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Livermore
Livermore
ZHEN

Quantitative Systematic Strategies LLC

SEC CIK
0001591902
Latest filing
Nov 10, 2022

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 16, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
1
−447 vs. Q2 2021
Portfolio value
$11.5M
−$274.9M (−96.0%) vs. Q2 2021
Filed
Nov 16, 2021
SEC
Holdings of Quantitative Systematic Strategies LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
Vanguard Total World Stock ETF922042742ETF112,700$11.5M100.0%+8,235+7.9%Added–

Sold out since Q2 2021 (447)

Positions held at the end of Q2 2021 that are gone from this filing.

The largest 100 of 447 by value last quarter.

Positions of Quantitative Systematic Strategies LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
AEPAmerican Electric Power Co IncStock30,939$2.62M0.9%History
HUMHumana IncStock5,807$2.57M0.9%History
MDTMedtronic plcStock20,070$2.49M0.9%History
GOOGLAlphabet Inc.Stock961$2.35M0.8%History
UDRUDR, Inc.COM46,287$2.27M0.8%History
WMTWalmart Inc.Stock15,347$2.16M0.8%History
NTRNutrien Ltd.COM32,597$1.98M0.7%History
METAMeta Platforms, Inc.Stock5,680$1.98M0.7%History
NVSTEnvista Holdings CorpCOM44,566$1.93M0.7%History
TUTelus CorpCOM83,643$1.88M0.7%History
CMCSAComcast CorpStock30,906$1.76M0.6%History
INVHInvitation Homes Inc.COM47,164$1.76M0.6%History
MSFTMicrosoft CorpStock6,284$1.70M0.6%History
TXRHTexas Roadhouse, Inc.COM17,586$1.69M0.6%History
HRHealthcare Realty Trust IncCOM55,423$1.67M0.6%History
AMZNAmazon Com IncStock485$1.67M0.6%History
WLKWestlake CorpCOM18,308$1.65M0.6%History
EHCEncompass Health CorpCOM20,471$1.60M0.6%History
NNNNNN REIT, Inc.REIT33,626$1.58M0.6%History
MKCMcCormick & Co IncStock17,170$1.52M0.5%History
EVRGEvergy, Inc.Stock25,005$1.51M0.5%History
KEYKeycorpCOM71,520$1.48M0.5%History
CRLCharles River Laboratories International, Inc.COM3,922$1.45M0.5%History
RACEFerrari N.V.COM7,024$1.45M0.5%History
RSGRepublic Services, Inc.COM13,055$1.44M0.5%History
MGPMGM Growth Properties LLCCL A COM39,106$1.43M0.5%History
LWLamb Weston Holdings, Inc.Stock17,120$1.38M0.5%History
NVRONevro CorpCOM8,192$1.36M0.5%History
PZZAPapa Johns International IncStock12,835$1.34M0.5%History
PFGCPerformance Food Group CoCOM27,339$1.33M0.5%History
IPInternational Paper CoCOM21,609$1.32M0.5%History
GPNGlobal Payments IncStock7,032$1.32M0.5%History
CRMSalesforce, Inc.Stock5,277$1.29M0.5%History
HUNHuntsman CORPCOM48,519$1.29M0.4%History
LINLinde PLCSHS4,448$1.29M0.4%History
PEPPepsiCo IncStock8,480$1.26M0.4%History
AMATApplied Materials IncStock8,800$1.25M0.4%History
DOCHealthpeak Properties, Inc.COM37,021$1.23M0.4%History
OTISOtis Worldwide CorpStock15,056$1.23M0.4%History
RTXRTX CorpStock14,225$1.21M0.4%History
VYXNCR Voyix CorpCOM26,581$1.21M0.4%History
NINisource Inc.COM48,730$1.19M0.4%History
MCDMcDonalds CorpStock5,144$1.19M0.4%History
ADIAnalog Devices IncStock6,833$1.18M0.4%History
BIOBio-Rad Laboratories, Inc.CL A1,812$1.17M0.4%History
TGTTarget CorpStock4,788$1.16M0.4%History
CTLTCatalent, Inc.COM10,639$1.15M0.4%History
PHParker-Hannifin CorpStock3,675$1.13M0.4%History
LHLabcorp Holdings Inc.COM NEW4,091$1.13M0.4%History
ISRGIntuitive Surgical IncCOM NEW1,225$1.13M0.4%History
AJGArthur J. Gallagher & Co.COM7,933$1.11M0.4%History
ESEversource EnergyStock13,819$1.11M0.4%History
AAAlcoa CorpStock29,942$1.10M0.4%History
EXCExelon CorpStock24,870$1.10M0.4%History
KOCoca Cola CoStock20,277$1.10M0.4%History
CRCrane CoCOM11,785$1.09M0.4%History
CMSCMS Energy CorpCOM18,400$1.09M0.4%History
ICLRIcon PLCCOM5,227$1.08M0.4%History
COTYCoty Inc.COM CL A114,832$1.07M0.4%History
BGBunge Global SACOM13,647$1.07M0.4%History
STTState Street CorpCOM12,828$1.05M0.4%History
PDMPiedmont Realty Trust, Inc.COM CL A56,614$1.05M0.4%History
GLPIGaming & Leisure Properties, Inc.COM22,388$1.04M0.4%History
COFCapital One Financial CorpStock6,689$1.03M0.4%History
PKGPackaging Corp of AmericaStock7,523$1.02M0.4%History
CCEPCoca-Cola Europacific Partners plcSHS16,867$1.00M0.3%History
FHNFirst Horizon CorpCOM57,567$995.0K0.3%History
HZNPHorizon Therapeutics Public Ltd CoSHS10,577$990.0K0.3%History
PVHPVH Corp.COM9,172$987.0K0.3%History
VNOVornado Realty TrustSH BEN INT20,934$977.0K0.3%History
FRFirst Industrial Realty Trust IncCOM18,624$973.0K0.3%History
CZRCaesars Entertainment, Inc.COM9,351$970.0K0.3%History
BNYBank of New York Mellon CorpStock18,816$964.0K0.3%History
OGEOGE Energy Corp.COM28,650$964.0K0.3%History
RHRHCOM1,397$949.0K0.3%History
IFFInternational Flavors & Fragrances IncCOM6,290$940.0K0.3%History
MSMorgan StanleyStock10,190$934.0K0.3%History
SYNHSyneos Health, Inc.CL A10,369$928.0K0.3%History
AAgilent Technologies, Inc.COM6,247$923.0K0.3%History
ARNAArena Pharmaceuticals IncCOM NEW13,452$917.0K0.3%History
EDUNew Oriental Education & Technology Group Inc.SPON ADR69,818$914.0K0.3%History
ELSEquity Lifestyle Properties IncCOM12,271$912.0K0.3%History
AMPAmeriprise Financial IncCOM3,643$907.0K0.3%History
ASOAcademy Sports & Outdoors, Inc.COM21,979$906.0K0.3%History
ARMKAramarkCOM24,236$903.0K0.3%History
BIIBBiogen Inc.COM2,597$899.0K0.3%History
GEGeneral Electric CoCOM66,629$897.0K0.3%History
HUBSHubSpot IncCOM1,531$892.0K0.3%History
TWLOTwilio IncCL A2,263$892.0K0.3%History
AIZAssurant, Inc.Stock5,598$874.0K0.3%History
EGPEastgroup Properties IncCOM5,288$870.0K0.3%History
ZBHZimmer Biomet Holdings, Inc.Stock5,386$866.0K0.3%History
VRNSVaronis Systems IncCOM15,032$866.0K0.3%History
ACHCAcadia Healthcare Company, Inc.COM13,700$860.0K0.3%History
ALGNAlign Technology IncCOM1,406$859.0K0.3%History
SGISomnigroup International Inc.COM21,496$842.0K0.3%History
CPTCamden Property TrustREIT6,292$835.0K0.3%History
STZConstellation Brands, Inc.Stock3,566$834.0K0.3%History
BBWIBath & Body Works, Inc.COM11,532$831.0K0.3%History
MCHPMicrochip Technology IncStock5,543$830.0K0.3%History