Quantitative Systematic Strategies LLC — Q1 2021 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001591902

Total reported value

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Full holdings list this quarter

Showing top 200 holdings (of 592 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VT	Vanguard Tot World Stk ETF	ETF-Other	1.57%	—	—
2	META	Meta Platforms Inc-class A	Stock-Comm Services	1.02%	—	+53.87%
3	CRL	Charles River Laboratories	Stock-Healthcare	0.91%	—	-13.62%
4	MRK	Merck & Co. INC.	Stock-Healthcare	0.87%	—	+171.74%
5	MA	Mastercard INC - A	Stock-Financials	0.82%	—	+579.28%
6	RTX	Rtx CORP	Stock-Industrials	0.81%	—	+112.00%
7	MDT	Medtronic plc	Stock-Healthcare	0.80%	—	+0.25%
8	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.79%	—	+363.32%
9	PEP	Pepsico INC	Stock-Consumer Staples	0.74%	—	+130.05%
10	MSFT	Microsoft CORP	Stock-Tech	0.72%	—	+0.21%
11	AEP	American Electric Power	Stock-Utilities	0.71%	—	+600.56%
12	✓	Laboratory CORP Amer Hldgs	Stock-Other	0.68%	—	+25.19%
13	MCK	Mckesson CORP	Stock-Healthcare	0.67%	—	+7.33%
14	ADC	Agree Realty CORP	Stock-Real Estate	0.67%	—	+12.97%
15	AMAT	Applied Materials INC	Stock-Tech	0.66%	—	+33.97%
16	INVH	Invitation Homes INC	Stock-Real Estate	0.65%	—	-5.33%
17	EHC	Encompass Health CORP	Stock-Healthcare	0.61%	—	-3.49%
18	GPN	Global Payments INC	Stock-Industrials	0.61%	—	+79.84%
19	NVST	Envista Holdings CORP	Stock-Healthcare	0.60%	—	-3.18%
20	ATO	Atmos Energy CORP	Stock-Utilities	0.59%	—	-27.46%
21	RACE	Ferrari N.V.	Stock-Consumer Disc	0.57%	—	+67.00%
22	NOW	Servicenow INC	Stock-Tech	0.57%	—	-8.11%
23	UDR	Udr INC	Stock-Real Estate	0.56%	—	+2.08%
24	EXC	Exelon CORP	Stock-Utilities	0.55%	—	—
25	ES	Eversource Energy	Stock-Utilities	0.55%	—	+29.54%
26	CSCO	Cisco Systems INC	Stock-Tech	0.55%	—	—
27	PH	Parker Hannifin CORP	Stock-Industrials	0.55%	—	-34.46%
28	BDX	Becton Dickinson And Co	Stock-Healthcare	0.55%	—	+47.69%
29	BAC	Bank Of America CORP	Stock-Financials	0.54%	—	+33.27%
30	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.54%	—	—
31	KO	Coca-cola Co/the	Stock-Consumer Staples	0.53%	—	+18.69%
32	DOC	Healthpeak Properties INC	Stock-Real Estate	0.52%	—	+287.70%
33	KEY	Keycorp	Stock-Financials	0.50%	—	+1096.79%
34	HUN	Huntsman CORP	Stock-Materials	0.48%	—	+69.18%
35	WRI	Weingarten Realty Investors	Stock-Other	0.48%	—	-1.55%
36	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.48%	—	+410.71%
37	PZZA	Papa John's Intl INC	Stock-Other	0.47%	—	-13.38%
38	CNP	Centerpoint Energy INC	Stock-Utilities	0.47%	—	+104.93%
39	FDX	Fedex CORP	Stock-Industrials	0.47%	—	—
40	HRUSD	Healthcare Realty Trust INC	Stock-Other	0.47%	—	-13.67%
41	CZR 5 10-01-24	Caesars Holdings INC	Stock-Consumer Disc	0.46%	—	+428.76%
42	INTU	Intuit INC	Stock-Tech	0.45%	—	-34.57%
43	MU	Micron Technology INC	Stock-Tech	0.45%	—	-33.84%
44	CNC	Centene CORP	Stock-Healthcare	0.45%	—	+75.15%
45	TROX	Tronox Holdings plc	Stock-Other	0.44%	—	+459.76%
46	ETN	Eaton Corporation plc	Stock-Industrials	0.42%	—	+47.67%
47	VER	Vereit INC	Stock-Other	0.42%	—	—
48	CAT	Caterpillar INC	Stock-Industrials	0.41%	—	-23.84%
49	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.41%	—	+40.57%
50	NOC	Northrop Grumman CORP	Stock-Industrials	0.40%	—	+81.15%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MA	Mastercard INC - A	+0.7%	+579.28%	Add
2	MCD	Mcdonald's CORP	+0.6%	+363.32%	Add
3	AEP	American Electric Power	+0.6%	+600.56%	Add
4	MRK	Merck & Co. INC.	+0.6%	+171.74%	Add
5	RTX	Rtx CORP	+0.5%	+112.00%	Add
6	KEY	Keycorp	+0.5%	+1096.79%	Add
7	META	Meta Platforms Inc-class A	+0.5%	+53.87%	Add
8	PEP	Pepsico INC	+0.4%	+130.05%	Add
9	NXPI	NXP Semiconductors N.V.	+0.4%	+410.71%	Add
10	DOC	Healthpeak Properties INC	+0.4%	+287.70%	Add
11	CZR 5 10-01-24	Caesars Holdings INC	+0.4%	+428.76%	Add
12	TROX	Tronox Holdings plc	+0.4%	+459.76%	Add
13	SRE	Sempra	-0.3%	-74.06%	Trim
14	GS	Goldman Sachs Group INC	-0.3%	-64.14%	Trim
15	ADBE	Adobe INC	-0.4%	-49.96%	Trim
16	MNST	Monster Beverage CORP	-0.4%	-58.35%	Trim
17	UNIT	Uniti Group Inc.	-0.4%	-89.99%	Trim
18	D	Dominion Energy INC	-0.4%	-55.40%	Trim
19	BG	Bunge Global SA	-0.4%	-72.87%	Trim
20	RNR	RenaissanceRe Holdings Ltd.	-0.4%	-69.63%	Trim
21	LIN	Linde plc	-0.4%	-86.07%	Trim
22	TGT	Target CORP	-0.6%	-89.45%	Trim
23	TMUS	T-mobile US INC	-0.8%	-83.13%	Trim
24	AMZN	Amazon.com INC	-1.3%	-88.47%	Trim
25	FISV	Fiserv INC	—	EXIT	Sold out
26	HD	Home Depot INC	—	EXIT	Sold out
27	SYF	Synchrony Financial	—	EXIT	Sold out
28	ACGL	Arch Capital Group Ltd.	—	EXIT	Sold out
29	BBL	Bhp Group Plc-adr	—	EXIT	Sold out
30	DISCKUSD	Discovery Inc-c	—	EXIT	Sold out
31	EXC	Exelon CORP	—	NEW	New buy
32	CSCO	Cisco Systems INC	—	NEW	New buy
33	GOOGL	Alphabet Inc-cl A	—	NEW	New buy
34	HCA	Hca Healthcare INC	—	EXIT	Sold out
35	ADI	Analog Devices INC	—	EXIT	Sold out
36	MKL	Markel Group INC	—	EXIT	Sold out
37	GOOG	Alphabet Inc-cl C	—	EXIT	Sold out
38	HTAEUR	Healthcare Trust Of Ame-cl A	—	EXIT	Sold out
39	FITB	Fifth Third Bancorp	—	EXIT	Sold out
40	FDX	Fedex CORP	—	NEW	New buy
41	BSX	Boston Scientific CORP	—	EXIT	Sold out
42	VER	Vereit INC	—	NEW	New buy
43	QRVO	Qorvo INC	—	EXIT	Sold out
44	CMS	Cms Energy CORP	—	NEW	New buy
45	UNP	Union Pacific CORP	—	EXIT	Sold out
46	ROST	Ross Stores INC	—	EXIT	Sold out
47	NOMD	Nomad Foods Limited	—	NEW	New buy
48	MO	Altria Group INC	—	NEW	New buy
49	CPT	Camden Property Trust	—	NEW	New buy
50	USB	US Bancorp	—	EXIT	Sold out