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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
PSBPS Business Parks, Inc.COM3,136$464.0K0.2%+3,136NewHistory
AMDAdvanced Micro Devices IncStock4,977$467.0K0.2%+4,977NewHistory
YAlleghany CorpCOM703$469.0K0.2%−1,780−71.7%ReducedHistory
NTRANatera, Inc.COM4,137$470.0K0.2%−6,099−59.6%ReducedHistory
NOMDNomad Foods LtdUSD ORD SHS16,612$470.0K0.2%−75,270−81.9%ReducedHistory
OECOrion S.A.COM24,979$474.0K0.2%−74,002−74.8%ReducedHistory
OMFOneMain Holdings, Inc.COM7,971$478.0K0.2%−7,082−47.0%ReducedHistory
ATOAtmos Energy CorpCOM5,028$483.0K0.2%−33,362−86.9%ReducedHistory
EWBCEast West Bancorp IncCOM6,756$484.0K0.2%−7,038−51.0%ReducedHistory
OSWOnespaworld Holdings LtdCOM49,990$484.0K0.2%−25,010−33.3%ReducedHistory
EXRExtra Space Storage Inc.COM2,976$488.0K0.2%−3,340−52.9%ReducedHistory
AALAmerican Airlines Group Inc.Stock23,075$489.0K0.2%+1,098+5.0%AddedHistory
BF.BBrown Forman CorpStock6,553$491.0K0.2%+6,553NewHistory
WWayfair Inc.CL A1,574$497.0K0.2%−2,936−65.1%ReducedHistory
AFGAmerican Financial Group IncCOM4,009$500.0K0.2%−8,264−67.3%ReducedHistory
SBHSally Beauty Holdings, Inc.COM22,729$502.0K0.2%−23,227−50.5%ReducedHistory
SPBSpectrum Brands Holdings, Inc.COM5,961$507.0K0.2%−1,182−16.5%ReducedHistory
PMPhilip Morris International Inc.Stock5,122$508.0K0.2%+5,122NewHistory
MIDDMIDDLEBY CorpCOM2,957$512.0K0.2%+1,457+97.1%AddedHistory
VRTSVirtus Investment Partners, Inc.COM1,870$519.0K0.2%−4,068−68.5%ReducedHistory
VERVEREIT, Inc.COM11,311$520.0K0.2%−58,312−83.8%ReducedHistory
AQNAlgonquin Power & Utilities Corp.COM35,166$523.0K0.2%+35,166NewHistory
AIRAar CorpStock13,529$524.0K0.2%−7,578−35.9%ReducedHistory
BPMCBlueprint Medicines CorpCOM5,990$527.0K0.2%−6,853−53.4%ReducedHistory
SRESempraStock4,002$530.0K0.2%−2,775−40.9%ReducedHistory
RNRRenaissancere Holdings LtdCOM3,574$532.0K0.2%−4,167−53.8%ReducedHistory
HLFHerbalife Ltd.COM SHS10,129$534.0K0.2%+10,129NewHistory
VWEVintage Wine Estates, Inc.COM44,620$535.0K0.2%+44,620NewHistory
GPKGraphic Packaging Holding CoCOM29,537$536.0K0.2%+29,537NewHistory
PSAPublic StorageCOM1,785$537.0K0.2%+1,785NewHistory
TDGTransDigm Group INCCOM829$537.0K0.2%−2,453−74.7%ReducedHistory
WWDWoodward, Inc.COM4,393$540.0K0.2%+4,393NewHistory
EMEEMCOR Group, Inc.Stock4,450$548.0K0.2%+4,450NewHistory
TAT&T Inc.Stock19,080$549.0K0.2%+3,984+26.4%AddedHistory
HWMHowmet Aerospace Inc.Stock15,940$549.0K0.2%−2,278−12.5%ReducedHistory
COINCoinbase Global, Inc.COM CL A2,166$549.0K0.2%+2,166NewHistory
DELLDell Technologies Inc.Stock5,523$550.0K0.2%−4,222−43.3%ReducedHistory
ECLEcolab Inc.Stock2,695$555.0K0.2%+2,695NewHistory
OSKOshkosh CorpCOM4,454$555.0K0.2%+4,454NewHistory
UHSUniversal Health Services IncCL B3,811$558.0K0.2%+3,811NewHistory
SNNSmith & Nephew PLCSPDN ADR NEW12,892$560.0K0.2%−737−5.4%ReducedHistory
WSTWest Pharmaceutical Services IncCOM1,559$560.0K0.2%−6,080−79.6%ReducedHistory
BABoeing CoStock2,350$563.0K0.2%−5,487−70.0%ReducedHistory
KLACKLA CorpCOM NEW1,736$563.0K0.2%+310+21.7%AddedHistory
FLSFlowserve CorpCOM13,995$564.0K0.2%+13,995NewHistory
PACBPacific Biosciences of California, Inc.COM16,226$567.0K0.2%−16,677−50.7%ReducedHistory
MDLZMondelez International, Inc.Stock9,104$568.0K0.2%+9,104NewHistory
CATYCathay General BancorpCOM14,428$568.0K0.2%+14,428NewHistory
LULUlululemon athletica inc.Stock1,558$569.0K0.2%+808+107.7%AddedHistory
CXPColumbia Property Trust, Inc.COM NEW32,740$569.0K0.2%+17,236+111.2%AddedHistory
ALLEAllegion plcORD SHS4,103$572.0K0.2%+4,103NewHistory
PGREParamount Group, Inc.COM56,851$572.0K0.2%−92,225−61.9%ReducedHistory
JBLJabil IncStock9,904$576.0K0.2%+9,904NewHistory
GAPGap IncCOM17,179$578.0K0.2%−35,040−67.1%ReducedHistory
EQHEquitable Holdings, Inc.COM19,038$580.0K0.2%−51,629−73.1%ReducedHistory
NSCNorfolk Southern CorpStock2,188$581.0K0.2%+2,188NewHistory
WELLWelltower Inc.REIT6,992$581.0K0.2%+1,977+39.4%AddedHistory
MRTXMirati Therapeutics, Inc.COM3,627$586.0K0.2%−3,903−51.8%ReducedHistory
THCTenet Healthcare CorpCOM NEW8,758$587.0K0.2%−50−0.6%ReducedHistory
AERAerCap Holdings N.V.SHS11,583$593.0K0.2%+5,250+82.9%AddedHistory
FOXAFox CorpCL A COM16,098$598.0K0.2%+10,405+182.8%AddedHistory
HPPHudson Pacific Properties, Inc.COM21,482$598.0K0.2%+5,585+35.1%AddedHistory
INTUIntuit Inc.Stock1,223$599.0K0.2%−6,398−84.0%ReducedHistory
FATEFate Therapeutics IncCOM6,922$601.0K0.2%−4,651−40.2%ReducedHistory
GENIGenius Sports LtdSHARES CL A32,200$604.0K0.2%+32,200NewHistory
MOSMosaic CoCOM18,947$605.0K0.2%−8,482−30.9%ReducedHistory
MDBMongoDB, Inc.CL A1,679$607.0K0.2%+927+123.3%AddedHistory
NCLHNorwegian Cruise Line Holdings Ltd.SHS20,825$612.0K0.2%−46,962−69.3%ReducedHistory
CANOCano Health, Inc.COM CL A50,915$616.0K0.2%+50,915NewHistory
ADCAgree Realty CorpCOM8,754$617.0K0.2%−55,922−86.5%ReducedHistory
WATWaters CorpCOM1,788$618.0K0.2%+1,788NewHistory
CPRICapri Holdings LtdSHS10,976$628.0K0.2%+10,976NewHistory
AZEKAZEK Co Inc.CL A14,842$630.0K0.2%−6,376−30.0%ReducedHistory
CFCF Industries Holdings, Inc.COM12,347$635.0K0.2%−36,146−74.5%ReducedHistory
MAMastercard IncStock1,744$637.0K0.2%−13,139−88.3%ReducedHistory
IDAIdacorp IncCOM6,531$637.0K0.2%−2,765−29.7%ReducedHistory
SWXSouthwest Gas Holdings, Inc.COM9,671$640.0K0.2%−13,321−57.9%ReducedHistory
EVREvercore Inc.CLASS A4,553$641.0K0.2%+345+8.2%AddedHistory
SNAPSnap IncStock9,458$644.0K0.2%−6,736−41.6%ReducedHistory
BOOTBoot Barn Holdings, Inc.COM7,677$645.0K0.2%−8,073−51.3%ReducedHistory
UALUnited Airlines Holdings, Inc.COM12,355$646.0K0.2%−21,435−63.4%ReducedHistory
NDSNNordson CorpCOM2,950$648.0K0.2%+2,950NewHistory
REXRRexford Industrial Realty, Inc.COM11,534$657.0K0.2%+160+1.4%AddedHistory
TWNKHostess Brands, Inc.CL A40,568$657.0K0.2%+9,262+29.6%AddedHistory
CTRECareTrust REIT, Inc.COM28,306$658.0K0.2%+28,306NewHistory
GMEDGlobus Medical IncStock8,598$667.0K0.2%−1,078−11.1%ReducedHistory
DECKDeckers Outdoor CorpCOM1,742$669.0K0.2%−1,384−44.3%ReducedHistory
NVTnVent Electric plcSHS21,625$676.0K0.2%+21,625NewHistory
CPRTCopart IncCOM5,144$678.0K0.2%+2,089+68.4%AddedHistory
DDDuPont de Nemours, Inc.COM8,775$679.0K0.2%−8,279−48.5%ReducedHistory
FISVFiserv IncStock6,374$681.0K0.2%+6,374NewHistory
IVZInvesco Ltd.Stock25,544$683.0K0.2%+649+2.6%AddedHistory
OGNOrganon & Co.Stock22,655$686.0K0.2%+22,655NewHistory
TTWOTake Two Interactive Software IncCOM3,886$688.0K0.2%+3,886NewHistory
SAGESage Therapeutics, Inc.COM12,128$689.0K0.2%−824−6.4%ReducedHistory
COPConocoPhillipsStock11,325$690.0K0.2%+4,269+60.5%AddedHistory
PAYCPaycom Software, Inc.Stock1,900$691.0K0.2%−2,320−55.0%ReducedHistory
WEXWEX Inc.COM3,592$696.0K0.2%+3,592NewHistory
ETNEaton Corp plcStock4,714$699.0K0.2%−14,846−75.9%ReducedHistory
EXPEExpedia Group, Inc.Stock4,274$700.0K0.2%+4,274NewHistory

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