Quantitative Systematic Strategies

Quantitative Systematic Strategies as of March 31, 2020

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 241 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Total World Stock Idx (VT) 5.4 $6.6M 105k 62.80
Microsoft Corporation (MSFT) 1.8 $2.2M 14k 157.71
Amazon (AMZN) 1.6 $2.0M 1.0k 1949.55
Bristol Myers Squibb (BMY) 1.6 $1.9M 35k 55.73
Fidelity National Information Services (FIS) 1.5 $1.8M 15k 121.66
Boston Scientific Corporation (BSX) 1.4 $1.7M 51k 32.62
Merck & Co (MRK) 1.3 $1.6M 21k 76.95
Paypal Holdings (PYPL) 1.2 $1.4M 15k 95.72
Fortive (FTV) 1.1 $1.3M 24k 55.19
Encompass Health Corp (EHC) 1.1 $1.3M 20k 64.04
Allstate Corporation (ALL) 1.0 $1.3M 14k 91.75
United Technologies Corporation 1.0 $1.3M 13k 94.34
Charter Communications Inc New Cl A cl a (CHTR) 1.0 $1.2M 2.8k 436.46
Medtronic (MDT) 1.0 $1.2M 13k 90.18
Procter & Gamble Company (PG) 0.9 $1.1M 9.8k 109.97
Crown Castle Intl (CCI) 0.9 $1.1M 7.4k 144.36
Novartis (NVS) 0.9 $1.1M 13k 82.41
Micron Technology (MU) 0.8 $1.0M 24k 42.04
Catalent (CTLT) 0.8 $1.0M 20k 51.94
Centene Corporation (CNC) 0.8 $991k 17k 59.42
Alphabet Inc Class C cs (GOOG) 0.8 $988k 850.00 1162.35
Goldman Sachs (GS) 0.8 $976k 6.3k 154.65
Duke Energy (DUK) 0.8 $952k 12k 80.91
Pepsi (PEP) 0.8 $947k 7.9k 120.12
Bank of New York Mellon Corporation (BK) 0.8 $942k 28k 33.68
NVIDIA Corporation (NVDA) 0.8 $936k 3.6k 263.59
Metropcs Communications (TMUS) 0.8 $926k 11k 83.87
Hp (HPQ) 0.8 $920k 53k 17.36
Adobe Systems Incorporated (ADBE) 0.7 $914k 2.9k 318.36
Cisco Systems (CSCO) 0.7 $912k 23k 39.29
Netflix (NFLX) 0.7 $893k 2.4k 375.68
Liberty Media Corp Delaware Com A Siriusxm 0.7 $890k 28k 31.68
Renaissance Re Holdings Ltd Cmn (RNR) 0.7 $877k 5.9k 149.28
Fiserv (FI) 0.7 $861k 9.1k 94.98
Lockheed Martin Corporation (LMT) 0.7 $838k 2.5k 338.86
Western Digital (WDC) 0.7 $831k 20k 41.64
Intel Corporation (INTC) 0.7 $798k 15k 54.12
Deere & Company (DE) 0.6 $793k 5.7k 138.11
Capital One Financial (COF) 0.6 $777k 15k 50.44
McKesson Corporation (MCK) 0.6 $774k 5.7k 135.20
Equinix (EQIX) 0.6 $771k 1.2k 624.80
Nevro (NVRO) 0.6 $763k 7.6k 100.04
Xylem (XYL) 0.6 $758k 12k 65.10
Charles River Laboratories (CRL) 0.6 $757k 6.0k 126.19
Analog Devices (ADI) 0.6 $752k 8.4k 89.66
Liberty Global Inc C 0.6 $743k 47k 15.72
Intuitive Surgical (ISRG) 0.6 $740k 1.5k 494.98
Ametek (AME) 0.6 $740k 10k 72.05
AstraZeneca (AZN) 0.6 $724k 16k 44.69
Baidu (BIDU) 0.6 $719k 7.1k 100.77
Alibaba Group Holding (BABA) 0.6 $712k 3.7k 194.38
Union Pacific Corporation (UNP) 0.6 $704k 5.0k 141.00
Unilever 0.6 $699k 14k 48.77
State Street Corporation (STT) 0.6 $685k 13k 53.27
Horizon Therapeutics 0.6 $684k 23k 29.62
JPMorgan Chase & Co. (JPM) 0.6 $683k 7.6k 90.07
Interpublic Group of Companies (IPG) 0.5 $658k 41k 16.19
BioMarin Pharmaceutical (BMRN) 0.5 $647k 7.7k 84.48
Nordson Corporation (NDSN) 0.5 $645k 4.8k 135.11
LHC 0.5 $643k 4.6k 140.24
Qorvo (QRVO) 0.5 $629k 7.8k 80.59
PerkinElmer (RVTY) 0.5 $629k 8.4k 75.33
salesforce (CRM) 0.5 $610k 4.2k 144.04
Masimo Corporation (MASI) 0.5 $606k 3.4k 176.99
Regions Financial Corporation (RF) 0.5 $602k 67k 8.96
Consolidated Edison (ED) 0.5 $601k 7.7k 77.99
Wells Fargo & Company (WFC) 0.5 $595k 21k 28.72
Chemocentryx 0.5 $587k 15k 40.16
Progressive Corporation (PGR) 0.5 $585k 7.9k 73.86
Voya Financial (VOYA) 0.5 $584k 14k 40.57
Citigroup (C) 0.5 $575k 14k 42.10
Becton, Dickinson and (BDX) 0.5 $574k 2.5k 229.60
Allergan 0.5 $557k 3.1k 177.11
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.5 $555k 15k 37.03
American Tower Reit (AMT) 0.5 $551k 2.5k 217.79
Curtiss-Wright (CW) 0.4 $539k 5.8k 92.36
Change Healthcare 0.4 $538k 54k 9.98
Humana (HUM) 0.4 $535k 1.7k 314.15
Truist Financial Corp equities (TFC) 0.4 $534k 17k 30.82
E TRADE Financial Corporation 0.4 $532k 16k 34.30
Gw Pharmaceuticals Plc ads 0.4 $530k 6.1k 87.57
IDEX Corporation (IEX) 0.4 $518k 3.8k 137.99
MasterCard Incorporated (MA) 0.4 $510k 2.1k 241.59
Arena Pharmaceuticals 0.4 $509k 12k 41.98
Dover Corporation (DOV) 0.4 $508k 6.1k 83.88
Bunge 0.4 $501k 12k 41.05
Linde 0.4 $497k 2.9k 172.87
Norfolk Southern (NSC) 0.4 $489k 3.3k 146.01
First Horizon National Corporation (FHN) 0.4 $483k 60k 8.06
Jd (JD) 0.4 $474k 12k 40.49
Agios Pharmaceuticals (AGIO) 0.4 $474k 13k 35.51
Baxter International (BAX) 0.4 $471k 5.8k 81.26
Fox Corp (FOXA) 0.4 $463k 20k 23.64
Novo Nordisk A/S (NVO) 0.4 $460k 7.6k 60.19
Intercontinental Exchange (ICE) 0.4 $459k 5.7k 80.71
Constellation Pharmceticls I 0.4 $452k 14k 31.42
Alliant Energy Corporation (LNT) 0.4 $452k 9.4k 48.30
Dupont De Nemours (DD) 0.4 $444k 13k 34.09
Prologis (PLD) 0.4 $442k 5.5k 80.42
National Instruments 0.4 $440k 13k 33.10
Quest Diagnostics Incorporated (DGX) 0.4 $434k 5.4k 80.24
Take-Two Interactive Software (TTWO) 0.4 $432k 3.6k 118.49
CF Industries Holdings (CF) 0.4 $431k 16k 27.20
Mirati Therapeutics 0.4 $431k 5.6k 76.79
Sage Therapeutics (SAGE) 0.4 $430k 15k 28.74
Cyrusone 0.4 $430k 7.0k 61.78
Dentsply Sirona (XRAY) 0.4 $428k 11k 38.84
Intuit (INTU) 0.4 $428k 1.9k 230.23
CoreSite Realty 0.3 $424k 3.7k 115.97
Vodafone Group New Adr F (VOD) 0.3 $423k 31k 13.78
Applied Materials (AMAT) 0.3 $420k 9.2k 45.86
Wal-Mart Stores (WMT) 0.3 $411k 3.6k 113.54
Lam Research Corporation (LRCX) 0.3 $409k 1.7k 239.74
Kimberly-Clark Corporation (KMB) 0.3 $406k 3.2k 127.75
Sirius Xm Holdings (SIRI) 0.3 $393k 80k 4.94
Mondelez Int (MDLZ) 0.3 $392k 7.8k 50.06
Fifth Third Ban (FITB) 0.3 $388k 26k 14.84
EXACT Sciences Corporation (EXAS) 0.3 $385k 6.6k 57.96
Molina Healthcare (MOH) 0.3 $384k 2.8k 139.64
Walgreen Boots Alliance (WBA) 0.3 $377k 8.2k 45.76
Costco Wholesale Corporation (COST) 0.3 $375k 1.3k 285.39
FirstEnergy (FE) 0.3 $375k 9.4k 40.08
Hca Holdings (HCA) 0.3 $371k 4.1k 89.92
Nvent Electric Plc Voting equities (NVT) 0.3 $360k 21k 16.86
Northrop Grumman Corporation (NOC) 0.3 $358k 1.2k 302.62
Zscaler Incorporated (ZS) 0.3 $354k 5.8k 60.89
Datadog Inc Cl A (DDOG) 0.3 $352k 9.8k 35.99
Immunomedics 0.3 $349k 26k 13.47
Verizon Communications (VZ) 0.3 $349k 6.5k 53.73
Eli Lilly & Co. (LLY) 0.3 $347k 2.5k 138.80
Advanced Micro Devices (AMD) 0.3 $342k 7.5k 45.42
Equity Residential (EQR) 0.3 $341k 5.5k 61.66
James River Group Holdings L (JRVR) 0.3 $341k 9.4k 36.22
AECOM Technology Corporation (ACM) 0.3 $336k 11k 29.86
Synovus Finl (SNV) 0.3 $335k 19k 17.57
Cigna Corp (CI) 0.3 $329k 1.9k 177.36
Twist Bioscience Corp (TWST) 0.3 $328k 11k 30.54
Discover Financial Services (DFS) 0.3 $326k 9.1k 35.66
Nxp Semiconductors N V (NXPI) 0.3 $324k 3.9k 82.99
Citrix Systems 0.3 $323k 2.3k 141.60
Shaw Communications Inc cl b conv 0.3 $317k 20k 16.20
Assurant (AIZ) 0.3 $313k 3.0k 104.13
Entergy Corporation (ETR) 0.3 $311k 3.3k 94.01
Blueprint Medicines (BPMC) 0.3 $308k 5.3k 58.54
Zebra Technologies (ZBRA) 0.2 $305k 1.7k 183.62
Lowe's Companies (LOW) 0.2 $303k 3.5k 85.93
VMware 0.2 $303k 2.5k 120.91
Chewy Inc cl a (CHWY) 0.2 $302k 8.1k 37.46
Key (KEY) 0.2 $300k 29k 10.37
Electronic Arts (EA) 0.2 $300k 3.0k 100.23
Cytokinetics Inc note 4.000%11/1 0.2 $299k 25k 11.80
Zoom Video Communications In cl a (ZM) 0.2 $297k 2.0k 146.31
AutoZone (AZO) 0.2 $296k 350.00 845.71
Public Service Enterprise (PEG) 0.2 $292k 6.5k 44.96
Ameriprise Financial (AMP) 0.2 $290k 2.8k 102.40
Ringcentral (RNG) 0.2 $289k 1.4k 211.57
First Industrial Realty Trust (FR) 0.2 $288k 8.7k 33.24
Ameris Ban (ABCB) 0.2 $282k 12k 23.78
Invitation Homes (INVH) 0.2 $281k 13k 21.33
Teva Pharmaceutical Industries (TEVA) 0.2 $279k 31k 8.98
Mongodb Inc. Class A (MDB) 0.2 $278k 2.0k 136.68
W.W. Grainger (GWW) 0.2 $277k 1.1k 248.21
Fate Therapeutics (FATE) 0.2 $277k 13k 22.20
Simply Good Foods (SMPL) 0.2 $276k 14k 19.29
Adverum Biotechnologies 0.2 $275k 28k 9.79
TAL Education (TAL) 0.2 $269k 5.1k 53.21
Bio-Rad Laboratories (BIO) 0.2 $268k 765.00 350.33
Axa Equitable Hldgs 0.2 $263k 18k 14.46
Dicerna Pharmaceuticals 0.2 $263k 14k 18.36
Momenta Pharmaceuticals 0.2 $262k 9.7k 27.15
Mersana Therapeutics (MRSN) 0.2 $257k 44k 5.83
Slack Technologies 0.2 $256k 9.5k 26.84
Itt (ITT) 0.2 $255k 5.6k 45.39
Inovalon Holdings Inc Cl A 0.2 $251k 15k 16.64
Ascendis Pharma A S (ASND) 0.2 $251k 2.2k 112.56
UnitedHealth (UNH) 0.2 $251k 1.0k 248.76
Arch Capital Group (ACGL) 0.2 $250k 8.8k 28.49
Chevron Corporation (CVX) 0.2 $245k 3.4k 72.49
Owens Corning (OC) 0.2 $245k 6.3k 38.82
Pinnacle West Capital Corporation (PNW) 0.2 $244k 3.2k 75.78
Immunovant (IMVT) 0.2 $241k 16k 15.54
Evergy (EVRG) 0.2 $241k 4.4k 54.96
Rio Tinto (RIO) 0.2 $240k 5.3k 45.56
NiSource (NI) 0.2 $238k 9.5k 24.95
Stag Industrial (STAG) 0.2 $237k 11k 22.49
Nexstar Broadcasting (NXST) 0.2 $236k 4.1k 57.63
Alexandria Real Estate Equities (ARE) 0.2 $235k 1.7k 137.11
Nike (NKE) 0.2 $235k 2.8k 82.63
Realty Income (O) 0.2 $234k 4.7k 49.88
Alleghany Corporation 0.2 $233k 422.00 552.13
Teladoc (TDOC) 0.2 $233k 1.5k 155.33
Regal-beloit Corporation (RRX) 0.2 $228k 3.6k 62.84
Biogen Idec (BIIB) 0.2 $227k 719.00 315.72
Madison Square Garden Cl A (MSGS) 0.2 $227k 1.1k 211.56
Cannae Holdings (CNNE) 0.2 $227k 6.8k 33.53
Dex (DXCM) 0.2 $226k 838.00 269.69
Dollar General (DG) 0.2 $222k 1.5k 150.71
Willis Towers Watson (WTW) 0.2 $221k 1.3k 170.00
Axsome Therapeutics (AXSM) 0.2 $217k 3.7k 58.74
Delta Air Lines (DAL) 0.2 $215k 7.5k 28.57
Akamai Technologies (AKAM) 0.2 $214k 2.3k 91.41
Exelixis (EXEL) 0.2 $214k 13k 17.18
10x Genomics Inc Cl A (TXG) 0.2 $209k 3.4k 62.30
Lpl Financial Holdings (LPLA) 0.2 $208k 3.8k 54.54
Nutrien (NTR) 0.2 $207k 6.1k 33.97
FedEx Corporation (FDX) 0.2 $203k 1.7k 121.56
Enstar Group (ESGR) 0.2 $201k 1.3k 159.27
Rocket Pharmaceuticals (RCKT) 0.2 $201k 14k 13.98
McDonald's Corporation (MCD) 0.2 $200k 1.2k 165.02
Alkermes (ALKS) 0.1 $181k 13k 14.45
Switch Inc cl a 0.1 $174k 12k 14.45
Olin Corporation (OLN) 0.1 $170k 15k 11.70
Sterling Bancorp 0.1 $166k 16k 10.43
Aurinia Pharmaceuticals (AUPH) 0.1 $163k 11k 14.53
Telefonaktiebolaget LM Ericsson (ERIC) 0.1 $158k 20k 8.10
Hilltop Holdings (HTH) 0.1 $156k 10k 15.13
Brp Group (BRP) 0.1 $143k 14k 10.56
Heron Therapeutics (HRTX) 0.1 $139k 12k 11.71
Brookdale Senior Living (BKD) 0.1 $138k 44k 3.11
Tim Participacoes Sa- 0.1 $135k 11k 12.14
Constellium Se cl a (CSTM) 0.1 $132k 25k 5.21
Hewlett Packard Enterprise (HPE) 0.1 $130k 13k 9.68
MGIC Investment (MTG) 0.1 $129k 20k 6.36
Akebia Therapeutics (AKBA) 0.1 $117k 15k 7.61
Minerva Neurosciences 0.1 $116k 19k 6.03
Parsley Energy Inc-class A 0.1 $107k 19k 5.74
Myovant Sciences 0.1 $104k 14k 7.55
Selecta Biosciences (RNAC) 0.1 $90k 37k 2.42
Verastem 0.1 $89k 34k 2.65
BioCryst Pharmaceuticals (BCRX) 0.1 $89k 45k 1.99
Noble Energy 0.1 $84k 14k 6.01
Navient Corporation equity (NAVI) 0.1 $82k 11k 7.62
Trillium Therapeutics, Inc. Cmn 0.1 $73k 18k 4.03
International Game Technology (IGT) 0.1 $64k 11k 5.93
Iveric Bio 0.1 $63k 18k 3.46
Amarin Corporation (AMRN) 0.0 $61k 15k 3.98
Viewray (VRAYQ) 0.0 $43k 17k 2.50
Venator Materials 0.0 $41k 24k 1.72
BGC Partners 0.0 $37k 15k 2.52
Phasebio Pharmaceuticals (PHASQ) 0.0 $36k 11k 3.29
WisdomTree Investments (WT) 0.0 $27k 12k 2.32