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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
TGTTarget CorpStock4,788$1.16M0.4%+1,815+61.0%AddedHistory
BIOBio-Rad Laboratories, Inc.CL A1,812$1.17M0.4%−2,786−60.6%ReducedHistory
ADIAnalog Devices IncStock6,833$1.18M0.4%+6,833NewHistory
MCDMcDonalds CorpStock5,144$1.19M0.4%−17,619−77.4%ReducedHistory
NINisource Inc.COM48,730$1.19M0.4%+48,730NewHistory
VYXNCR Voyix CorpCOM26,581$1.21M0.4%+2,612+10.9%AddedHistory
RTXRTX CorpStock14,225$1.21M0.4%−53,595−79.0%ReducedHistory
OTISOtis Worldwide CorpStock15,056$1.23M0.4%−1,932−11.4%ReducedHistory
DOCHealthpeak Properties, Inc.COM37,021$1.23M0.4%−69,229−65.2%ReducedHistory
AMATApplied Materials IncStock8,800$1.25M0.4%−23,108−72.4%ReducedHistory
PEPPepsiCo IncStock8,480$1.26M0.4%−25,338−74.9%ReducedHistory
LINLinde PLCSHS4,448$1.29M0.4%+2,607+141.6%AddedHistory
HUNHuntsman CORPCOM48,519$1.29M0.4%−59,365−55.0%ReducedHistory
CRMSalesforce, Inc.Stock5,277$1.29M0.5%+5,277NewHistory
GPNGlobal Payments IncStock7,032$1.32M0.5%−12,545−64.1%ReducedHistory
IPInternational Paper CoCOM21,609$1.32M0.5%+21,609NewHistory
PFGCPerformance Food Group CoCOM27,339$1.33M0.5%+27,339NewHistory
PZZAPapa Johns International IncStock12,835$1.34M0.5%−21,482−62.6%ReducedHistory
NVRONevro CorpCOM8,192$1.36M0.5%−4,555−35.7%ReducedHistory
LWLamb Weston Holdings, Inc.Stock17,120$1.38M0.5%+10,753+168.9%AddedHistory
MGPMGM Growth Properties LLCCL A COM39,106$1.43M0.5%−39,468−50.2%ReducedHistory
RSGRepublic Services, Inc.COM13,055$1.44M0.5%+13,055NewHistory
RACEFerrari N.V.COM7,024$1.45M0.5%−10,671−60.3%ReducedHistory
CRLCharles River Laboratories International, Inc.COM3,922$1.45M0.5%−16,290−80.6%ReducedHistory
KEYKeycorpCOM71,520$1.48M0.5%−91,519−56.1%ReducedHistory
EVRGEvergy, Inc.Stock25,005$1.51M0.5%−17,642−41.4%ReducedHistory
MKCMcCormick & Co IncStock17,170$1.52M0.5%+17,170NewHistory
NNNNNN REIT, Inc.REIT33,626$1.58M0.6%+25,204+299.3%AddedHistory
EHCEncompass Health CorpCOM20,471$1.60M0.6%−27,888−57.7%ReducedHistory
WLKWestlake CorpCOM18,308$1.65M0.6%+6,727+58.1%AddedHistory
AMZNAmazon Com IncStock485$1.67M0.6%+119+32.5%AddedHistory
HRHealthcare Realty Trust IncCOM55,423$1.67M0.6%−43,739−44.1%ReducedHistory
TXRHTexas Roadhouse, Inc.COM17,586$1.69M0.6%+17,586NewHistory
MSFTMicrosoft CorpStock6,284$1.70M0.6%−13,357−68.0%ReducedHistory
INVHInvitation Homes Inc.COM47,164$1.76M0.6%−84,483−64.2%ReducedHistory
CMCSAComcast CorpStock30,906$1.76M0.6%+30,906NewHistory
TUTelus CorpCOM83,643$1.88M0.7%+3,883+4.9%AddedHistory
NVSTEnvista Holdings CorpCOM44,566$1.93M0.7%−50,661−53.2%ReducedHistory
METAMeta Platforms, Inc.Stock5,680$1.98M0.7%−16,699−74.6%ReducedHistory
NTRNutrien Ltd.COM32,597$1.98M0.7%+32,597NewHistory
WMTWalmart Inc.Stock15,347$2.16M0.8%+15,347NewHistory
UDRUDR, Inc.COM46,287$2.27M0.8%−35,648−43.5%ReducedHistory
GOOGLAlphabet Inc.Stock961$2.35M0.8%−725−43.0%ReducedHistory
MDTMedtronic plcStock20,070$2.49M0.9%−23,586−54.0%ReducedHistory
HUMHumana IncStock5,807$2.57M0.9%+5,807NewHistory
AEPAmerican Electric Power Co IncStock30,939$2.62M0.9%−23,333−43.0%ReducedHistory
Vanguard Total World Stock ETF922042742ETF104,465$10.8M3.8%00.0%Unchanged–
ACICAmerican Coastal Insurance CorpCOM2,093––+2,093NewHistory

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