Quantitative Systematic Strategies LLC
- SEC CIK
- 0001591902
- 最新申報
- 2022/11/10
2021 年第 1 季持倉
持倉截至 2021/3/31，2021/5/6 申報。只含多頭部位。
- 持股檔數
- 592
- 2020 年第 4 季沒有 13F 資料
- 總值
- $6.46 億
- 2020 年第 4 季沒有 13F 資料
Livermore 的 13F 資料從 2021 年第 1 季開始，這一季沒有前一季可以比較，所以不顯示股數變化與動作。
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| Vanguard Total World Stock ETF922042742 | ETF | 104,465 | $1,016 萬 | 1.6% | – | – | – |
| METAMeta Platforms, Inc. | Stock | 22,379 | $659.1 萬 | 1.0% | – | – | 歷史 |
| CRLCharles River Laboratories International, Inc. | COM | 20,212 | $585.8 萬 | 0.9% | – | – | 歷史 |
| MRKMerck & Co., Inc. | Stock | 72,854 | $561.6 萬 | 0.9% | – | – | 歷史 |
| MAMastercard Inc | Stock | 14,883 | $529.9 萬 | 0.8% | – | – | 歷史 |
| RTXRTX Corp | Stock | 67,820 | $524.0 萬 | 0.8% | – | – | 歷史 |
| MDTMedtronic plc | Stock | 43,656 | $515.7 萬 | 0.8% | – | – | 歷史 |
| MCDMcDonalds Corp | Stock | 22,763 | $510.2 萬 | 0.8% | – | – | 歷史 |
| PEPPepsiCo Inc | Stock | 33,818 | $478.4 萬 | 0.7% | – | – | 歷史 |
| MSFTMicrosoft Corp | Stock | 19,641 | $463.1 萬 | 0.7% | – | – | 歷史 |
| AEPAmerican Electric Power Co Inc | Stock | 54,272 | $459.7 萬 | 0.7% | – | – | 歷史 |
| LHLabcorp Holdings Inc. | COM NEW | 17,289 | $440.9 萬 | 0.7% | – | – | 歷史 |
| MCKMcKesson Corp | Stock | 22,347 | $435.9 萬 | 0.7% | – | – | 歷史 |
| ADCAgree Realty Corp | COM | 64,676 | $435.3 萬 | 0.7% | – | – | 歷史 |
| AMATApplied Materials Inc | Stock | 31,908 | $426.3 萬 | 0.7% | – | – | 歷史 |
| INVHInvitation Homes Inc. | COM | 131,647 | $421.1 萬 | 0.7% | – | – | 歷史 |
| EHCEncompass Health Corp | COM | 48,359 | $396.1 萬 | 0.6% | – | – | 歷史 |
| GPNGlobal Payments Inc | Stock | 19,577 | $394.6 萬 | 0.6% | – | – | 歷史 |
| NVSTEnvista Holdings Corp | COM | 95,227 | $388.5 萬 | 0.6% | – | – | 歷史 |
| ATOAtmos Energy Corp | COM | 38,390 | $379.5 萬 | 0.6% | – | – | 歷史 |
| RACEFerrari N.V. | COM | 17,695 | $370.3 萬 | 0.6% | – | – | 歷史 |
| NOWServiceNow, Inc. | Stock | 7,328 | $366.5 萬 | 0.6% | – | – | 歷史 |
| UDRUDR, Inc. | COM | 81,935 | $359.4 萬 | 0.6% | – | – | 歷史 |
| EXCExelon Corp | Stock | 81,927 | $358.3 萬 | 0.6% | – | – | 歷史 |
| ESEversource Energy | Stock | 41,344 | $358.0 萬 | 0.6% | – | – | 歷史 |
| CSCOCisco Systems, Inc. | Stock | 68,419 | $353.8 萬 | 0.5% | – | – | 歷史 |
| PHParker-Hannifin Corp | Stock | 11,193 | $353.1 萬 | 0.5% | – | – | 歷史 |
| BDXBecton Dickinson & Co | Stock | 14,516 | $353.0 萬 | 0.5% | – | – | 歷史 |
| BACBank of America Corp | Stock | 89,902 | $347.8 萬 | 0.5% | – | – | 歷史 |
| GOOGLAlphabet Inc. | Stock | 1,686 | $347.7 萬 | 0.5% | – | – | 歷史 |
| KOCoca Cola Co | Stock | 64,928 | $342.2 萬 | 0.5% | – | – | 歷史 |
| DOCHealthpeak Properties, Inc. | COM | 106,250 | $337.2 萬 | 0.5% | – | – | 歷史 |
| KEYKeycorp | COM | 163,039 | $325.8 萬 | 0.5% | – | – | 歷史 |
| HUNHuntsman CORP | COM | 107,884 | $311.0 萬 | 0.5% | – | – | 歷史 |
| WRIWeingarten Realty Investors | SH BEN INT | 115,402 | $310.5 萬 | 0.5% | – | – | 歷史 |
| NXPINXP Semiconductors N.V. | COM | 15,255 | $307.1 萬 | 0.5% | – | – | 歷史 |
| PZZAPapa Johns International Inc | Stock | 34,317 | $304.2 萬 | 0.5% | – | – | 歷史 |
| CNPCenterpoint Energy Inc | COM | 134,234 | $304.0 萬 | 0.5% | – | – | 歷史 |
| FDXFedEx Corp | Stock | 10,596 | $301.0 萬 | 0.5% | – | – | 歷史 |
| HRHealthcare Realty Trust Inc | COM | 99,162 | $300.7 萬 | 0.5% | – | – | 歷史 |
| Caesars Entertainment, Inc.127686AA1 | NOTE 5.000%10/0 | 34,142 | $298.6 萬 | 0.5% | – | – | – |
| INTUIntuit Inc. | Stock | 7,621 | $291.9 萬 | 0.5% | – | – | 歷史 |
| MUMicron Technology Inc | Stock | 32,920 | $290.4 萬 | 0.4% | – | – | 歷史 |
| CNCCentene Corp | Stock | 45,231 | $289.1 萬 | 0.4% | – | – | 歷史 |
| TROXTronox Holdings plc | SHS | 153,659 | $281.2 萬 | 0.4% | – | – | 歷史 |
| ETNEaton Corp plc | Stock | 19,560 | $270.5 萬 | 0.4% | – | – | 歷史 |
| VERVEREIT, Inc. | COM | 69,623 | $268.9 萬 | 0.4% | – | – | 歷史 |
| CATCaterpillar Inc | Stock | 11,563 | $268.1 萬 | 0.4% | – | – | 歷史 |
| BIOBio-Rad Laboratories, Inc. | CL A | 4,598 | $262.6 萬 | 0.4% | – | – | 歷史 |
| NOCNorthrop Grumman Corp | Stock | 8,063 | $261.0 萬 | 0.4% | – | – | 歷史 |
| CMSCMS Energy Corp | COM | 42,299 | $259.0 萬 | 0.4% | – | – | 歷史 |
| MGPMGM Growth Properties LLC | CL A COM | 78,574 | $256.3 萬 | 0.4% | – | – | 歷史 |
| HIWHighwoods Properties, Inc. | COM | 59,563 | $255.8 萬 | 0.4% | – | – | 歷史 |
| EVRGEvergy, Inc. | Stock | 42,647 | $253.9 萬 | 0.4% | – | – | 歷史 |
| NOMDNomad Foods Ltd | USD ORD SHS | 91,882 | $252.3 萬 | 0.4% | – | – | 歷史 |
| MOAltria Group, Inc. | Stock | 49,265 | $252.0 萬 | 0.4% | – | – | 歷史 |
| CPTCamden Property Trust | REIT | 22,825 | $250.9 萬 | 0.4% | – | – | 歷史 |
| PDMPiedmont Realty Trust, Inc. | COM CL A | 143,212 | $248.8 萬 | 0.4% | – | – | 歷史 |
| AWKAmerican Water Works Company, Inc. | Stock | 16,497 | $247.3 萬 | 0.4% | – | – | 歷史 |
| STZConstellation Brands, Inc. | Stock | 10,815 | $246.6 萬 | 0.4% | – | – | 歷史 |
| ADBEAdobe Inc. | Stock | 5,182 | $246.3 萬 | 0.4% | – | – | 歷史 |
| TWLOTwilio Inc | CL A | 7,070 | $240.9 萬 | 0.4% | – | – | 歷史 |
| FRFirst Industrial Realty Trust Inc | COM | 52,469 | $240.3 萬 | 0.4% | – | – | 歷史 |
| ELSEquity Lifestyle Properties Inc | COM | 37,538 | $238.9 萬 | 0.4% | – | – | 歷史 |
| HZNPHorizon Therapeutics Public Ltd Co | SHS | 25,503 | $234.7 萬 | 0.4% | – | – | 歷史 |
| AMPAmeriprise Financial Inc | COM | 10,032 | $233.2 萬 | 0.4% | – | – | 歷史 |
| NKENIKE, Inc. | Stock | 17,451 | $231.9 萬 | 0.4% | – | – | 歷史 |
| ELVElevance Health, Inc. | Stock | 6,443 | $231.3 萬 | 0.4% | – | – | 歷史 |
| ACNAccenture plc | Stock | 8,372 | $231.3 萬 | 0.4% | – | – | 歷史 |
| EQHEquitable Holdings, Inc. | COM | 70,667 | $230.5 萬 | 0.4% | – | – | 歷史 |
| AZNAstraZeneca PLC | SPONSORED ADR | 45,775 | $227.6 萬 | 0.4% | – | – | 歷史 |
| DDominion Energy, Inc | Stock | 29,854 | $226.8 萬 | 0.4% | – | – | 歷史 |
| VRNSVaronis Systems Inc | COM | 43,753 | $224.6 萬 | 0.3% | – | – | 歷史 |
| EGPEastgroup Properties Inc | COM | 15,547 | $222.8 萬 | 0.3% | – | – | 歷史 |
| CFCF Industries Holdings, Inc. | COM | 48,493 | $220.1 萬 | 0.3% | – | – | 歷史 |
| ORIOld Republic International Corp | COM | 98,788 | $215.8 萬 | 0.3% | – | – | 歷史 |
| DISWalt Disney Co | Stock | 11,690 | $215.7 萬 | 0.3% | – | – | 歷史 |
| POSTPost Holdings, Inc. | COM | 20,368 | $215.3 萬 | 0.3% | – | – | 歷史 |
| WSTWest Pharmaceutical Services Inc | COM | 7,639 | $215.3 萬 | 0.3% | – | – | 歷史 |
| ZBHZimmer Biomet Holdings, Inc. | Stock | 13,352 | $213.7 萬 | 0.3% | – | – | 歷史 |
| VALEVale S.A. | SPONSORED ADS | 122,056 | $212.1 萬 | 0.3% | – | – | 歷史 |
| COLDAmericold Realty Trust | COM | 55,078 | $211.9 萬 | 0.3% | – | – | 歷史 |
| GSGoldman Sachs Group Inc | Stock | 6,351 | $207.7 萬 | 0.3% | – | – | 歷史 |
| PORPortland General Electric Co | COM NEW | 43,579 | $206.9 萬 | 0.3% | – | – | 歷史 |
| CVSCVS Health Corp | Stock | 27,346 | $205.7 萬 | 0.3% | – | – | 歷史 |
| ACHCAcadia Healthcare Company, Inc. | COM | 35,948 | $205.4 萬 | 0.3% | – | – | 歷史 |
| BIDUBaidu, Inc. | ADR | 9,358 | $203.6 萬 | 0.3% | – | – | 歷史 |
| NEENextera Energy Inc | Stock | 26,560 | $200.8 萬 | 0.3% | – | – | 歷史 |
| BABoeing Co | Stock | 7,837 | $199.6 萬 | 0.3% | – | – | 歷史 |
| CCChemours Co | Stock | 71,290 | $199.0 萬 | 0.3% | – | – | 歷史 |
| OECOrion S.A. | COM | 98,981 | $195.2 萬 | 0.3% | – | – | 歷史 |
| UALUnited Airlines Holdings, Inc. | COM | 33,790 | $194.4 萬 | 0.3% | – | – | 歷史 |
| FHNFirst Horizon Corp | COM | 114,921 | $194.3 萬 | 0.3% | – | – | 歷史 |
| BPOPPopular, Inc. | COM NEW | 27,506 | $193.4 萬 | 0.3% | – | – | 歷史 |
| MXIMMaxim Integrated Products Inc | COM | 21,146 | $193.2 萬 | 0.3% | – | – | 歷史 |
| TDGTransDigm Group INC | COM | 3,282 | $193.0 萬 | 0.3% | – | – | 歷史 |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 16,070 | $190.1 萬 | 0.3% | – | – | 歷史 |
| DALDelta Air Lines, Inc. | COM NEW | 39,225 | $189.4 萬 | 0.3% | – | – | 歷史 |
| SGISomnigroup International Inc. | COM | 51,530 | $188.4 萬 | 0.3% | – | – | 歷史 |
| NCLHNorwegian Cruise Line Holdings Ltd. | SHS | 67,787 | $187.0 萬 | 0.3% | – | – | 歷史 |