Quantitative Systematic Strategies LLC
- SEC CIK
- 0001591902
- Latest filing
- Nov 10, 2022
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 6, 2021. Long positions only.
- Positions
- 592
- No 13F data for Q4 2020
- Portfolio value
- $646.4M
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Vanguard Total World Stock ETF922042742 | ETF | 104,465 | $10.2M | 1.6% | – | – | – |
| METAMeta Platforms, Inc. | Stock | 22,379 | $6.59M | 1.0% | – | – | History |
| CRLCharles River Laboratories International, Inc. | COM | 20,212 | $5.86M | 0.9% | – | – | History |
| MRKMerck & Co., Inc. | Stock | 72,854 | $5.62M | 0.9% | – | – | History |
| MAMastercard Inc | Stock | 14,883 | $5.30M | 0.8% | – | – | History |
| RTXRTX Corp | Stock | 67,820 | $5.24M | 0.8% | – | – | History |
| MDTMedtronic plc | Stock | 43,656 | $5.16M | 0.8% | – | – | History |
| MCDMcDonalds Corp | Stock | 22,763 | $5.10M | 0.8% | – | – | History |
| PEPPepsiCo Inc | Stock | 33,818 | $4.78M | 0.7% | – | – | History |
| MSFTMicrosoft Corp | Stock | 19,641 | $4.63M | 0.7% | – | – | History |
| AEPAmerican Electric Power Co Inc | Stock | 54,272 | $4.60M | 0.7% | – | – | History |
| LHLabcorp Holdings Inc. | COM NEW | 17,289 | $4.41M | 0.7% | – | – | History |
| MCKMcKesson Corp | Stock | 22,347 | $4.36M | 0.7% | – | – | History |
| ADCAgree Realty Corp | COM | 64,676 | $4.35M | 0.7% | – | – | History |
| AMATApplied Materials Inc | Stock | 31,908 | $4.26M | 0.7% | – | – | History |
| INVHInvitation Homes Inc. | COM | 131,647 | $4.21M | 0.7% | – | – | History |
| EHCEncompass Health Corp | COM | 48,359 | $3.96M | 0.6% | – | – | History |
| GPNGlobal Payments Inc | Stock | 19,577 | $3.95M | 0.6% | – | – | History |
| NVSTEnvista Holdings Corp | COM | 95,227 | $3.88M | 0.6% | – | – | History |
| ATOAtmos Energy Corp | COM | 38,390 | $3.79M | 0.6% | – | – | History |
| RACEFerrari N.V. | COM | 17,695 | $3.70M | 0.6% | – | – | History |
| NOWServiceNow, Inc. | Stock | 7,328 | $3.67M | 0.6% | – | – | History |
| UDRUDR, Inc. | COM | 81,935 | $3.59M | 0.6% | – | – | History |
| EXCExelon Corp | Stock | 81,927 | $3.58M | 0.6% | – | – | History |
| ESEversource Energy | Stock | 41,344 | $3.58M | 0.6% | – | – | History |
| CSCOCisco Systems, Inc. | Stock | 68,419 | $3.54M | 0.5% | – | – | History |
| PHParker-Hannifin Corp | Stock | 11,193 | $3.53M | 0.5% | – | – | History |
| BDXBecton Dickinson & Co | Stock | 14,516 | $3.53M | 0.5% | – | – | History |
| BACBank of America Corp | Stock | 89,902 | $3.48M | 0.5% | – | – | History |
| GOOGLAlphabet Inc. | Stock | 1,686 | $3.48M | 0.5% | – | – | History |
| KOCoca Cola Co | Stock | 64,928 | $3.42M | 0.5% | – | – | History |
| DOCHealthpeak Properties, Inc. | COM | 106,250 | $3.37M | 0.5% | – | – | History |
| KEYKeycorp | COM | 163,039 | $3.26M | 0.5% | – | – | History |
| HUNHuntsman CORP | COM | 107,884 | $3.11M | 0.5% | – | – | History |
| WRIWeingarten Realty Investors | SH BEN INT | 115,402 | $3.10M | 0.5% | – | – | History |
| NXPINXP Semiconductors N.V. | COM | 15,255 | $3.07M | 0.5% | – | – | History |
| PZZAPapa Johns International Inc | Stock | 34,317 | $3.04M | 0.5% | – | – | History |
| CNPCenterpoint Energy Inc | COM | 134,234 | $3.04M | 0.5% | – | – | History |
| FDXFedEx Corp | Stock | 10,596 | $3.01M | 0.5% | – | – | History |
| HRHealthcare Realty Trust Inc | COM | 99,162 | $3.01M | 0.5% | – | – | History |
| Caesars Entertainment, Inc.127686AA1 | NOTE 5.000%10/0 | 34,142 | $2.99M | 0.5% | – | – | – |
| INTUIntuit Inc. | Stock | 7,621 | $2.92M | 0.5% | – | – | History |
| MUMicron Technology Inc | Stock | 32,920 | $2.90M | 0.4% | – | – | History |
| CNCCentene Corp | Stock | 45,231 | $2.89M | 0.4% | – | – | History |
| TROXTronox Holdings plc | SHS | 153,659 | $2.81M | 0.4% | – | – | History |
| ETNEaton Corp plc | Stock | 19,560 | $2.71M | 0.4% | – | – | History |
| VERVEREIT, Inc. | COM | 69,623 | $2.69M | 0.4% | – | – | History |
| CATCaterpillar Inc | Stock | 11,563 | $2.68M | 0.4% | – | – | History |
| BIOBio-Rad Laboratories, Inc. | CL A | 4,598 | $2.63M | 0.4% | – | – | History |
| NOCNorthrop Grumman Corp | Stock | 8,063 | $2.61M | 0.4% | – | – | History |
| CMSCMS Energy Corp | COM | 42,299 | $2.59M | 0.4% | – | – | History |
| MGPMGM Growth Properties LLC | CL A COM | 78,574 | $2.56M | 0.4% | – | – | History |
| HIWHighwoods Properties, Inc. | COM | 59,563 | $2.56M | 0.4% | – | – | History |
| EVRGEvergy, Inc. | Stock | 42,647 | $2.54M | 0.4% | – | – | History |
| NOMDNomad Foods Ltd | USD ORD SHS | 91,882 | $2.52M | 0.4% | – | – | History |
| MOAltria Group, Inc. | Stock | 49,265 | $2.52M | 0.4% | – | – | History |
| CPTCamden Property Trust | REIT | 22,825 | $2.51M | 0.4% | – | – | History |
| PDMPiedmont Realty Trust, Inc. | COM CL A | 143,212 | $2.49M | 0.4% | – | – | History |
| AWKAmerican Water Works Company, Inc. | Stock | 16,497 | $2.47M | 0.4% | – | – | History |
| STZConstellation Brands, Inc. | Stock | 10,815 | $2.47M | 0.4% | – | – | History |
| ADBEAdobe Inc. | Stock | 5,182 | $2.46M | 0.4% | – | – | History |
| TWLOTwilio Inc | CL A | 7,070 | $2.41M | 0.4% | – | – | History |
| FRFirst Industrial Realty Trust Inc | COM | 52,469 | $2.40M | 0.4% | – | – | History |
| ELSEquity Lifestyle Properties Inc | COM | 37,538 | $2.39M | 0.4% | – | – | History |
| HZNPHorizon Therapeutics Public Ltd Co | SHS | 25,503 | $2.35M | 0.4% | – | – | History |
| AMPAmeriprise Financial Inc | COM | 10,032 | $2.33M | 0.4% | – | – | History |
| NKENIKE, Inc. | Stock | 17,451 | $2.32M | 0.4% | – | – | History |
| ELVElevance Health, Inc. | Stock | 6,443 | $2.31M | 0.4% | – | – | History |
| ACNAccenture plc | Stock | 8,372 | $2.31M | 0.4% | – | – | History |
| EQHEquitable Holdings, Inc. | COM | 70,667 | $2.31M | 0.4% | – | – | History |
| AZNAstraZeneca PLC | SPONSORED ADR | 45,775 | $2.28M | 0.4% | – | – | History |
| DDominion Energy, Inc | Stock | 29,854 | $2.27M | 0.4% | – | – | History |
| VRNSVaronis Systems Inc | COM | 43,753 | $2.25M | 0.3% | – | – | History |
| EGPEastgroup Properties Inc | COM | 15,547 | $2.23M | 0.3% | – | – | History |
| CFCF Industries Holdings, Inc. | COM | 48,493 | $2.20M | 0.3% | – | – | History |
| ORIOld Republic International Corp | COM | 98,788 | $2.16M | 0.3% | – | – | History |
| DISWalt Disney Co | Stock | 11,690 | $2.16M | 0.3% | – | – | History |
| POSTPost Holdings, Inc. | COM | 20,368 | $2.15M | 0.3% | – | – | History |
| WSTWest Pharmaceutical Services Inc | COM | 7,639 | $2.15M | 0.3% | – | – | History |
| ZBHZimmer Biomet Holdings, Inc. | Stock | 13,352 | $2.14M | 0.3% | – | – | History |
| VALEVale S.A. | SPONSORED ADS | 122,056 | $2.12M | 0.3% | – | – | History |
| COLDAmericold Realty Trust | COM | 55,078 | $2.12M | 0.3% | – | – | History |
| GSGoldman Sachs Group Inc | Stock | 6,351 | $2.08M | 0.3% | – | – | History |
| PORPortland General Electric Co | COM NEW | 43,579 | $2.07M | 0.3% | – | – | History |
| CVSCVS Health Corp | Stock | 27,346 | $2.06M | 0.3% | – | – | History |
| ACHCAcadia Healthcare Company, Inc. | COM | 35,948 | $2.05M | 0.3% | – | – | History |
| BIDUBaidu, Inc. | ADR | 9,358 | $2.04M | 0.3% | – | – | History |
| NEENextera Energy Inc | Stock | 26,560 | $2.01M | 0.3% | – | – | History |
| BABoeing Co | Stock | 7,837 | $2.00M | 0.3% | – | – | History |
| CCChemours Co | Stock | 71,290 | $1.99M | 0.3% | – | – | History |
| OECOrion S.A. | COM | 98,981 | $1.95M | 0.3% | – | – | History |
| UALUnited Airlines Holdings, Inc. | COM | 33,790 | $1.94M | 0.3% | – | – | History |
| FHNFirst Horizon Corp | COM | 114,921 | $1.94M | 0.3% | – | – | History |
| BPOPPopular, Inc. | COM NEW | 27,506 | $1.93M | 0.3% | – | – | History |
| MXIMMaxim Integrated Products Inc | COM | 21,146 | $1.93M | 0.3% | – | – | History |
| TDGTransDigm Group INC | COM | 3,282 | $1.93M | 0.3% | – | – | History |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 16,070 | $1.90M | 0.3% | – | – | History |
| DALDelta Air Lines, Inc. | COM NEW | 39,225 | $1.89M | 0.3% | – | – | History |
| SGISomnigroup International Inc. | COM | 51,530 | $1.88M | 0.3% | – | – | History |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | 67,787 | $1.87M | 0.3% | – | – | History |