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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
MCHPMicrochip Technology IncStock5,543$830.0K0.3%+1,927+53.3%AddedHistory
MCKMcKesson CorpStock4,321$826.0K0.3%−18,026−80.7%ReducedHistory
DRVNDriven Brands Holdings Inc.COM26,694$825.0K0.3%−9,157−25.5%ReducedHistory
ASMLASML Holding NVADR1,192$823.0K0.3%−1,012−45.9%ReducedHistory
TROXTronox Holdings plcSHS36,700$822.0K0.3%−116,959−76.1%ReducedHistory
BPOPPopular, Inc.COM NEW10,840$814.0K0.3%−16,666−60.6%ReducedHistory
ORLYO Reilly Automotive IncStock1,432$811.0K0.3%+1,432NewHistory
BKHBlack Hills CorpCOM12,289$807.0K0.3%−3,217−20.7%ReducedHistory
AZNAstraZeneca PLCSPONSORED ADR13,458$806.0K0.3%−32,317−70.6%ReducedHistory
TMOThermo Fisher Scientific Inc.Stock1,585$800.0K0.3%+1,585NewHistory
PPLPPL CorpCOM28,569$799.0K0.3%+20,660+261.2%AddedHistory
BRSLBrightstar Lottery PLCSHS USD33,351$799.0K0.3%−45,745−57.8%ReducedHistory
ACCAmerican Campus Communities IncCOM17,042$796.0K0.3%−7,552−30.7%ReducedHistory
KKRKKR & Co. Inc.COM13,424$795.0K0.3%−8,459−38.7%ReducedHistory
KRCKilroy Realty CorpCOM11,401$794.0K0.3%−12,311−51.9%ReducedHistory
VALEVale S.A.SPONSORED ADS34,650$790.0K0.3%−87,406−71.6%ReducedHistory
AKRAcadia Realty TrustCOM SH BEN INT35,732$785.0K0.3%+18,938+112.8%AddedHistory
CSXCSX CorpStock24,440$784.0K0.3%+24,440NewHistory
POSTPost Holdings, Inc.COM7,217$783.0K0.3%−13,151−64.6%ReducedHistory
URIUnited Rentals, Inc.COM2,444$780.0K0.3%+2,444NewHistory
BTIBritish American Tobacco p.l.c.SPONSORED ADR19,469$765.0K0.3%+13,619+232.8%AddedHistory
MOHMolina Healthcare, Inc.COM3,013$762.0K0.3%−4,279−58.7%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–
VOYAVoya Financial, Inc.COM12,276$755.0K0.3%−8,122−39.8%ReducedHistory
MRVLMarvell Technology, Inc.ORD12,923$754.0K0.3%−5,985−31.7%ReducedHistory
ENREnergizer Holdings, Inc.COM17,488$752.0K0.3%+17,488NewHistory
ALXNAlexion Pharmaceuticals, Inc.COM4,095$752.0K0.3%−5,645−58.0%ReducedHistory
CONECyrusOne Holdco LLCCOM10,375$742.0K0.3%−9,343−47.4%ReducedHistory
GHGuardant Health, Inc.COM5,963$741.0K0.3%+1,747+41.4%AddedHistory
GDGeneral Dynamics CorpStock3,911$736.0K0.3%+3,911NewHistory
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
ORIOld Republic International CorpCOM29,397$732.0K0.3%−69,391−70.2%ReducedHistory
PYPLPayPal Holdings, Inc.Stock2,499$728.0K0.3%−90−3.5%ReducedHistory
AMEAmetek IncCOM5,442$727.0K0.3%+684+14.4%AddedHistory
GLGlobe Life Inc.COM7,601$724.0K0.3%−9,661−56.0%ReducedHistory
WFCWells Fargo & CompanyStock15,974$723.0K0.3%−28,351−64.0%ReducedHistory
WECWec Energy Group, Inc.Stock8,124$723.0K0.3%+8,124NewHistory
ULTAUlta Beauty, Inc.Stock2,088$722.0K0.3%+140+7.2%AddedHistory
NEMNEWMONT CorpStock11,318$717.0K0.3%−19,407−63.2%ReducedHistory
WCNWaste Connections, Inc.COM5,972$713.0K0.2%+5,972NewHistory
CNMDCONMED CorpCOM5,167$710.0K0.2%+634+14.0%AddedHistory
ACNAccenture plcStock2,406$709.0K0.2%−5,966−71.3%ReducedHistory
CALYCallaway Golf CoCOM20,837$703.0K0.2%+20,837NewHistory
HIWHighwoods Properties, Inc.COM15,529$701.0K0.2%−44,034−73.9%ReducedHistory
GTGoodyear Tire & Rubber CoCOM40,871$701.0K0.2%+40,871NewHistory
EXPEExpedia Group, Inc.Stock4,274$700.0K0.2%+4,274NewHistory
ETNEaton Corp plcStock4,714$699.0K0.2%−14,846−75.9%ReducedHistory
WEXWEX Inc.COM3,592$696.0K0.2%+3,592NewHistory
PAYCPaycom Software, Inc.Stock1,900$691.0K0.2%−2,320−55.0%ReducedHistory
COPConocoPhillipsStock11,325$690.0K0.2%+4,269+60.5%AddedHistory
SAGESage Therapeutics, Inc.COM12,128$689.0K0.2%−824−6.4%ReducedHistory
TTWOTake Two Interactive Software IncCOM3,886$688.0K0.2%+3,886NewHistory
OGNOrganon & Co.Stock22,655$686.0K0.2%+22,655NewHistory
IVZInvesco Ltd.Stock25,544$683.0K0.2%+649+2.6%AddedHistory
FISVFiserv IncStock6,374$681.0K0.2%+6,374NewHistory
DDDuPont de Nemours, Inc.COM8,775$679.0K0.2%−8,279−48.5%ReducedHistory
CPRTCopart IncCOM5,144$678.0K0.2%+2,089+68.4%AddedHistory
NVTnVent Electric plcSHS21,625$676.0K0.2%+21,625NewHistory
DECKDeckers Outdoor CorpCOM1,742$669.0K0.2%−1,384−44.3%ReducedHistory
GMEDGlobus Medical IncStock8,598$667.0K0.2%−1,078−11.1%ReducedHistory
CTRECareTrust REIT, Inc.COM28,306$658.0K0.2%+28,306NewHistory
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
NDSNNordson CorpCOM2,950$648.0K0.2%+2,950NewHistory
UALUnited Airlines Holdings, Inc.COM12,355$646.0K0.2%−21,435−63.4%ReducedHistory
BOOTBoot Barn Holdings, Inc.COM7,677$645.0K0.2%−8,073−51.3%ReducedHistory
SNAPSnap IncStock9,458$644.0K0.2%−6,736−41.6%ReducedHistory
EVREvercore Inc.CLASS A4,553$641.0K0.2%+345+8.2%AddedHistory
SWXSouthwest Gas Holdings, Inc.COM9,671$640.0K0.2%−13,321−57.9%ReducedHistory
MAMastercard IncStock1,744$637.0K0.2%−13,139−88.3%ReducedHistory
IDAIdacorp IncCOM6,531$637.0K0.2%−2,765−29.7%ReducedHistory
CFCF Industries Holdings, Inc.COM12,347$635.0K0.2%−36,146−74.5%ReducedHistory
AZEKAZEK Co Inc.CL A14,842$630.0K0.2%−6,376−30.0%ReducedHistory
CPRICapri Holdings LtdSHS10,976$628.0K0.2%+10,976NewHistory
WATWaters CorpCOM1,788$618.0K0.2%+1,788NewHistory
ADCAgree Realty CorpCOM8,754$617.0K0.2%−55,922−86.5%ReducedHistory
CANOCano Health, Inc.COM CL A50,915$616.0K0.2%+50,915NewHistory
NCLHNorwegian Cruise Line Holdings Ltd.SHS20,825$612.0K0.2%−46,962−69.3%ReducedHistory
MDBMongoDB, Inc.CL A1,679$607.0K0.2%+927+123.3%AddedHistory
MOSMosaic CoCOM18,947$605.0K0.2%−8,482−30.9%ReducedHistory
GENIGenius Sports LtdSHARES CL A32,200$604.0K0.2%+32,200NewHistory
FATEFate Therapeutics IncCOM6,922$601.0K0.2%−4,651−40.2%ReducedHistory
INTUIntuit Inc.Stock1,223$599.0K0.2%−6,398−84.0%ReducedHistory
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
AERAerCap Holdings N.V.SHS11,583$593.0K0.2%+5,250+82.9%AddedHistory
THCTenet Healthcare CorpCOM NEW8,758$587.0K0.2%−50−0.6%ReducedHistory
MRTXMirati Therapeutics, Inc.COM3,627$586.0K0.2%−3,903−51.8%ReducedHistory
NSCNorfolk Southern CorpStock2,188$581.0K0.2%+2,188NewHistory
WELLWelltower Inc.REIT6,992$581.0K0.2%+1,977+39.4%AddedHistory
EQHEquitable Holdings, Inc.COM19,038$580.0K0.2%−51,629−73.1%ReducedHistory
GAPGap IncCOM17,179$578.0K0.2%−35,040−67.1%ReducedHistory
JBLJabil IncStock9,904$576.0K0.2%+9,904NewHistory
ALLEAllegion plcORD SHS4,103$572.0K0.2%+4,103NewHistory
PGREParamount Group, Inc.COM56,851$572.0K0.2%−92,225−61.9%ReducedHistory
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
MDLZMondelez International, Inc.Stock9,104$568.0K0.2%+9,104NewHistory

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