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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
HIWHighwoods Properties, Inc.COM15,529$701.0K0.2%−44,034−73.9%ReducedHistory
GTGoodyear Tire & Rubber CoCOM40,871$701.0K0.2%+40,871NewHistory
CALYCallaway Golf CoCOM20,837$703.0K0.2%+20,837NewHistory
ACNAccenture plcStock2,406$709.0K0.2%−5,966−71.3%ReducedHistory
CNMDCONMED CorpCOM5,167$710.0K0.2%+634+14.0%AddedHistory
WCNWaste Connections, Inc.COM5,972$713.0K0.2%+5,972NewHistory
NEMNEWMONT CorpStock11,318$717.0K0.3%−19,407−63.2%ReducedHistory
ULTAUlta Beauty, Inc.Stock2,088$722.0K0.3%+140+7.2%AddedHistory
WFCWells Fargo & CompanyStock15,974$723.0K0.3%−28,351−64.0%ReducedHistory
WECWec Energy Group, Inc.Stock8,124$723.0K0.3%+8,124NewHistory
GLGlobe Life Inc.COM7,601$724.0K0.3%−9,661−56.0%ReducedHistory
AMEAmetek IncCOM5,442$727.0K0.3%+684+14.4%AddedHistory
PYPLPayPal Holdings, Inc.Stock2,499$728.0K0.3%−90−3.5%ReducedHistory
ORIOld Republic International CorpCOM29,397$732.0K0.3%−69,391−70.2%ReducedHistory
CORCencora, Inc.Stock6,407$734.0K0.3%−2,191−25.5%ReducedHistory
BRXBrixmor Property Group Inc.COM32,082$734.0K0.3%+8,512+36.1%AddedHistory
GDGeneral Dynamics CorpStock3,911$736.0K0.3%+3,911NewHistory
GHGuardant Health, Inc.COM5,963$741.0K0.3%+1,747+41.4%AddedHistory
CONECyrusOne Holdco LLCCOM10,375$742.0K0.3%−9,343−47.4%ReducedHistory
ENREnergizer Holdings, Inc.COM17,488$752.0K0.3%+17,488NewHistory
ALXNAlexion Pharmaceuticals, Inc.COM4,095$752.0K0.3%−5,645−58.0%ReducedHistory
MRVLMarvell Technology, Inc.ORD12,923$754.0K0.3%−5,985−31.7%ReducedHistory
VOYAVoya Financial, Inc.COM12,276$755.0K0.3%−8,122−39.8%ReducedHistory
BURLBurlington Stores, Inc.COM2,352$757.0K0.3%+2,352NewHistory
Cytokinetics Inc23282WAA8NOTE 4.000%11/138,257$757.0K0.3%−40,717−51.6%Reduced–
MOHMolina Healthcare, Inc.COM3,013$762.0K0.3%−4,279−58.7%ReducedHistory
BTIBritish American Tobacco p.l.c.SPONSORED ADR19,469$765.0K0.3%+13,619+232.8%AddedHistory
URIUnited Rentals, Inc.COM2,444$780.0K0.3%+2,444NewHistory
POSTPost Holdings, Inc.COM7,217$783.0K0.3%−13,151−64.6%ReducedHistory
CSXCSX CorpStock24,440$784.0K0.3%+24,440NewHistory
AKRAcadia Realty TrustCOM SH BEN INT35,732$785.0K0.3%+18,938+112.8%AddedHistory
VALEVale S.A.SPONSORED ADS34,650$790.0K0.3%−87,406−71.6%ReducedHistory
KRCKilroy Realty CorpCOM11,401$794.0K0.3%−12,311−51.9%ReducedHistory
KKRKKR & Co. Inc.COM13,424$795.0K0.3%−8,459−38.7%ReducedHistory
ACCAmerican Campus Communities IncCOM17,042$796.0K0.3%−7,552−30.7%ReducedHistory
PPLPPL CorpCOM28,569$799.0K0.3%+20,660+261.2%AddedHistory
BRSLBrightstar Lottery PLCSHS USD33,351$799.0K0.3%−45,745−57.8%ReducedHistory
TMOThermo Fisher Scientific Inc.Stock1,585$800.0K0.3%+1,585NewHistory
AZNAstraZeneca PLCSPONSORED ADR13,458$806.0K0.3%−32,317−70.6%ReducedHistory
BKHBlack Hills CorpCOM12,289$807.0K0.3%−3,217−20.7%ReducedHistory
ORLYO Reilly Automotive IncStock1,432$811.0K0.3%+1,432NewHistory
BPOPPopular, Inc.COM NEW10,840$814.0K0.3%−16,666−60.6%ReducedHistory
TROXTronox Holdings plcSHS36,700$822.0K0.3%−116,959−76.1%ReducedHistory
ASMLASML Holding NVADR1,192$823.0K0.3%−1,012−45.9%ReducedHistory
DRVNDriven Brands Holdings Inc.COM26,694$825.0K0.3%−9,157−25.5%ReducedHistory
MCKMcKesson CorpStock4,321$826.0K0.3%−18,026−80.7%ReducedHistory
MCHPMicrochip Technology IncStock5,543$830.0K0.3%+1,927+53.3%AddedHistory
BBWIBath & Body Works, Inc.COM11,532$831.0K0.3%+3,320+40.4%AddedHistory
STZConstellation Brands, Inc.Stock3,566$834.0K0.3%−7,249−67.0%ReducedHistory
CPTCamden Property TrustREIT6,292$835.0K0.3%−16,533−72.4%ReducedHistory
SGISomnigroup International Inc.COM21,496$842.0K0.3%−30,034−58.3%ReducedHistory
ALGNAlign Technology IncCOM1,406$859.0K0.3%−409−22.5%ReducedHistory
ACHCAcadia Healthcare Company, Inc.COM13,700$860.0K0.3%−22,248−61.9%ReducedHistory
ZBHZimmer Biomet Holdings, Inc.Stock5,386$866.0K0.3%−7,966−59.7%ReducedHistory
VRNSVaronis Systems IncCOM15,032$866.0K0.3%−28,721−65.6%ReducedHistory
EGPEastgroup Properties IncCOM5,288$870.0K0.3%−10,259−66.0%ReducedHistory
AIZAssurant, Inc.Stock5,598$874.0K0.3%−6,981−55.5%ReducedHistory
HUBSHubSpot IncCOM1,531$892.0K0.3%−2,084−57.6%ReducedHistory
TWLOTwilio IncCL A2,263$892.0K0.3%−4,807−68.0%ReducedHistory
GEGeneral Electric CoCOM66,629$897.0K0.3%−6,578−9.0%ReducedHistory
BIIBBiogen Inc.COM2,597$899.0K0.3%−156−5.7%ReducedHistory
ARMKAramarkCOM24,236$903.0K0.3%+24,236NewHistory
ASOAcademy Sports & Outdoors, Inc.COM21,979$906.0K0.3%−20,730−48.5%ReducedHistory
AMPAmeriprise Financial IncCOM3,643$907.0K0.3%−6,389−63.7%ReducedHistory
ELSEquity Lifestyle Properties IncCOM12,271$912.0K0.3%−25,267−67.3%ReducedHistory
EDUNew Oriental Education & Technology Group Inc.SPON ADR69,818$914.0K0.3%−65,690−48.5%ReducedHistory
ARNAArena Pharmaceuticals IncCOM NEW13,452$917.0K0.3%−11,649−46.4%ReducedHistory
AAgilent Technologies, Inc.COM6,247$923.0K0.3%+6,247NewHistory
SYNHSyneos Health, Inc.CL A10,369$928.0K0.3%−3,378−24.6%ReducedHistory
MSMorgan StanleyStock10,190$934.0K0.3%−4,502−30.6%ReducedHistory
IFFInternational Flavors & Fragrances IncCOM6,290$940.0K0.3%+6,290NewHistory
RHRHCOM1,397$949.0K0.3%+1,397NewHistory
BNYBank of New York Mellon CorpStock18,816$964.0K0.3%+18,816NewHistory
OGEOGE Energy Corp.COM28,650$964.0K0.3%+28,650NewHistory
CZRCaesars Entertainment, Inc.COM9,351$970.0K0.3%+9,351NewHistory
FRFirst Industrial Realty Trust IncCOM18,624$973.0K0.3%−33,845−64.5%ReducedHistory
VNOVornado Realty TrustSH BEN INT20,934$977.0K0.3%−9,913−32.1%ReducedHistory
PVHPVH Corp.COM9,172$987.0K0.3%−2,984−24.5%ReducedHistory
HZNPHorizon Therapeutics Public Ltd CoSHS10,577$990.0K0.3%−14,926−58.5%ReducedHistory
FHNFirst Horizon CorpCOM57,567$995.0K0.3%−57,354−49.9%ReducedHistory
CCEPCoca-Cola Europacific Partners plcSHS16,867$1.00M0.3%−14,096−45.5%ReducedHistory
PKGPackaging Corp of AmericaStock7,523$1.02M0.4%+7,523NewHistory
COFCapital One Financial CorpStock6,689$1.03M0.4%−2,384−26.3%ReducedHistory
GLPIGaming & Leisure Properties, Inc.COM22,388$1.04M0.4%−6,459−22.4%ReducedHistory
PDMPiedmont Realty Trust, Inc.COM CL A56,614$1.05M0.4%−86,598−60.5%ReducedHistory
STTState Street CorpCOM12,828$1.05M0.4%+12,828NewHistory
BGBunge Global SACOM13,647$1.07M0.4%−2,853−17.3%ReducedHistory
COTYCoty Inc.COM CL A114,832$1.07M0.4%+114,832NewHistory
ICLRIcon PLCCOM5,227$1.08M0.4%+251+5.0%AddedHistory
CMSCMS Energy CorpCOM18,400$1.09M0.4%−23,899−56.5%ReducedHistory
CRCrane CoCOM11,785$1.09M0.4%+1,001+9.3%AddedHistory
KOCoca Cola CoStock20,277$1.10M0.4%−44,651−68.8%ReducedHistory
EXCExelon CorpStock24,870$1.10M0.4%−57,057−69.6%ReducedHistory
AAAlcoa CorpStock29,942$1.10M0.4%−26,862−47.3%ReducedHistory
ESEversource EnergyStock13,819$1.11M0.4%−27,525−66.6%ReducedHistory
AJGArthur J. Gallagher & Co.COM7,933$1.11M0.4%+7,933NewHistory
ISRGIntuitive Surgical IncCOM NEW1,225$1.13M0.4%+1,225NewHistory
PHParker-Hannifin CorpStock3,675$1.13M0.4%−7,518−67.2%ReducedHistory
LHLabcorp Holdings Inc.COM NEW4,091$1.13M0.4%−13,198−76.3%ReducedHistory
CTLTCatalent, Inc.COM10,639$1.15M0.4%+3,582+50.8%AddedHistory

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