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 |
|---|---|---|---|---|---|---|---|
| HASHasbro, Inc. | COM | 4,558 | $438.0K | 0.1% | – | – | History |
| TWNKHostess Brands, Inc. | CL A | 31,306 | $449.0K | 0.1% | – | – | History |
| XENEXenon Pharmaceuticals Inc. | COM | 25,208 | $451.0K | 0.1% | – | – | History |
| TAT&T Inc. | Stock | 15,096 | $457.0K | 0.1% | – | – | History |
| CMCCommercial Metals Co | Stock | 14,838 | $458.0K | 0.1% | – | – | History |
| THCTenet Healthcare Corp | COM NEW | 8,808 | $458.0K | 0.1% | – | – | History |
| ACRSAclaris Therapeutics, Inc. | COM | 18,171 | $458.0K | 0.1% | – | – | History |
| XYZBlock, Inc. | CL A | 2,021 | $459.0K | 0.1% | – | – | History |
| CMGChipotle Mexican Grill Inc | COM | 323 | $459.0K | 0.1% | – | – | History |
| First Rep BK San Francisco C33616C100 | COM | 2,750 | $459.0K | 0.1% | – | – | – |
| ESSEssex Property Trust, Inc. | COM | 1,711 | $465.0K | 0.1% | – | – | History |
| KLACKLA Corp | COM NEW | 1,426 | $471.0K | 0.1% | – | – | History |
| RMDResmed Inc | COM | 2,429 | $471.0K | 0.1% | – | – | History |
| PLANAnaplan, Inc. | COM | 8,775 | $473.0K | 0.1% | – | – | History |
| BRXBrixmor Property Group Inc. | COM | 23,570 | $477.0K | 0.1% | – | – | History |
| RCKTRocket Pharmaceuticals, Inc. | COM | 10,873 | $482.0K | 0.1% | – | – | History |
| NSTGNS Wind Down Co., Inc. | COM | 7,356 | $483.0K | 0.1% | – | – | History |
| LWLamb Weston Holdings, Inc. | Stock | 6,367 | $493.0K | 0.1% | – | – | History |
| ESIElement Solutions Inc | COM | 26,989 | $494.0K | 0.1% | – | – | History |
| AGROAdecoagro S.A. | COM | 63,150 | $496.0K | 0.1% | – | – | History |
| WABCWestamerica Bancorporation | COM | 7,902 | $496.0K | 0.1% | – | – | History |
| EXELExelixis, Inc. | COM | 22,224 | $502.0K | 0.1% | – | – | History |
| SONYSony Group Corp | SPONSORED ADR | 4,753 | $504.0K | 0.1% | – | – | History |
| BBWIBath & Body Works, Inc. | COM | 8,212 | $508.0K | 0.1% | – | – | History |
| FBINFortune Brands Innovations, Inc. | COM | 5,371 | $515.0K | 0.1% | – | – | History |
| LINLinde PLC | SHS | 1,841 | $516.0K | 0.1% | – | – | History |
| SNNSmith & Nephew PLC | SPDN ADR NEW | 13,629 | $517.0K | 0.1% | – | – | History |
| LHCGLHC Group, Inc | COM | 2,703 | $517.0K | 0.1% | – | – | History |
| CPBCAMPBELL'S Co | COM | 10,305 | $518.0K | 0.1% | – | – | History |
| IBOCInternational Bancshares Corp | COM | 11,162 | $518.0K | 0.1% | – | – | History |
| ROLRollins Inc | COM | 15,218 | $524.0K | 0.1% | – | – | History |
| AALAmerican Airlines Group Inc. | Stock | 21,977 | $525.0K | 0.1% | – | – | History |
| RETAReata Pharmaceuticals Inc | CL A | 5,360 | $534.0K | 0.1% | – | – | History |
| RITMRithm Capital Corp. | REIT | 47,556 | $535.0K | 0.1% | – | – | History |
| MKSIMKS Inc | COM | 2,917 | $541.0K | 0.1% | – | – | History |
| SGFYSignify Health, Inc. | CL A COM | 18,647 | $546.0K | 0.1% | – | – | History |
| TNLTravel & Leisure Co. | COM | 8,937 | $547.0K | 0.1% | – | – | History |
| EVREvercore Inc. | CLASS A | 4,208 | $554.0K | 0.1% | – | – | History |
| SLFSun Life Financial Inc | COM | 11,006 | $556.0K | 0.1% | – | – | History |
| IRIngersoll Rand Inc. | COM | 11,295 | $556.0K | 0.1% | – | – | History |
| BCRXBiocryst Pharmaceuticals Inc | COM | 55,047 | $560.0K | 0.1% | – | – | History |
| MCHPMicrochip Technology Inc | Stock | 3,616 | $561.0K | 0.1% | – | – | History |
| HSTHost Hotels & Resorts, Inc. | COM | 33,267 | $561.0K | 0.1% | – | – | History |
| KEYSKeysight Technologies, Inc. | Stock | 3,916 | $562.0K | 0.1% | – | – | History |
| ARKOARKO Corp. | COM | 56,844 | $565.0K | 0.1% | – | – | History |
| AERIAerie Pharmaceuticals Inc | COM | 31,619 | $565.0K | 0.1% | – | – | History |
| HOMEAt Home Group Inc. | COM | 19,703 | $565.0K | 0.1% | – | – | History |
| REXRRexford Industrial Realty, Inc. | COM | 11,374 | $573.0K | 0.1% | – | – | History |
| CGCarlyle Group Inc. | COM | 15,736 | $578.0K | 0.1% | – | – | History |
| MSGSMadison Square Garden Sports Corp. | CL A | 3,232 | $580.0K | 0.1% | – | – | History |
| SHCSotera Health Co | COM | 23,224 | $580.0K | 0.1% | – | – | History |
| HWMHowmet Aerospace Inc. | Stock | 18,218 | $585.0K | 0.1% | – | – | History |
| AGNCAGNC Investment Corp. | REIT | 34,918 | $585.0K | 0.1% | – | – | History |
| VMRKVivmark Residential | SH BEN INT | 8,175 | $586.0K | 0.1% | – | – | History |
| TGTTarget Corp | Stock | 2,973 | $589.0K | 0.1% | – | – | History |
| PTCTPTC Therapeutics, Inc. | COM | 12,467 | $590.0K | 0.1% | – | – | History |
| CNMDCONMED Corp | COM | 4,533 | $592.0K | 0.1% | – | – | History |
| FCXFreeport-McMoran Inc | Stock | 18,035 | $594.0K | 0.1% | – | – | History |
| AMXAmerica Movil SAB de CV | SPON ADR L SHS | 43,750 | $594.0K | 0.1% | – | – | History |
| GMEDGlobus Medical Inc | Stock | 9,676 | $597.0K | 0.1% | – | – | History |
| ULTAUlta Beauty, Inc. | Stock | 1,948 | $602.0K | 0.1% | – | – | History |
| BMRNBiomarin Pharmaceutical Inc | COM | 8,000 | $604.0K | 0.1% | – | – | History |
| SPBSpectrum Brands Holdings, Inc. | COM | 7,143 | $607.0K | 0.1% | – | – | History |
| AMEAmetek Inc | COM | 4,758 | $608.0K | 0.1% | – | – | History |
| ALBAlbemarle Corp | Stock | 4,201 | $614.0K | 0.1% | – | – | History |
| SCCOSouthern Copper Corp | Stock | 9,069 | $616.0K | 0.1% | – | – | History |
| MGNXMacrogenics Inc | COM | 19,446 | $619.0K | 0.1% | – | – | History |
| MGAMagna International Inc | COM | 7,116 | $626.0K | 0.1% | – | – | History |
| ALNYAlnylam Pharmaceuticals, Inc. | COM | 4,444 | $627.0K | 0.1% | – | – | History |
| IVZInvesco Ltd. | Stock | 24,895 | $628.0K | 0.1% | – | – | History |
| DNLIDenali Therapeutics Inc. | COM | 11,000 | $628.0K | 0.1% | – | – | History |
| EVTCEVERTEC, Inc. | COM | 16,885 | $628.0K | 0.1% | – | – | History |
| PYPLPayPal Holdings, Inc. | Stock | 2,589 | $629.0K | 0.1% | – | – | History |
| Signature BK New York N Y82669G104 | COM | 2,780 | $629.0K | 0.1% | – | – | – |
| Trillium Therapeutics Inc.89620X506 | COM NEW | 58,938 | $633.0K | 0.1% | – | – | – |
| PFGPrincipal Financial Group Inc | COM | 10,696 | $641.0K | 0.1% | – | – | History |
| TWTRTwitter, Inc. | COM | 10,076 | $641.0K | 0.1% | – | – | History |
| XLNXXilinx Inc | COM | 5,174 | $641.0K | 0.1% | – | – | History |
| GHGuardant Health, Inc. | COM | 4,216 | $644.0K | 0.1% | – | – | History |
| AGCOAGCO Corp | COM | 4,494 | $646.0K | 0.1% | – | – | History |
| WMGWarner Music Group Corp. | COM CL A | 19,015 | $653.0K | 0.1% | – | – | History |
| ZLABZai Lab Ltd | ADR | 4,912 | $655.0K | 0.1% | – | – | History |
| PLAYDave & Buster's Entertainment, Inc. | COM | 13,744 | $658.0K | 0.1% | – | – | History |
| MASMasco Corp | COM | 11,024 | $660.0K | 0.1% | – | – | History |
| SJISouth Jersey Industries Inc | COM | 29,374 | $663.0K | 0.1% | – | – | History |
| TRVTravelers Companies, Inc. | Stock | 4,416 | $664.0K | 0.1% | – | – | History |
| TRIThomson Reuters Corp | COM NEW | 7,637 | $669.0K | 0.1% | – | – | History |
| AXTAAxalta Coating Systems Ltd. | COM | 22,828 | $675.0K | 0.1% | – | – | History |
| VVisa Inc. | Stock | 3,331 | $705.0K | 0.1% | – | – | History |
| FHIFederated Hermes, Inc. | CL B | 22,536 | $705.0K | 0.1% | – | – | History |
| EPCEdgewell Personal Care Co | COM | 18,000 | $713.0K | 0.1% | – | – | History |
| FBCFlagstar Bancorp Inc | COM PAR .001 | 15,881 | $716.0K | 0.1% | – | – | History |
| EXPEagle Materials Inc | COM | 5,333 | $717.0K | 0.1% | – | – | History |
| UFSDomtar CORP | COM NEW | 19,487 | $720.0K | 0.1% | – | – | History |
| DGDollar General Corp | COM | 3,562 | $722.0K | 0.1% | – | – | History |
| SCUSculptor Capital Management, Inc. | COM CL A | 33,077 | $724.0K | 0.1% | – | – | History |
| SPRSpirit AeroSystems Holdings, Inc. | COM CL A | 15,000 | $730.0K | 0.1% | – | – | History |
| BSYBentley Systems Inc | COM CL B | 15,680 | $736.0K | 0.1% | – | – | History |
| SONSonoco Products Co | COM | 11,622 | $736.0K | 0.1% | – | – | History |
| JCIJohnson Controls International plc | Stock | 12,389 | $739.0K | 0.1% | – | – | History |