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 |
|---|---|---|---|---|---|---|---|
| ASOAcademy Sports & Outdoors, Inc. | COM | 42,709 | $1.15M | 0.2% | – | – | History |
| COFCapital One Financial Corp | Stock | 9,073 | $1.15M | 0.2% | – | – | History |
| OTISOtis Worldwide Corp | Stock | 16,988 | $1.16M | 0.2% | – | – | History |
| MTBM&T Bank Corp | COM | 7,684 | $1.17M | 0.2% | – | – | History |
| ALSumisho Air Lease Corp | CL A | 23,772 | $1.17M | 0.2% | – | – | History |
| STCStewart Information Services Corp | COM | 22,414 | $1.17M | 0.2% | – | – | History |
| WHWyndham Hotels & Resorts, Inc. | COM | 16,711 | $1.17M | 0.2% | – | – | History |
| VRTXVertex Pharmaceuticals Inc | Stock | 5,452 | $1.17M | 0.2% | – | – | History |
| EIXEdison International | Stock | 20,371 | $1.19M | 0.2% | – | – | History |
| POLYPlantronics Inc | COM | 30,879 | $1.20M | 0.2% | – | – | History |
| MBUUMalibu Boats, Inc. | COM CL A | 15,149 | $1.21M | 0.2% | – | – | History |
| CBChubb Ltd | Stock | 7,673 | $1.21M | 0.2% | – | – | History |
| WBTWelbilt, Inc. | COM | 74,555 | $1.21M | 0.2% | – | – | History |
| GLPIGaming & Leisure Properties, Inc. | COM | 28,847 | $1.22M | 0.2% | – | – | History |
| REGRegency Centers Corp | COM | 21,757 | $1.23M | 0.2% | – | – | History |
| RYRoyal Bank of Canada | Stock | 13,419 | $1.24M | 0.2% | – | – | History |
| UNHUnitedHealth Group Inc | Stock | 3,328 | $1.24M | 0.2% | – | – | History |
| AVTRAvantor, Inc. | COM | 42,840 | $1.24M | 0.2% | – | – | History |
| FELEFranklin Electric Co Inc | COM | 15,707 | $1.24M | 0.2% | – | – | History |
| RNRRenaissancere Holdings Ltd | COM | 7,741 | $1.24M | 0.2% | – | – | History |
| BPMCBlueprint Medicines Corp | COM | 12,843 | $1.25M | 0.2% | – | – | History |
| PACWPacwest Bancorp | COM | 32,763 | $1.25M | 0.2% | – | – | History |
| TITNTitan Machinery Inc. | COM | 49,416 | $1.26M | 0.2% | – | – | History |
| BRSLBrightstar Lottery PLC | SHS USD | 79,096 | $1.27M | 0.2% | – | – | History |
| SBUXStarbucks Corp | Stock | 11,734 | $1.28M | 0.2% | – | – | History |
| PVHPVH Corp. | COM | 12,156 | $1.28M | 0.2% | – | – | History |
| MRTXMirati Therapeutics, Inc. | COM | 7,530 | $1.29M | 0.2% | – | – | History |
| ALLAllstate Corp | Stock | 11,252 | $1.29M | 0.2% | – | – | History |
| ONOn Semiconductor Corp | Stock | 31,199 | $1.30M | 0.2% | – | – | History |
| SGRYSurgery Partners, Inc. | Stock | 29,328 | $1.30M | 0.2% | – | – | History |
| VOYAVoya Financial, Inc. | COM | 20,398 | $1.30M | 0.2% | – | – | History |
| BGBunge Global SA | COM | 16,500 | $1.31M | 0.2% | – | – | History |
| ELEstee Lauder Companies Inc | CL A | 4,516 | $1.31M | 0.2% | – | – | History |
| USFDUS Foods Holding Corp. | COM | 34,557 | $1.32M | 0.2% | – | – | History |
| SRSpire Inc | COM | 17,830 | $1.32M | 0.2% | – | – | History |
| DDDuPont de Nemours, Inc. | COM | 17,054 | $1.32M | 0.2% | – | – | History |
| CONECyrusOne Holdco LLC | COM | 19,718 | $1.33M | 0.2% | – | – | History |
| PGRProgressive Corp | Stock | 13,992 | $1.34M | 0.2% | – | – | History |
| FNDFloor & Decor Holdings, Inc. | CL A | 14,181 | $1.35M | 0.2% | – | – | History |
| INFOIHS Markit Ltd. | SHS | 14,014 | $1.36M | 0.2% | – | – | History |
| STAGSTAG Industrial, Inc. | COM | 40,469 | $1.36M | 0.2% | – | – | History |
| ASMLASML Holding NV | ADR | 2,204 | $1.36M | 0.2% | – | – | History |
| PRKSUnited Parks & Resorts Inc. | COM | 27,422 | $1.36M | 0.2% | – | – | History |
| KSUKansas City Southern | COM NEW | 5,187 | $1.37M | 0.2% | – | – | History |
| STLSterling Bancorp | COM | 59,564 | $1.37M | 0.2% | – | – | History |
| VRTSVirtus Investment Partners, Inc. | COM | 5,938 | $1.40M | 0.2% | – | – | History |
| AFGAmerican Financial Group Inc | COM | 12,273 | $1.40M | 0.2% | – | – | History |
| VNOVornado Realty Trust | SH BEN INT | 30,847 | $1.40M | 0.2% | – | – | History |
| WWayfair Inc. | CL A | 4,510 | $1.42M | 0.2% | – | – | History |
| BMYBristol Myers Squibb Co | Stock | 22,528 | $1.42M | 0.2% | – | – | History |
| PGProcter & Gamble Co | Stock | 10,553 | $1.43M | 0.2% | – | – | History |
| WTWWillis Towers Watson PLC | SHS | 6,328 | $1.45M | 0.2% | – | – | History |
| VMCVulcan Materials CO | COM | 8,712 | $1.47M | 0.2% | – | – | History |
| CNNECannae Holdings, Inc. | COM | 37,457 | $1.48M | 0.2% | – | – | History |
| ALXNAlexion Pharmaceuticals, Inc. | COM | 9,740 | $1.49M | 0.2% | – | – | History |
| XOMExxonMobil Holdings Corp | COM | 26,767 | $1.49M | 0.2% | – | – | History |
| PGREParamount Group, Inc. | COM | 149,076 | $1.51M | 0.2% | – | – | History |
| ELANElanco Animal Health Inc | COM | 51,497 | $1.52M | 0.2% | – | – | History |
| GAPGap Inc | COM | 52,219 | $1.55M | 0.2% | – | – | History |
| YAlleghany Corp | COM | 2,483 | $1.55M | 0.2% | – | – | History |
| KRCKilroy Realty Corp | COM | 23,712 | $1.56M | 0.2% | – | – | History |
| PAYCPaycom Software, Inc. | Stock | 4,220 | $1.56M | 0.2% | – | – | History |
| ABBVAbbVie Inc. | Stock | 14,597 | $1.58M | 0.2% | – | – | History |
| SWXSouthwest Gas Holdings, Inc. | COM | 22,992 | $1.58M | 0.2% | – | – | History |
| TUTelus Corp | COM | 79,760 | $1.59M | 0.2% | – | – | History |
| CCEPCoca-Cola Europacific Partners plc | SHS | 30,963 | $1.61M | 0.2% | – | – | History |
| NTLAIntellia Therapeutics, Inc. | COM | 20,217 | $1.62M | 0.3% | – | – | History |
| HAEHaemonetics Corp | COM | 14,666 | $1.63M | 0.3% | – | – | History |
| IRTIndependence Realty Trust, Inc. | COM | 107,634 | $1.64M | 0.3% | – | – | History |
| HUBSHubSpot Inc | COM | 3,615 | $1.64M | 0.3% | – | – | History |
| RJFRaymond James Financial Inc | COM | 13,409 | $1.64M | 0.3% | – | – | History |
| AQUAEvoqua Water Technologies Corp. | COM | 62,765 | $1.65M | 0.3% | – | – | History |
| GLGlobe Life Inc. | COM | 17,262 | $1.67M | 0.3% | – | – | History |
| MDUMdu Resources Group Inc | Stock | 53,000 | $1.68M | 0.3% | – | – | History |
| CoreSite Realty Corp21870Q105 | COM | 13,997 | $1.68M | 0.3% | – | – | – |
| EDUNew Oriental Education & Technology Group Inc. | SPON ADR | 135,508 | $1.69M | 0.3% | – | – | History |
| MOHMolina Healthcare, Inc. | COM | 7,292 | $1.71M | 0.3% | – | – | History |
| PLNTPlanet Fitness, Inc. | CL A | 22,070 | $1.71M | 0.3% | – | – | History |
| WDCWestern Digital Corp | COM | 25,701 | $1.72M | 0.3% | – | – | History |
| SBACSba Communications Corp | CL A | 6,193 | $1.72M | 0.3% | – | – | History |
| WFCWells Fargo & Company | Stock | 44,325 | $1.73M | 0.3% | – | – | History |
| WYNNWynn Resorts Ltd | COM | 13,874 | $1.74M | 0.3% | – | – | History |
| ARNAArena Pharmaceuticals Inc | COM NEW | 25,101 | $1.74M | 0.3% | – | – | History |
| NVRONevro Corp | COM | 12,747 | $1.78M | 0.3% | – | – | History |
| AIZAssurant, Inc. | Stock | 12,579 | $1.78M | 0.3% | – | – | History |
| SWKStanley Black & Decker, Inc. | COM | 9,148 | $1.83M | 0.3% | – | – | History |
| Cytokinetics Inc23282WAA8 | NOTE 4.000%11/1 | 78,974 | $1.84M | 0.3% | – | – | – |
| LVSLas Vegas Sands Corp | COM | 30,255 | $1.84M | 0.3% | – | – | History |
| AAAlcoa Corp | Stock | 56,804 | $1.85M | 0.3% | – | – | History |
| MNSTMonster Beverage Corp | COM | 20,305 | $1.85M | 0.3% | – | – | History |
| NEMNEWMONT Corp | Stock | 30,725 | $1.85M | 0.3% | – | – | History |
| SYYSysco Corp | Stock | 23,575 | $1.86M | 0.3% | – | – | History |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | 67,787 | $1.87M | 0.3% | – | – | History |
| SGISomnigroup International Inc. | COM | 51,530 | $1.88M | 0.3% | – | – | History |
| DALDelta Air Lines, Inc. | COM NEW | 39,225 | $1.89M | 0.3% | – | – | History |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 16,070 | $1.90M | 0.3% | – | – | History |
| TDGTransDigm Group INC | COM | 3,282 | $1.93M | 0.3% | – | – | History |
| MXIMMaxim Integrated Products Inc | COM | 21,146 | $1.93M | 0.3% | – | – | History |
| BPOPPopular, Inc. | COM NEW | 27,506 | $1.93M | 0.3% | – | – | History |
| FHNFirst Horizon Corp | COM | 114,921 | $1.94M | 0.3% | – | – | History |