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Livermore
Livermore
ZHEN

Quantitative Systematic Strategies LLC

SEC CIK
0001591902
Latest filing
Nov 10, 2022

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Aug 11, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
448
−144 vs. Q1 2021
Portfolio value
$286.3M
−$360.1M (−55.7%) vs. Q1 2021
Filed
Aug 11, 2021
AmendedSEC
Holdings of Quantitative Systematic Strategies LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
CASICASI Pharmaceuticals, Inc (DE)COM17,107$27.0K<0.1%−4,454−20.7%ReducedHistory
VEONVEON Ltd.SPONSORED ADR17,611$32.0K<0.1%+17,611NewHistory
ATRSAntares Pharma, Inc.COM11,814$52.0K<0.1%−15,355−56.5%ReducedHistory
WTWisdomTree, Inc.COM10,097$63.0K<0.1%−4,620−31.4%ReducedHistory
CTICCti Biopharma CorpCOM25,686$64.0K<0.1%−323−1.2%ReducedHistory
BGCBGC Group, Inc.CL A12,004$68.0K<0.1%−8,831−42.4%ReducedHistory
Impax Laboratories Inc45256BAE1NOTE 2.000% 6/113,426$69.0K<0.1%−12,054−47.3%Reduced–
GYREGyre Therapeutics, Inc.COM NEW16,277$70.0K<0.1%−13,720−45.7%ReducedHistory
AKBAAkebia Therapeutics, Inc.COM18,732$71.0K<0.1%−40,635−68.4%ReducedHistory
ISEEIVERIC bio, Inc.COM12,079$76.0K<0.1%−22,243−64.8%ReducedHistory
VRNAVerona Pharma plcSPONSORED ADS14,034$92.0K<0.1%−15,136−51.9%ReducedHistory
VTGNVistagen Therapeutics, Inc.COM NEW29,289$92.0K<0.1%−102,119−77.7%ReducedHistory
IGICInternational General Insurance Holdings Ltd.SHS10,424$97.0K<0.1%−15,044−59.1%ReducedHistory
BDSIBiodelivery Sciences International IncCOM29,003$104.0K<0.1%−39,808−57.9%ReducedHistory
Flagstar Bank, National Association649445103COM10,640$117.0K<0.1%−65,008−85.9%Reduced–
KDMNKadmon Holdings, Inc.COM30,843$119.0K<0.1%−32,260−51.1%ReducedHistory
WSRWhitestone REITCOM14,659$121.0K<0.1%+14,659NewHistory
ATIPATI Physical Therapy, Inc.COM CL A13,229$126.0K<0.1%+13,229NewHistory
AVTXAvalo Therapeutics, Inc.COM45,974$150.0K0.1%−31,007−40.3%ReducedHistory
CXCemex SAB de CVSPON ADR NEW18,786$158.0K0.1%+18,786NewHistory
COGTCogent Biosciences, Inc.COM22,474$182.0K0.1%−25,287−52.9%ReducedHistory
TCBITexas Capital Bancshares IncCOM3,155$200.0K0.1%+3,155NewHistory
TDOCTeladoc Health, Inc.COM1,211$201.0K0.1%+1,211NewHistory
QCOMQualcomm IncStock1,415$202.0K0.1%+1,415NewHistory
ALKSAlkermes plc.SHS8,239$202.0K0.1%+8,239NewHistory
CDLXCardlytics, Inc.COM1,594$202.0K0.1%−1,032−39.3%ReducedHistory
GDSGDS Holdings LtdSPONSORED ADS2,593$204.0K0.1%+2,593NewHistory
GTYGetty Realty CorpCOM6,655$207.0K0.1%+6,655NewHistory
Venator Matls PLCG9329Z100SHS43,767$207.0K0.1%−44,641−50.5%Reduced–
JACKJack in the Box IncCOM1,862$208.0K0.1%+1,862NewHistory
BLDRBuilders FirstSource, Inc.Stock4,903$209.0K0.1%+4,903NewHistory
RDWRRadware LtdORD6,802$209.0K0.1%+6,802NewHistory
LNTHLantheus Holdings, Inc.Stock7,607$210.0K0.1%+7,607NewHistory
ECHOEchoStar CORPCL A8,638$210.0K0.1%−1,608−15.7%ReducedHistory
EAElectronic Arts Inc.COM1,461$210.0K0.1%−4,510−75.5%ReducedHistory
UEUrban Edge PropertiesCOM10,970$210.0K0.1%+10,970NewHistory
ALKAlaska Air Group, Inc.COM3,502$211.0K0.1%−9,304−72.7%ReducedHistory
RYRoyal Bank of CanadaStock2,097$212.0K0.1%−11,322−84.4%ReducedHistory
REPLReplimune Group, Inc.COM5,517$212.0K0.1%−2,853−34.1%ReducedHistory
DISHDISH Network CORPCL A5,107$213.0K0.1%+5,107NewHistory
PRKSUnited Parks & Resorts Inc.COM4,308$215.0K0.1%−23,114−84.3%ReducedHistory
XYZBlock, Inc.CL A897$219.0K0.1%−1,124−55.6%ReducedHistory
CHNGChange Healthcare Inc.COM9,656$222.0K0.1%−34,770−78.3%ReducedHistory
VCTRVictory Capital Holdings, Inc.COM CL A6,905$223.0K0.1%−1,782−20.5%ReducedHistory
BSYBentley Systems IncCOM CL B3,494$226.0K0.1%−12,186−77.7%ReducedHistory
ZLABZai Lab LtdADR1,275$226.0K0.1%−3,637−74.0%ReducedHistory
FOCSFocus Financial Partners Inc.COM CL A4,655$226.0K0.1%−5,382−53.6%ReducedHistory
CWCurtiss Wright CorpStock1,910$227.0K0.1%+1,910NewHistory
SNDXSyndax Pharmaceuticals IncCOM13,221$227.0K0.1%−20,948−61.3%ReducedHistory
ORCLOracle CorpStock2,927$228.0K0.1%−2,710−48.1%ReducedHistory
ESSEssex Property Trust, Inc.COM764$229.0K0.1%−947−55.3%ReducedHistory
XENEXenon Pharmaceuticals Inc.COM12,343$230.0K0.1%−12,865−51.0%ReducedHistory
PRGPROG Holdings, Inc.Stock4,806$231.0K0.1%+4,806NewHistory
BIDUBaidu, Inc.ADR1,136$232.0K0.1%−8,222−87.9%ReducedHistory
AATAmerican Assets Trust, Inc.COM6,236$233.0K0.1%+6,236NewHistory
AVTAvnet IncCOM5,828$234.0K0.1%+5,828NewHistory
BWINBaldwin Insurance Group, Inc.COM CL A8,829$235.0K0.1%−656−6.9%ReducedHistory
Bancorpsouth BK Tupelo Miss05971J102COM8,379$237.0K0.1%+8,379New–
STSensata Technologies Holding plcSHS4,102$238.0K0.1%+4,102NewHistory
BNSBank of Nova ScotiaCOM3,670$239.0K0.1%−10,651−74.4%ReducedHistory
ACRSAclaris Therapeutics, Inc.COM13,658$240.0K0.1%−4,513−24.8%ReducedHistory
NDAQNasdaq, Inc.COM1,371$241.0K0.1%−155−10.2%ReducedHistory
PNTGPennant Group, Inc.COM5,902$241.0K0.1%+5,902NewHistory
SBRASabra Health Care REIT, Inc.REIT13,297$242.0K0.1%−34,698−72.3%ReducedHistory
MTRNMATERION CorpCOM3,221$243.0K0.1%+3,221NewHistory
JNPRJuniper Networks IncCOM8,970$245.0K0.1%+8,970NewHistory
PLYAPlaya Hotels & Resorts N.V.SHS32,984$245.0K0.1%+32,984NewHistory
CSCOCisco Systems, Inc.Stock4,649$246.0K0.1%−63,770−93.2%ReducedHistory
ARVNArvinas, Inc.COM3,196$246.0K0.1%−3,065−49.0%ReducedHistory
ACCDAccolade, Inc.COM4,542$247.0K0.1%−3,792−45.5%ReducedHistory
FIVEFive Below, IncCOM1,293$250.0K0.1%+1,293NewHistory
DOCUDocuSign, Inc.Stock899$251.0K0.1%−837−48.2%ReducedHistory
GNLGlobal Net Lease, Inc.COM NEW13,594$251.0K0.1%−5,242−27.8%ReducedHistory
ALNYAlnylam Pharmaceuticals, Inc.COM1,480$251.0K0.1%−2,964−66.7%ReducedHistory
ZBRAZebra Technologies CorpCL A477$253.0K0.1%−41−7.9%ReducedHistory
USBUS Bancorp DECOM NEW4,446$253.0K0.1%+4,446NewHistory
RPT Realty74971D101SH BEN INT19,514$253.0K0.1%−14,909−43.3%Reduced–
MGMMGM Resorts InternationalStock5,988$255.0K0.1%−1,359−18.5%ReducedHistory
BALYBally's CorpCOM4,711$255.0K0.1%+4,711NewHistory
SPGSimon Property Group Inc.REIT1,967$257.0K0.1%+16+0.8%AddedHistory
MKSIMKS IncCOM1,443$257.0K0.1%−1,474−50.5%ReducedHistory
ELVElevance Health, Inc.Stock677$258.0K0.1%−5,766−89.5%ReducedHistory
OPENOpendoor Technologies Inc.COM14,576$258.0K0.1%+14,576NewHistory
EVTCEVERTEC, Inc.COM5,920$258.0K0.1%−10,965−64.9%ReducedHistory
CTXSCitrix Systems IncCOM2,197$258.0K0.1%+434+24.6%AddedHistory
AGLagilon health, inc.COM6,350$258.0K0.1%+6,350NewHistory
RAPTRAPT Therapeutics, Inc.COM8,143$259.0K0.1%+8,143NewHistory
TIMBTim S.A.SPONSORED ADR22,526$260.0K0.1%+22,526NewHistory
Pebblebrook Hotel Tr70509VAA8NOTE 1.750%12/111,031$260.0K0.1%+11,031New–
PLNTPlanet Fitness, Inc.CL A3,517$265.0K0.1%−18,553−84.1%ReducedHistory
LPXLouisiana-Pacific CorpCOM4,438$268.0K0.1%+4,438NewHistory
LTHMLivent Corp.COM14,021$271.0K0.1%+521+3.9%AddedHistory
PBCTPeople's United Financial, Inc.COM15,804$271.0K0.1%+15,804NewHistory
AVTRAvantor, Inc.COM7,707$274.0K0.1%−35,133−82.0%ReducedHistory
SBACSba Communications CorpCL A864$275.0K0.1%−5,329−86.0%ReducedHistory
NWENorthWestern Energy Group, Inc.COM NEW4,583$276.0K0.1%+4,583NewHistory
BLMNBloomin' Brands, Inc.COM10,151$276.0K0.1%+10,151NewHistory
PPDPPD, Inc.COM5,998$276.0K0.1%−5,299−46.9%ReducedHistory
TREELendingTree, Inc.COM1,306$277.0K0.1%+1,306NewHistory
IPIIntrepid Potash, Inc.COM8,729$278.0K0.1%+8,729NewHistory

Sold out since Q1 2021 (291)

Positions held at the end of Q1 2021 that are gone from this filing.

The largest 100 of 291 by value last quarter.

Positions of Quantitative Systematic Strategies LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
MRKMerck & Co., Inc.Stock72,854$5.62M0.9%History
NOWServiceNow, Inc.Stock7,328$3.67M0.6%History
BDXBecton Dickinson & CoStock14,516$3.53M0.5%History
BACBank of America CorpStock89,902$3.48M0.5%History
NXPINXP Semiconductors N.V.COM15,255$3.07M0.5%History
CNPCenterpoint Energy IncCOM134,234$3.04M0.5%History
FDXFedEx CorpStock10,596$3.01M0.5%History
Caesars Entertainment, Inc.127686AA1NOTE 5.000%10/034,142$2.99M0.5%–
CNCCentene CorpStock45,231$2.89M0.4%History
CATCaterpillar IncStock11,563$2.68M0.4%History
MOAltria Group, Inc.Stock49,265$2.52M0.4%History
AWKAmerican Water Works Company, Inc.Stock16,497$2.47M0.4%History
ADBEAdobe Inc.Stock5,182$2.46M0.4%History
NKENIKE, Inc.Stock17,451$2.32M0.4%History
DDominion Energy, IncStock29,854$2.27M0.4%History
DISWalt Disney CoStock11,690$2.16M0.3%History
COLDAmericold Realty TrustCOM55,078$2.12M0.3%History
GSGoldman Sachs Group IncStock6,351$2.08M0.3%History
PORPortland General Electric CoCOM NEW43,579$2.07M0.3%History
CVSCVS Health CorpStock27,346$2.06M0.3%History
CCChemours CoStock71,290$1.99M0.3%History
MXIMMaxim Integrated Products IncCOM21,146$1.93M0.3%History
TSMTaiwan Semiconductor Manufacturing Co LtdADR16,070$1.90M0.3%History
SYYSysco CorpStock23,575$1.86M0.3%History
MNSTMonster Beverage CorpCOM20,305$1.85M0.3%History
LVSLas Vegas Sands CorpCOM30,255$1.84M0.3%History
WYNNWynn Resorts LtdCOM13,874$1.74M0.3%History
CoreSite Realty Corp21870Q105COM13,997$1.68M0.3%–
MDUMdu Resources Group IncStock53,000$1.68M0.3%History
RJFRaymond James Financial IncCOM13,409$1.64M0.3%History
HAEHaemonetics CorpCOM14,666$1.63M0.3%History
ELANElanco Animal Health IncCOM51,497$1.52M0.2%History
XOMExxonMobil Holdings CorpCOM26,767$1.49M0.2%History
VMCVulcan Materials COCOM8,712$1.47M0.2%History
PGProcter & Gamble CoStock10,553$1.43M0.2%History
BMYBristol Myers Squibb CoStock22,528$1.42M0.2%History
KSUKansas City SouthernCOM NEW5,187$1.37M0.2%History
STAGSTAG Industrial, Inc.COM40,469$1.36M0.2%History
FNDFloor & Decor Holdings, Inc.CL A14,181$1.35M0.2%History
PGRProgressive CorpStock13,992$1.34M0.2%History
USFDUS Foods Holding Corp.COM34,557$1.32M0.2%History
SRSpire IncCOM17,830$1.32M0.2%History
ELEstee Lauder Companies IncCL A4,516$1.31M0.2%History
ONOn Semiconductor CorpStock31,199$1.30M0.2%History
SGRYSurgery Partners, Inc.Stock29,328$1.30M0.2%History
ALLAllstate CorpStock11,252$1.29M0.2%History
SBUXStarbucks CorpStock11,734$1.28M0.2%History
TITNTitan Machinery Inc.COM49,416$1.26M0.2%History
UNHUnitedHealth Group IncStock3,328$1.24M0.2%History
REGRegency Centers CorpCOM21,757$1.23M0.2%History
CBChubb LtdStock7,673$1.21M0.2%History
WBTWelbilt, Inc.COM74,555$1.21M0.2%History
MBUUMalibu Boats, Inc.COM CL A15,149$1.21M0.2%History
POLYPlantronics IncCOM30,879$1.20M0.2%History
EIXEdison InternationalStock20,371$1.19M0.2%History
WHWyndham Hotels & Resorts, Inc.COM16,711$1.17M0.2%History
MTBM&T Bank CorpCOM7,684$1.17M0.2%History
ALSumisho Air Lease CorpCL A23,772$1.17M0.2%History
SEICSEI Investments CoCOM18,907$1.15M0.2%History
RVTYRevvity, Inc.COM8,764$1.12M0.2%History
TTTrane Technologies plcSHS6,749$1.12M0.2%History
VICIVici Properties Inc.COM39,387$1.11M0.2%History
ROPRoper Technologies IncStock2,751$1.11M0.2%History
ALLYAlly Financial Inc.Stock24,442$1.10M0.2%History
AAPLApple Inc.Stock9,042$1.10M0.2%History
GISGeneral Mills IncStock17,914$1.10M0.2%History
OCOwens CorningStock11,899$1.10M0.2%History
ENTGEntegris IncCOM9,602$1.07M0.2%History
DTEDte Energy CoCOM7,979$1.06M0.2%History
ROKRockwell Automation, IncStock3,978$1.06M0.2%History
AMTAmerican Tower CorpREIT4,368$1.04M0.2%History
BKNGBooking Holdings Inc.Stock448$1.04M0.2%History
TMUST-Mobile US, Inc.Stock8,308$1.04M0.2%History
CDNSCadence Design Systems IncStock7,602$1.04M0.2%History
CMCanadian Imperial Bank of CommerceCOM10,530$1.03M0.2%History
Varian Med Sys Inc92220P105COM5,827$1.03M0.2%–
CLColgate Palmolive CoStock12,706$1.00M0.2%History
HIGHartford Insurance Group, Inc.Stock14,810$989.0K0.2%History
PANWPalo Alto Networks IncStock3,027$975.0K0.2%History
ASHAshland Inc.COM10,876$965.0K0.1%History
AAPAdvance Auto Parts IncCOM5,250$963.0K0.1%History
LYBLyondellBasell Industries N.V.SHS - A -9,232$961.0K0.1%History
GILDGilead Sciences, Inc.Stock14,852$960.0K0.1%History
HPQHP IncStock30,092$955.0K0.1%History
TERTeradyne, IncStock7,792$948.0K0.1%History
BMOBank of MontrealCOM10,389$926.0K0.1%History
CCLCarnival Corp Ltd.UNIT 99/99/999933,977$902.0K0.1%History
ODFLOld Dominion Freight Line, Inc.COM3,736$898.0K0.1%History
EQIXEquinix IncCOM1,321$898.0K0.1%History
VRSKVerisk Analytics, Inc.COM5,049$892.0K0.1%History
ChemoCentryx, Inc.16383L106COM17,249$884.0K0.1%–
SAFMSanderson Farms IncCOM5,585$870.0K0.1%History
GLWCorning IncCOM19,912$866.0K0.1%History
BALLBALL CorpCOM10,125$858.0K0.1%History
OLNOLIN CorpStock22,527$855.0K0.1%History
APOApollo Global Management, Inc.COM CL A16,720$786.0K0.1%History
SMPLSimply Good Foods CoCOM25,503$776.0K0.1%History
BAMBrookfield Asset Management Ltd.CL A LTD VT SH17,363$773.0K0.1%History
UBERUber Technologies, IncStock14,090$768.0K0.1%History
PRGOPERRIGO Co plcSHS18,978$768.0K0.1%History