Quantitative Systematic Strategies LLC — Q2 2021 13F Holdings

Name: Quantitative Systematic Strategies LLC — 13F Holdings, Q2 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 448 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VT	Vanguard Tot World Stk ETF	ETF-Other	3.78%	—	—
2	AEP	American Electric Power	Stock-Utilities	0.91%	—	-42.99%
3	HUM	Humana INC	Stock-Healthcare	0.90%	—	—
4	MDT	Medtronic plc	Stock-Healthcare	0.87%	—	-54.03%
5	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.82%	—	-43.00%
6	UDR	Udr INC	Stock-Real Estate	0.79%	—	-43.51%
7	WMT	Walmart INC	Stock-Consumer Staples	0.76%	—	—
8	NTR	Nutrien LTD	Stock-Materials	0.69%	—	—
9	META	Meta Platforms Inc-class A	Stock-Comm Services	0.69%	—	-74.62%
10	NVST	Envista Holdings CORP	Stock-Healthcare	0.67%	—	-53.20%
11	TU	Telus CORP	Stock-Other	0.65%	—	+4.87%
12	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.61%	—	—
13	INVH	Invitation Homes INC	Stock-Real Estate	0.61%	—	-64.17%
14	MSFT	Microsoft CORP	Stock-Tech	0.59%	—	-68.01%
15	TXRH	Texas Roadhouse INC	Stock-Consumer Disc	0.59%	—	—
16	HRUSD	Healthcare Realty Trust INC	Stock-Other	0.58%	—	-44.11%
17	AMZN	Amazon.com INC	Stock-Consumer Disc	0.58%	—	+32.51%
18	WLK	Westlake CORP	Stock-Materials	0.58%	—	+58.09%
19	EHC	Encompass Health CORP	Stock-Healthcare	0.56%	—	-57.67%
20	NNN	Nnn Reit INC	Stock-Real Estate	0.55%	—	+299.26%
21	MKC	Mccormick & Co-non Vtg Shrs	Stock-Consumer Staples	0.53%	—	—
22	EVRG	Evergy INC	Stock-Utilities	0.53%	—	-41.37%
23	KEY	Keycorp	Stock-Financials	0.52%	—	-56.13%
24	CRL	Charles River Laboratories	Stock-Healthcare	0.51%	—	-80.60%
25	RACE	Ferrari N.V.	Stock-Consumer Disc	0.50%	—	-60.31%
26	RSG	Republic Services INC	Stock-Industrials	0.50%	—	—
27	MGP	Mgm Growth Properties Llc-a	Stock-Other	0.50%	—	-50.23%
28	LW	Lamb Weston Holdings INC	Stock-Consumer Staples	0.48%	—	+168.89%
29	NVROEUR	Nevro CORP	Stock-Other	0.47%	—	-35.73%
30	PZZA	Papa John's Intl INC	Stock-Other	0.47%	—	-62.60%
31	PFGC	Performance Food Group Co	Stock-Consumer Staples	0.46%	—	—
32	IP	International Paper Co	Stock-Consumer Disc	0.46%	—	—
33	GPN	Global Payments INC	Stock-Industrials	0.46%	—	-64.08%
34	CRM	Salesforce INC	Stock-Tech	0.45%	—	—
35	HUN	Huntsman CORP	Stock-Materials	0.45%	—	-55.03%
36	LIN	Linde plc	Stock-Materials	0.45%	—	+141.61%
37	PEP	Pepsico INC	Stock-Consumer Staples	0.44%	—	-74.92%
38	AMAT	Applied Materials INC	Stock-Tech	0.44%	—	-72.42%
39	DOC	Healthpeak Properties INC	Stock-Real Estate	0.43%	—	-65.16%
40	OTIS	Otis Worldwide CORP	Stock-Industrials	0.43%	—	-11.37%
41	RTX	Rtx CORP	Stock-Industrials	0.42%	—	-79.03%
42	VYX	Ncr Voyix CORP	Stock-Tech	0.42%	—	+10.90%
43	NI	Nisource INC	Stock-Utilities	0.42%	—	—
44	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.41%	—	-77.40%
45	ADI	Analog Devices INC	Stock-Tech	0.41%	—	—
46	BIO	Bio-rad Laboratories-a	Stock-Healthcare	0.41%	—	-60.59%
47	TGT	Target CORP	Stock-Consumer Disc	0.40%	—	+61.05%
48	CTLTEUR	Catalent INC	Stock-Other	0.40%	—	+50.76%
49	✓	Laboratory CORP Amer Hldgs	Stock-Other	0.39%	—	-76.34%
50	PH	Parker Hannifin CORP	Stock-Industrials	0.39%	—	-67.17%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Systematic Strategies LLC for the quarter ending Q2 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VT	Vanguard Tot World Stk ETF	—	EXIT	Sold out
2	META	Meta Platforms Inc-class A	—	EXIT	Sold out
3	CRL	Charles River Laboratories	—	EXIT	Sold out
4	MRK	Merck & Co. INC.	—	EXIT	Sold out
5	MA	Mastercard INC - A	—	EXIT	Sold out
6	RTX	Rtx CORP	—	EXIT	Sold out
7	MDT	Medtronic plc	—	EXIT	Sold out
8	MCD	Mcdonald's CORP	—	EXIT	Sold out
9	PEP	Pepsico INC	—	EXIT	Sold out
10	MSFT	Microsoft CORP	—	EXIT	Sold out
11	AEP	American Electric Power	—	EXIT	Sold out
12	✓	Laboratory CORP Amer Hldgs	—	EXIT	Sold out
13	MCK	Mckesson CORP	—	EXIT	Sold out
14	ADC	Agree Realty CORP	—	EXIT	Sold out
15	AMAT	Applied Materials INC	—	EXIT	Sold out
16	INVH	Invitation Homes INC	—	EXIT	Sold out
17	EHC	Encompass Health CORP	—	EXIT	Sold out
18	GPN	Global Payments INC	—	EXIT	Sold out
19	NVST	Envista Holdings CORP	—	EXIT	Sold out
20	ATO	Atmos Energy CORP	—	EXIT	Sold out
21	RACE	Ferrari N.V.	—	EXIT	Sold out
22	NOW	Servicenow INC	—	EXIT	Sold out
23	UDR	Udr INC	—	EXIT	Sold out
24	EXC	Exelon CORP	—	EXIT	Sold out
25	ES	Eversource Energy	—	EXIT	Sold out
26	CSCO	Cisco Systems INC	—	EXIT	Sold out
27	PH	Parker Hannifin CORP	—	EXIT	Sold out
28	BDX	Becton Dickinson And Co	—	EXIT	Sold out
29	BAC	Bank Of America CORP	—	EXIT	Sold out
30	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
31	KO	Coca-cola Co/the	—	EXIT	Sold out
32	DOC	Healthpeak Properties INC	—	EXIT	Sold out
33	KEY	Keycorp	—	EXIT	Sold out
34	HUN	Huntsman CORP	—	EXIT	Sold out
35	WRI	Weingarten Realty Investors	—	EXIT	Sold out
36	NXPI	NXP Semiconductors N.V.	—	EXIT	Sold out
37	PZZA	Papa John's Intl INC	—	EXIT	Sold out
38	CNP	Centerpoint Energy INC	—	EXIT	Sold out
39	FDX	Fedex CORP	—	EXIT	Sold out
40	HRUSD	Healthcare Realty Trust INC	—	EXIT	Sold out
41	CZR 5 10-01-24	Caesars Holdings INC	—	EXIT	Sold out
42	INTU	Intuit INC	—	EXIT	Sold out
43	MU	Micron Technology INC	—	EXIT	Sold out
44	CNC	Centene CORP	—	EXIT	Sold out
45	TROX	Tronox Holdings plc	—	EXIT	Sold out
46	ETN	Eaton Corporation plc	—	EXIT	Sold out
47	VER	Vereit INC	—	EXIT	Sold out
48	CAT	Caterpillar INC	—	EXIT	Sold out
49	BIO	Bio-rad Laboratories-a	—	EXIT	Sold out
50	NOC	Northrop Grumman CORP	—	EXIT	Sold out