	Stock-Tech	0.45%	—	—
50	BCRUSD	Cr Bard INC	Stock-Other	0.45%	—	+817.72%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EOG	Eog Resources INC	+0.8%	+1724.10%	Add
2	CYEUR	Cypress Semiconductor CORP	+0.7%	+299.65%	Add
3	✓	Yahoo INC	+0.7%	+921.10%	Add
4	✓	Exterran Hldgs INC Com	+0.7%	+897.23%	Add
5	LEA	Lear CORP	+0.7%	+668.46%	Add
6	META	Meta Platforms Inc-class A	+0.6%	+252.18%	Add
7	ZTS	Zoetis INC	+0.6%	+678.42%	Add
8	HAL	Halliburton Co	+0.5%	+522.66%	Add
9	✓		+0.5%	+422.75%	Add
10	AMP	Ameriprise Financial INC	+0.5%	+286.79%	Add
11	PDCEUSD	Pdc Energy INC	+0.5%	+383.95%	Add
12	IVZ	Invesco Ltd.	+0.5%	+262.46%	Add
13	STLD	Steel Dynamics INC	-0.6%	-85.74%	Trim
14	NBL2EUR	Noble Energy INC	-0.7%	-43.87%	Trim
15	KNX	Knight-Swift Transportation Holdings Inc.	-0.9%	-59.66%	Trim
16	UTXZ	United Tech CORP	-0.9%	-81.03%	Trim
17	GPOR1EUR	Gulfport Energy CORP	-1%	-79.08%	Trim
18	ETN	Eaton Corporation plc	-1.1%	-89.56%	Trim
19	VIAB	Viacom Inc-class B	-1.3%	-95.59%	Trim
20	✓	Rowan Companies PLC	-1.3%	-76.41%	Trim
21	EMN	Eastman Chemical Co	—	EXIT	Sold out
22	MXIM	Maxim Integrated Products	—	EXIT	Sold out
23	PTEN	Patterson-uti Energy INC	—	EXIT	Sold out
24	CAG	Conagra Brands INC	—	NEW	New buy
25	AVGO	Broadcom Inc.	—	EXIT	Sold out
26	✓		—	NEW	New buy
27	ULCC	Frontier Group Holdings, Inc.	—	NEW	New buy
28	CVLT	Commvault Systems INC	—	EXIT	Sold out
29	SBH	Sally Beauty Holdings INC	—	NEW	New buy
30	AVAZ	2x Avalanche ETF	—	EXIT	Sold out
31	MS	Morgan Stanley	—	EXIT	Sold out
32	AKRXEUR	Akorn INC	—	NEW	New buy
33	✓	Tyco International LTD	—	NEW	New buy
34	HUBB	Hubbell Incorporated	—	EXIT	Sold out
35	✓	Iberiabank CORP	—	NEW	New buy
36	✓	Mattress Firm Hldg CORP	—	NEW	New buy
37	✓	Finish Line INC Cl A	—	NEW	New buy
38	FHI	Federated Hermes INC	—	EXIT	Sold out
39	SLB	Slb LTD	—	NEW	New buy
40	REFI	Chicago Atlantic Real Estate Finance, Inc.	—	EXIT	Sold out
41	CDNS	Cadence Design Systems, Inc.	—	NEW	New buy
42	SLCAUSD	US Silica Holdings INC	—	EXIT	Sold out
43	✓	Tesoro CORP	—	NEW	New buy
44	JWNUSD	Nordstrom INC	—	NEW	New buy
45	SYMCEUR	Symantec CORP	—	NEW	New buy
46	JNP	Juniper Networks INC	—	EXIT	Sold out
47	NRG	Nrg Energy INC	—	EXIT	Sold out
48	DHR	Danaher CORP	—	EXIT	Sold out
49	CMA	Comerica INC	—	EXIT	Sold out
50	CSX	Csx CORP	—	NEW	New buy