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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
Trillium Therapeutics Inc.89620X506COM NEW28,820$280.0K0.1%−30,118−51.1%Reduced–
IDXXIDEXX Laboratories IncCOM447$282.0K0.1%+447NewHistory
NTLAIntellia Therapeutics, Inc.COM1,745$283.0K0.1%−18,472−91.4%ReducedHistory
MTArcelorMittalNY REGISTRY SH9,140$284.0K0.1%+9,140NewHistory
FWRDForward Air CorpCOM3,161$284.0K0.1%+3,161NewHistory
BABAAlibaba Group Holding LtdADR1,255$285.0K0.1%+1,255NewHistory
OSHOak Street Health, Inc.COM4,868$285.0K0.1%−705−12.7%ReducedHistory
LKQLKQ CorpCOM5,802$286.0K0.1%+5,802NewHistory
RETAReata Pharmaceuticals IncCL A2,031$287.0K0.1%−3,329−62.1%ReducedHistory
RRXRegal Rexnord CorpCOM2,189$292.0K0.1%−3,935−64.3%ReducedHistory
VIPSVipshop Holdings LtdSPONSORED ADS A14,577$293.0K0.1%+14,577NewHistory
ALBAlbemarle CorpStock1,750$295.0K0.1%−2,451−58.3%ReducedHistory
SHCSotera Health CoCOM12,194$295.0K0.1%−11,030−47.5%ReducedHistory
US Ecology, Inc.91734M103COM7,891$296.0K0.1%+7,891New–
NOCNorthrop Grumman CorpStock817$297.0K0.1%−7,246−89.9%ReducedHistory
IRTIndependence Realty Trust, Inc.COM16,333$298.0K0.1%−91,301−84.8%ReducedHistory
LIVNLivaNova PLCSHS3,559$299.0K0.1%−10,377−74.5%ReducedHistory
Barnes Group Inc067806109COM5,844$300.0K0.1%+5,844New–
AGROAdecoagro S.A.COM30,094$302.0K0.1%−33,056−52.3%ReducedHistory
RLAYRelay Therapeutics, Inc.COM8,246$302.0K0.1%+1,579+23.7%AddedHistory
AERIAerie Pharmaceuticals IncCOM19,059$305.0K0.1%−12,560−39.7%ReducedHistory
RCLRoyal Caribbean Cruises LtdCOM3,590$306.0K0.1%+1,055+41.6%AddedHistory
Shaw Communications Inc82028K200CL B CONV10,577$306.0K0.1%−2,852−21.2%Reduced–
DEDeere & CoStock875$309.0K0.1%+875NewHistory
HYFMHydrofarm Holdings Group, Inc.COM5,250$310.0K0.1%+5,250NewHistory
WDCWestern Digital CorpCOM4,424$315.0K0.1%−21,277−82.8%ReducedHistory
PTCTPTC Therapeutics, Inc.COM7,547$319.0K0.1%−4,920−39.5%ReducedHistory
CLFCleveland-Cliffs Inc.COM14,907$321.0K0.1%+14,907NewHistory
CAKECheesecake Factory IncCOM5,939$322.0K0.1%+5,939NewHistory
FOLDAmicus Therapeutics, Inc.COM33,417$322.0K0.1%+13,463+67.5%AddedHistory
AMRAlpha Metallurgical Resources, Inc.COM12,600$323.0K0.1%+12,600NewHistory
NOKNokia CorpSPONSORED ADR60,939$324.0K0.1%−15,823−20.6%ReducedHistory
SCUSculptor Capital Management, Inc.COM CL A13,548$333.0K0.1%−19,529−59.0%ReducedHistory
TNLTravel & Leisure Co.COM5,619$334.0K0.1%−3,318−37.1%ReducedHistory
DNLIDenali Therapeutics Inc.COM4,301$337.0K0.1%−6,699−60.9%ReducedHistory
ACMAecomCOM5,341$338.0K0.1%−782−12.8%ReducedHistory
FELEFranklin Electric Co IncCOM4,214$340.0K0.1%−11,493−73.2%ReducedHistory
KURAKura Oncology, Inc.COM16,299$340.0K0.1%−11,322−41.0%ReducedHistory
RPAYRepay Holdings CorpCOM CL A14,210$342.0K0.1%−4,009−22.0%ReducedHistory
HBIHanesbrands Inc.COM18,452$345.0K0.1%+18,452NewHistory
WPCW. P. Carey Inc.COM4,686$350.0K0.1%+4,686NewHistory
SKINSkinHealth Systems Inc.COM CL A20,805$350.0K0.1%+20,805NewHistory
IBOCInternational Bancshares CorpCOM8,176$351.0K0.1%−2,986−26.8%ReducedHistory
OMCOmnicom Group Inc.COM4,399$352.0K0.1%+4,399NewHistory
FBPFirst BancorpCOM NEW29,553$352.0K0.1%−38,730−56.7%ReducedHistory
VFCV F CorpStock4,305$353.0K0.1%+4,305NewHistory
PACWPacwest BancorpCOM8,577$353.0K0.1%−24,186−73.8%ReducedHistory
VRTXVertex Pharmaceuticals IncStock1,762$355.0K0.1%−3,690−67.7%ReducedHistory
SHOSunstone Hotel Investors, Inc.COM28,771$357.0K0.1%+28,771NewHistory
DOVDOVER CorpCOM2,376$358.0K0.1%+2,376NewHistory
BOHBank of Hawaii CorpCOM4,288$361.0K0.1%+4,288NewHistory
EPRTEssential Properties Realty Trust, Inc.COM13,368$361.0K0.1%+4,134+44.8%AddedHistory
AXTAAxalta Coating Systems Ltd.COM12,012$366.0K0.1%−10,816−47.4%ReducedHistory
PLAYDave & Buster's Entertainment, Inc.COM9,033$367.0K0.1%−4,711−34.3%ReducedHistory
ZNTLZentalis Pharmaceuticals, Inc.COM6,930$369.0K0.1%+6,930NewHistory
EXPEagle Materials IncCOM2,603$370.0K0.1%−2,730−51.2%ReducedHistory
MATMattel IncCOM18,474$371.0K0.1%+18,474NewHistory
XYLXylem Inc.COM3,106$373.0K0.1%+3,106NewHistory
NEENextera Energy IncStock5,176$379.0K0.1%−21,384−80.5%ReducedHistory
ABBVAbbVie Inc.Stock3,386$381.0K0.1%−11,211−76.8%ReducedHistory
CLHClean Harbors IncCOM4,111$383.0K0.1%+4,111NewHistory
TJXTJX Companies IncStock5,690$384.0K0.1%+5,690NewHistory
QRVOQorvo, Inc.Stock1,971$386.0K0.1%+1,971NewHistory
DARDarling Ingredients Inc.COM5,806$392.0K0.1%+125+2.2%AddedHistory
ESTCElastic N.V.ORD SHS2,702$394.0K0.1%+2,702NewHistory
INFOIHS Markit Ltd.SHS3,535$398.0K0.1%−10,479−74.8%ReducedHistory
IRIngersoll Rand Inc.COM8,179$399.0K0.1%−3,116−27.6%ReducedHistory
WRIWeingarten Realty InvestorsSH BEN INT12,542$402.0K0.1%−102,860−89.1%ReducedHistory
ZZillow Group, Inc.CL C CAP STK3,312$405.0K0.1%+16+0.5%AddedHistory
CNNECannae Holdings, Inc.COM11,994$407.0K0.1%−25,463−68.0%ReducedHistory
TDUPThredUp Inc.CL A14,000$407.0K0.1%+14,000NewHistory
FBINFortune Brands Innovations, Inc.COM4,101$409.0K0.1%−1,270−23.6%ReducedHistory
VLOValero Energy CorpStock5,295$413.0K0.1%−279−5.0%ReducedHistory
MUMicron Technology IncStock4,858$413.0K0.1%−28,062−85.2%ReducedHistory
MZTIMarzetti CoCOM2,132$413.0K0.1%−2,639−55.3%ReducedHistory
AAMIAcadian Asset Management Inc.COM17,618$413.0K0.1%−25,470−59.1%ReducedHistory
SESea LtdSPONSORD ADS1,514$416.0K0.1%+550+57.1%AddedHistory
TDYTeledyne Technologies IncCOM997$418.0K0.1%+997NewHistory
PAYOPayoneer Global Inc.COM40,826$423.0K0.1%+40,826NewHistory
GRWGGrowGeneration Corp.COM8,843$425.0K0.1%−6,578−42.7%ReducedHistory
STLSterling BancorpCOM17,147$425.0K0.1%−42,417−71.2%ReducedHistory
WTWWillis Towers Watson PLCSHS1,852$426.0K0.1%−4,476−70.7%ReducedHistory
HSYHershey CoCOM2,470$430.0K0.2%+2,470NewHistory
VODVodafone Group Public Ltd CoADR25,186$431.0K0.2%−19,725−43.9%ReducedHistory
LNCLincoln National CorpCOM6,864$431.0K0.2%+3,444+100.7%AddedHistory
MSIMotorola Solutions, Inc.Stock2,003$434.0K0.2%+2,003NewHistory
FHIFederated Hermes, Inc.CL B12,839$435.0K0.2%−9,697−43.0%ReducedHistory
DHRDanaher CorpStock1,623$436.0K0.2%−1,995−55.1%ReducedHistory
SUISun Communities IncCOM2,576$442.0K0.2%−3,549−57.9%ReducedHistory
STCStewart Information Services CorpCOM7,817$443.0K0.2%−14,597−65.1%ReducedHistory
LUNGPulmonx CorpCOM10,032$443.0K0.2%−11,724−53.9%ReducedHistory
SMGScotts Miracle-Gro CoStock2,314$444.0K0.2%+2,314NewHistory
PAGSPagSeguro Digital Ltd.COM CL A7,938$444.0K0.2%+7,938NewHistory
SWKStanley Black & Decker, Inc.COM2,180$447.0K0.2%−6,968−76.2%ReducedHistory
SNVSynovus Financial CorpCOM NEW10,280$451.0K0.2%+10,280NewHistory
FTSFortis Inc.COM10,226$452.0K0.2%+10,226NewHistory
TPRTapestry, Inc.COM10,430$454.0K0.2%−7,570−42.1%ReducedHistory
DALDelta Air Lines, Inc.COM NEW10,550$456.0K0.2%−28,675−73.1%ReducedHistory
AQUAEvoqua Water Technologies Corp.COM13,485$456.0K0.2%−49,280−78.5%ReducedHistory
UNVRUnivar Solutions Inc.COM18,847$459.0K0.2%+18,847NewHistory

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