0001591902-15-000002.txt : 20150121
0001591902-15-000002.hdr.sgml : 20150121
20150121140704
ACCESSION NUMBER: 0001591902-15-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150121
DATE AS OF CHANGE: 20150121
EFFECTIVENESS DATE: 20150121
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Quantitative Systematic Strategies LLC
CENTRAL INDEX KEY: 0001591902
IRS NUMBER: 461840307
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15871
FILM NUMBER: 15538218
BUSINESS ADDRESS:
STREET 1: 501 KINGS HIGHWAY EAST
STREET 2: SUITE 302
CITY: FAIRFIELD
STATE: CT
ZIP: 06825
BUSINESS PHONE: 2039084545
MAIL ADDRESS:
STREET 1: 501 KINGS HIGHWAY EAST
STREET 2: SUITE 302
CITY: FAIRFIELD
STATE: CT
ZIP: 06825
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Quantitative Systematic Strategies LLC
501 KINGS HIGHWAY EAST
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CT
06825
13F HOLDINGS REPORT
028-15871
N
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KING DIGITAL ENTERTAINMENT PLC
COM
G5258J109
294
19019
SH
SOLE
19019
0
0
KITE PHARMA, INC.
COM
49803L109
613
10956
SH
SOLE
10956
0
0
KNIGHT TRANSPORTATION INC
COM
499064103
663
19538
SH
SOLE
19538
0
0
THE COCA-COLA CO
COM
191216100
1077
25210
SH
SOLE
25210
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
2454
32561
SH
SOLE
32561
0
0
KROGER CO
COM
501044101
505
7822
SH
SOLE
7822
0
0
KOHLS CORP
COM
500255104
304
4964
SH
SOLE
4964
0
0
LIBERTY GLOBAL
CL C
G5480U120
507
10442
SH
SOLE
10442
0
0
LANNETT CO INC
COM
516012101
325
7481
SH
SOLE
7481
0
0
LEIDOS HOLDINGS INC
COM
525327102
1121
25453
SH
SOLE
25453
0
0
LEAR CORP
COM
521865204
880
8900
SH
SOLE
8900
0
0
ELI LILLY & CO
COM
532457108
1087
15641
SH
SOLE
15641
0
0
LA QUINTA HOLDINGS INC
COM
50420D108
782
35477
SH
SOLE
35477
0
0
LAM RESEARCH CORPORATION
COM
512807108
537
6719
SH
SOLE
6719
0
0
LIBERTY TRIPADVISOR HOLDINGS INC
CL A
531465102
1126
41448
SH
SOLE
41448
0
0
SOUTHWEST AIRLINES CO
COM
844741108
273
6483
SH
SOLE
6483
0
0
LEVEL 3 COMMUNICATIONS INC
COM
52729N308
1210
24365
SH
SOLE
24365
0
0
MASIMO CORPORATION
COM
574795100
247
9329
SH
SOLE
9329
0
0
MCDONALD'S CORP
COM
580135101
1481
15725
SH
SOLE
15725
0
0
MOODY'S CORP
COM
615369105
903
9334
SH
SOLE
9334
0
0
MAGNA INTERNATIONAL INC
COM
559222401
201
1844
SH
SOLE
1844
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1350
62943
SH
SOLE
62943
0
0
MOHAWK INDUSTRIES INC
COM
608190104
1531
9837
SH
SOLE
9837
0
0
MACQUARIE INFRASTRUCTURE CO
COM
55608B105
564
7932
SH
SOLE
7932
0
0
MARTIN MARIETTA MATERIALS
COM
573284106
399
3598
SH
SOLE
3598
0
0
MARSH & MCLENNAN COS
COM
571748102
375
6469
SH
SOLE
6469
0
0
ALTRIA GROUP INC
COM
02209S103
1016
20396
SH
SOLE
20396
0
0
MONSANTO CO
COM
61166W101
271
2248
SH
SOLE
2248
0
0
MEMORIAL RESOURCE DEVELOPMENT CORP
COM
58605Q109
327
18161
SH
SOLE
18161
0
0
MARATHON OIL CORP
COM
565849106
1057
37195
SH
SOLE
37195
0
0
MGIC INVESTMENT CORP
COM
552848103
906
97460
SH
SOLE
97460
0
0
MAXIM INTEGRATED PRODUCTS INC
COM
57772K101
1281
40820
SH
SOLE
40820
0
0
MYLAN INC
COM
628530107
202
3564
SH
SOLE
3564
0
0
NOBLE ENERGY INC
COM
655044105
1412
29818
SH
SOLE
29818
0
0
NOBLE CORP PLC
COM
G65431101
251
14830
SH
SOLE
14830
0
0
NEXTERA ENERGY INC
COM
65339F101
215
2004
SH
SOLE
2004
0
0
NIKE INC
CL B
654106103
1682
17373
SH
SOLE
17373
0
0
NIELSEN HOLDINGS NV
COM
N63218106
401
8861
SH
SOLE
8861
0
0
NORTHROP GRUMMAN CORP
COM
666807102
376
2522
SH
SOLE
2522
0
0
NORTHERN OIL AND GAS INC
COM
665531109
101
17735
SH
SOLE
17735
0
0
NORTHSTAR REALTY FINANCE CORP
COM
66704R704
693
39257
SH
SOLE
39257
0
0
NEW RESIDENTIAL INVESTMENT
COM
64828T201
214
16709
SH
SOLE
16709
0
0
NUVASIVE INC
COM
670704105
906
18850
SH
SOLE
18850
0
0
OLD DOMINION FREIGHT LINE INC
COM
679580100
962
12317
SH
SOLE
12317
0
0
OFFICE DEPOT INC
COM
676220106
670
77803
SH
SOLE
77803
0
0
ORION ENGINEERED CARBONS SA
COM
L72967109
494
29078
SH
SOLE
29078
0
0
OM ASSET MANAGEMENT PLC
COM
G67506108
472
29035
SH
SOLE
29035
0
0
ON SEMICONDUCTOR CORPORATION
COM
682189105
735
72556
SH
SOLE
72556
0
0
ORACLE CORP
COM
68389X105
231
5129
SH
SOLE
5129
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
516
2656
SH
SOLE
2656
0
0
PALO ALTO NETWORKS INC
COM
697435105
459
3771
SH
SOLE
3771
0
0
PDC ENERGY, INC.
COM
69327R101
624
15063
SH
SOLE
15063
0
0
PARSLEY ENERGY INC
COM
701877102
429
27355
SH
SOLE
27355
0
0
PIONEER ENERGY SERVICES CORP
COM
723664108
105
18817
SH
SOLE
18817
0
0
PFIZER INC
COM
717081103
214
6829
SH
SOLE
6829
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
258
2790
SH
SOLE
2790
0
0
PPG INDUSTRIES INC
COM
693506107
631
2725
SH
SOLE
2725
0
0
POST PROPERTIES INC
COM
737464107
740
12492
SH
SOLE
12492
0
0
PROASSURANCE CORP
COM
74267C106
207
4558
SH
SOLE
4558
0
0
PTC THERAPEUTICS INC
COM
69366J200
274
5212
SH
SOLE
5212
0
0
PENN VIRGINIA CORP
COM
707882106
101
15622
SH
SOLE
15622
0
0
PIONEER NATURAL RESOURCES CO
COM
723787107
2707
18046
SH
SOLE
18046
0
0
RYDER SYSTEM INC
COM
783549108
355
3790
SH
SOLE
3790
0
0
ROWAN COMPANIES
CL A
G7665A101
557
23622
SH
SOLE
23622
0
0
RADIAN GROUP INC
COM
750236101
200
11943
SH
SOLE
11943
0
0
REGENERON PHARMACEUTICALS INC
COM
75886F107
215
525
SH
SOLE
525
0
0
RF MICRO DEVICES INC
COM
749941100
407
24071
SH
SOLE
24071
0
0
REINSURANCE GROUP OF AMERICA
COM
759351604
211
2387
SH
SOLE
2387
0
0
RICE ENERGY INC
COM
762760106
536
25424
SH
SOLE
25424
0
0
ROSETTA RESOURCES INC
COM
777779307
1021
46221
SH
SOLE
46221
0
0
RAYONIER INC
COM
754907103
1122
39663
SH
SOLE
39663
0
0
CHARLES SCHWAB CORP
COM
808513105
530
17467
SH
SOLE
17467
0
0
SELECT COMFORT CORPORATION
COM
81616X103
200
7382
SH
SOLE
7382
0
0
SOLARCITY CORPORATION
COM
83416T100
267
4952
SH
SOLE
4952
0
0
SEADRILL LTD
COM
G7945E105
164
13750
SH
SOLE
13750
0
0
SMART & FINAL STORES INC
COM
83190B101
1024
62329
SH
SOLE
62329
0
0
SEATTLE GENETICS INC
COM
812578102
2483
76945
SH
SOLE
76945
0
0
STEVE MADDEN LTD
COM
556269108
206
6437
SH
SOLE
6437
0
0
SIGNET JEWELERS LTD
COM
G81276100
772
5875
SH
SOLE
5875
0
0
SCHLUMBERGER LTD
COM
806857108
477
5529
SH
SOLE
5529
0
0
US SILICA HOLDINGS INC
COM
90346E103
237
9488
SH
SOLE
9488
0
0
SANDISK CORPORATION
COM
80004C101
1357
13649
SH
SOLE
13649
0
0
THE SOUTHERN CO
COM
842587107
227
4578
SH
SOLE
4578
0
0
SIMON PROPERTY GROUP INC
COM
828806109
236
1281
SH
SOLE
1281
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
696
33944
SH
SOLE
33944
0
0
SPX CORP
COM
784635104
1819
20856
SH
SOLE
20856
0
0
STERIS CORP
COM
859152100
344
5228
SH
SOLE
5228
0
0
STEEL DYNAMICS INC
COM
858119100
627
31300
SH
SOLE
31300
0
0
STRYKER CORP
COM
863667101
499
5240
SH
SOLE
5240
0
0
TAUBMAN CENTERS INC
COM
876664103
402
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SH
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5193
0
0
TENNECO INC
COM
880349105
200
3519
SH
SOLE
3519
0
0
TEVA PHARMACEUTICAL
COM
881624209
202
3528
SH
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3528
0
0
TEREX CORP
COM
880779103
414
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SH
SOLE
14634
0
0
INTERFACE INC
COM
458665304
1787
107413
SH
SOLE
107413
0
0
TINKA RESOURCES LTD
COM
887522100
2
10000
SH
SOLE
10000
0
0
TEEKAY CORP
COM
Y8564W103
314
6054
SH
SOLE
6054
0
0
TALISMAN ENERGY INC
COM
87425E103
86
11029
SH
SOLE
11029
0
0
T-MOBILE US INC
COM
872590104
2396
88700
SH
SOLE
88700
0
0
DEALERTRACK HOLDINGS INC
COM
242309102
626
14065
SH
SOLE
14065
0
0
TRINITY INDUSTRIES INC
COM
896522109
3058
108699
SH
SOLE
108699
0
0
TYSON FOODS INC
CL A
902494103
741
18382
SH
SOLE
18382
0
0
TESORO CORP
COM
881609101
1217
16175
SH
SOLE
16175
0
0
TUESDAY MORNING CORP
COM
899035505
408
18865
SH
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18865
0
0
TIME WARNER INC
COM
887317303
313
3646
SH
SOLE
3646
0
0
ULTA SALON, COSMETICS & FRAGRANCE INC
COM
90384S303
283
2202
SH
SOLE
2202
0
0
UMPQUA HOLDINGS CORPORATION
COM
904214103
459
26502
SH
SOLE
26502
0
0
UTI WORLDWIDE INC
COM
G87210103
1535
127630
SH
SOLE
127630
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
351
3034
SH
SOLE
3034
0
0
VIACOM INC
CL B
92553P201
208
2725
SH
SOLE
2725
0
0
VOYA FINANCIAL INC
COM
929089100
521
12175
SH
SOLE
12175
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1349
11323
SH
SOLE
11323
0
0
VITAMIN SHOPPE INC
COM
92849E101
333
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SH
SOLE
6951
0
0
WABCO HOLDINGS INC
COM
92927K102
212
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SH
SOLE
2023
0
0
WEBMD HEALTH CORP
COM
94770V102
549
13795
SH
SOLE
13795
0
0
WESCO INTERNATIONAL INC
COM
95082P105
217
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SH
SOLE
2827
0
0
WESTERN DIGITAL CORP
COM
958102105
695
6188
SH
SOLE
6188
0
0
WADDELL & REED FINANCIAL
CL A
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1468
29662
SH
SOLE
29662
0
0
WERNER ENTERPRISES INC
COM
950755108
1710
54720
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SOLE
54720
0
0
WHOLE FOODS MARKET INC
COM
966837106
1756
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SH
SOLE
34834
0
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WHIRLPOOL CORP
COM
963320106
2085
10738
SH
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10738
0
0
WINDSTREAM HOLDINGS INC
COM
97382A101
224
27146
SH
SOLE
27146
0
0
WHITING PETROLEUM CORP
COM
966387102
1890
56906
SH
SOLE
56906
0
0
WESTERN REFINING INC
COM
959319104
2151
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SH
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56533
0
0
WPX ENERGY INC
COM
98212B103
3802
331724
SH
SOLE
331724
0
0
WILLIAMS-SONOMA INC
COM
969904101
1256
16437
SH
SOLE
16437
0
0
WHITEWAVE FOODS CO
CL A
966244105
630
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SH
SOLE
17884
0
0
UNITED STATES STEEL CORP
COM
912909108
1572
58199
SH
SOLE
58199
0
0
XL GROUP PLC
COM
G98290102
2309
66507
SH
SOLE
66507
0
0
EXXON MOBIL CORP
COM
30231G102
1804
19427
SH
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19427
0
0
XOMA CORPORATION
COM
98419J107
792
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SH
SOLE
220803
0
0
TAL EDUCATION GROUP- ADR
COM
874080104
340
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SH
SOLE
12121
0
0
YRC WORLDWIDE INC
COM
984249607
889
39070
SH
SOLE
39070
0
0
YY INC
COM
98426T106
203
3237
SH
SOLE
3237
0
0
ZIONS BANCORPORATION
COM
989701107
1183
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SH
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41312
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
419
15060
SH
SOLE
15060
0
0
ZOETIS INC
COM
98978V103
336
7771
SH
SOLE
7771
0
0