Quantitative Systematic Strategies

Latest statistics and disclosures from Quantitative Systematic Strategies's latest quarterly 13F-HR filing:

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Portfolio Holdings for Quantitative Systematic Strategies

Companies in the Quantitative Systematic Strategies portfolio as of the March 2021 quarterly 13F filing

Quantitative Systematic Strategies has 592 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Intl Equity Index F Tt Wrld St Etf (VT) 1.6 $10M 105k 97.29
Facebook Cl A (FB) 1.0 $6.6M +53% 22k 294.52
Charles River Laboratories (CRL) 0.9 $5.9M -13% 20k 289.83
Merck & Co (MRK) 0.9 $5.6M +171% 73k 77.09
Mastercard Incorporated Cl A (MA) 0.8 $5.3M +579% 15k 356.04
Raytheon Technologies Corp (RTX) 0.8 $5.2M +111% 68k 77.26
Medtronic SHS (MDT) 0.8 $5.2M 44k 118.13
McDonald's Corporation (MCD) 0.8 $5.1M +363% 23k 224.14
Pepsi (PEP) 0.7 $4.8M +130% 34k 141.46
Microsoft Corporation (MSFT) 0.7 $4.6M 20k 235.78
American Electric Power Company (AEP) 0.7 $4.6M +600% 54k 84.70
Laboratory Corp Amer Hldgs Com New (LH) 0.7 $4.4M +25% 17k 255.02
McKesson Corporation (MCK) 0.7 $4.4M +7% 22k 195.06
Agree Realty Corporation (ADC) 0.7 $4.4M +12% 65k 67.30

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Applied Materials (AMAT) 0.7 $4.3M +33% 32k 133.60
Invitation Homes (INVH) 0.7 $4.2M -5% 132k 31.99
Encompass Health Corp (EHC) 0.6 $4.0M -3% 48k 81.91
Global Payments (GPN) 0.6 $3.9M +79% 20k 201.56
Envista Hldgs Corp (NVST) 0.6 $3.9M -3% 95k 40.80
Atmos Energy Corporation (ATO) 0.6 $3.8M -27% 38k 98.85
Ferrari Nv Ord (RACE) 0.6 $3.7M +66% 18k 209.27
Servicenow (NOW) 0.6 $3.7M -8% 7.3k 500.14
Udr (UDR) 0.6 $3.6M +2% 82k 43.86
Exelon Corporation (EXC) 0.6 $3.6M NEW 82k 43.73
Eversource Energy (ES) 0.6 $3.6M +29% 41k 86.59
Cisco Systems (CSCO) 0.5 $3.5M NEW 68k 51.71
Parker-Hannifin Corporation (PH) 0.5 $3.5M -34% 11k 315.46
Becton, Dickinson and (BDX) 0.5 $3.5M +47% 15k 243.18
Bank of America Corporation (BAC) 0.5 $3.5M +33% 90k 38.69
Alphabet Cap Stk Cl A (GOOGL) 0.5 $3.5M NEW 1.7k 2062.28
Coca-Cola Company (KO) 0.5 $3.4M +18% 65k 52.70
Peak (PEAK) 0.5 $3.4M +287% 106k 31.74
Key (KEY) 0.5 $3.3M +1096% 163k 19.98
Huntsman Corporation (HUN) 0.5 $3.1M +69% 108k 28.83
Weingarten Rlty Invs Sh Ben Int (WRI) 0.5 $3.1M 115k 26.91
Nxp Semiconductors N V (NXPI) 0.5 $3.1M +410% 15k 201.31
Papa John's Int'l (PZZA) 0.5 $3.0M -13% 34k 88.64
CenterPoint Energy (CNP) 0.5 $3.0M +104% 134k 22.65
FedEx Corporation (FDX) 0.5 $3.0M NEW 11k 284.07
Healthcare Realty Trust Incorporated (HR) 0.5 $3.0M -13% 99k 30.32
Caesars Entertainment Corp Note 5.000%10/0 0.5 $3.0M +428% 34k 87.46
Intuit (INTU) 0.5 $2.9M -34% 7.6k 383.02
Micron Technology (MU) 0.4 $2.9M -33% 33k 88.21
Centene Corporation (CNC) 0.4 $2.9M +75% 45k 63.92
Tronox Holdings SHS (TROX) 0.4 $2.8M +459% 154k 18.30
Eaton Corp SHS (ETN) 0.4 $2.7M +47% 20k 138.29
Vereit (VER) 0.4 $2.7M NEW 70k 38.62
Caterpillar (CAT) 0.4 $2.7M -23% 12k 231.86
Bio Rad Labs Cl A (BIO) 0.4 $2.6M +40% 4.6k 571.12
Northrop Grumman Corporation (NOC) 0.4 $2.6M +81% 8.1k 323.70
CMS Energy Corporation (CMS) 0.4 $2.6M NEW 42k 61.23
Mgm Growth Pptys Cl A Com (MGP) 0.4 $2.6M +29% 79k 32.62
Highwoods Properties (HIW) 0.4 $2.6M -38% 60k 42.95
Evergy (EVRG) 0.4 $2.5M +10% 43k 59.54
Nomad Foods Usd Ord Shs (NOMD) 0.4 $2.5M NEW 92k 27.46
Altria (MO) 0.4 $2.5M NEW 49k 51.15
Camden Ppty Tr Sh Ben Int (CPT) 0.4 $2.5M NEW 23k 109.92
Piedmont Office Realty Tr In Com Cl A (PDM) 0.4 $2.5M +15% 143k 17.37
American Water Works (AWK) 0.4 $2.5M -3% 17k 149.91
Constellation Brands Cl A (STZ) 0.4 $2.5M +43% 11k 228.02
Adobe Systems Incorporated (ADBE) 0.4 $2.5M -49% 5.2k 475.30
Twilio Cl A (TWLO) 0.4 $2.4M +13% 7.1k 340.74
First Industrial Realty Trust (FR) 0.4 $2.4M -16% 53k 45.80
Equity Lifestyle Properties (ELS) 0.4 $2.4M -25% 38k 63.64
Horizon Therapeutics Pub L SHS (HZNP) 0.4 $2.3M -37% 26k 92.03
Ameriprise Financial (AMP) 0.4 $2.3M +62% 10k 232.46
Nike CL B (NKE) 0.4 $2.3M +45% 18k 132.89
Anthem (ANTM) 0.4 $2.3M -21% 6.4k 358.99
Accenture Plc Ireland Shs Class A (ACN) 0.4 $2.3M NEW 8.4k 276.28
Equitable Holdings (EQH) 0.4 $2.3M -21% 71k 32.62
Astrazeneca Sponsored Adr (AZN) 0.4 $2.3M +88% 46k 49.72
Dominion Resources (D) 0.4 $2.3M -55% 30k 75.97
Varonis Sys (VRNS) 0.3 $2.2M +168% 44k 51.33
EastGroup Properties (EGP) 0.3 $2.2M -6% 16k 143.31
CF Industries Holdings (CF) 0.3 $2.2M -7% 49k 45.39
Old Republic International Corporation (ORI) 0.3 $2.2M +563% 99k 21.84
Walt Disney Company (DIS) 0.3 $2.2M +59% 12k 184.52
West Pharmaceutical Services (WST) 0.3 $2.2M +16% 7.6k 281.84
Post Holdings Inc Common (POST) 0.3 $2.2M NEW 20k 105.70
Zimmer Holdings (ZBH) 0.3 $2.1M +3% 13k 160.05
Vale S A Sponsored Ads (VALE) 0.3 $2.1M -45% 122k 17.38
Americold Rlty Tr (COLD) 0.3 $2.1M 55k 38.47
Goldman Sachs (GS) 0.3 $2.1M -64% 6.4k 327.04
Portland Gen Elec Com New (POR) 0.3 $2.1M +48% 44k 47.48
CVS Caremark Corporation (CVS) 0.3 $2.1M +65% 27k 75.22
Acadia Healthcare (ACHC) 0.3 $2.1M +21% 36k 57.14
Baidu Spon Adr Rep A (BIDU) 0.3 $2.0M +627% 9.4k 217.57
Nextera Energy (NEE) 0.3 $2.0M +91% 27k 75.60
Boeing Company (BA) 0.3 $2.0M +61% 7.8k 254.69
Chemours (CC) 0.3 $2.0M NEW 71k 27.91
Orion Engineered Carbons (OEC) 0.3 $2.0M -10% 99k 19.72
Hldgs (UAL) 0.3 $1.9M +141% 34k 57.53
First Horizon National Corporation (FHN) 0.3 $1.9M -3% 115k 16.91
Popular Com New (BPOP) 0.3 $1.9M +61% 28k 70.31
Maxim Integrated Products (MXIM) 0.3 $1.9M 21k 91.36
TransDigm Group Incorporated (TDG) 0.3 $1.9M NEW 3.3k 588.06
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.3 $1.9M +42% 16k 118.30
Delta Air Lines Inc Del Com New (DAL) 0.3 $1.9M +51% 39k 48.29
Tempur-Pedic International (TPX) 0.3 $1.9M +37% 52k 36.56
Norwegian Cruise Line Hldg L SHS (NCLH) 0.3 $1.9M +238% 68k 27.59
SYSCO Corporation (SYY) 0.3 $1.9M +53% 24k 78.73
Newmont Mining Corporation (NEM) 0.3 $1.9M +123% 31k 60.28
Monster Beverage Corp (MNST) 0.3 $1.9M -58% 20k 91.11
Alcoa (AA) 0.3 $1.8M +33% 57k 32.50
Las Vegas Sands (LVS) 0.3 $1.8M +37% 30k 60.75
Cytokinetics Note 4.000%11/1 0.3 $1.8M +39% 79k 23.26
Stanley Black & Decker (SWK) 0.3 $1.8M NEW 9.1k 199.72
Assurant (AIZ) 0.3 $1.8M +191% 13k 141.74
Nevro (NVRO) 0.3 $1.8M -45% 13k 139.48
Arena Pharmaceuticals Com New (ARNA) 0.3 $1.7M 25k 69.40
Wynn Resorts (WYNN) 0.3 $1.7M -9% 14k 125.34
Wells Fargo & Company (WFC) 0.3 $1.7M +16% 44k 39.08
Sba Communications Corp Cl A (SBAC) 0.3 $1.7M -44% 6.2k 277.57
Western Digital (WDC) 0.3 $1.7M +97% 26k 66.77
Planet Fitness Cl A (PLNT) 0.3 $1.7M +100% 22k 77.30
Molina Healthcare (MOH) 0.3 $1.7M +30% 7.3k 233.82
New Oriental Ed & Technology Spon Adr (EDU) 0.3 $1.7M -8% 136k 12.46
CoreSite Realty (COR) 0.3 $1.7M +248% 14k 119.88
MDU Resources (MDU) 0.3 $1.7M NEW 53k 31.60
Globe Life (GL) 0.3 $1.7M -17% 17k 96.63
Evoqua Water Technologies Corp (AQUA) 0.3 $1.7M +87% 63k 26.30
Raymond James Financial (RJF) 0.3 $1.6M NEW 13k 122.53
Hubspot (HUBS) 0.3 $1.6M -3% 3.6k 454.22
Independence Realty Trust In (IRT) 0.3 $1.6M -15% 108k 15.20
Haemonetics Corporation (HAE) 0.3 $1.6M +6% 15k 111.00
Intellia Therapeutics (NTLA) 0.3 $1.6M +224% 20k 80.28
Coca Cola European Partners SHS (CCEP) 0.2 $1.6M -56% 31k 52.16
Telus Ord (TU) 0.2 $1.6M NEW 80k 19.93
Southwest Gas Corporation (SWX) 0.2 $1.6M NEW 23k 68.72
Abbvie (ABBV) 0.2 $1.6M +22% 15k 108.24
Paycom Software (PAYC) 0.2 $1.6M +577% 4.2k 370.14
Kilroy Realty Corporation (KRC) 0.2 $1.6M -22% 24k 65.62
Alleghany Corporation (Y) 0.2 $1.6M -59% 2.5k 626.26
Gap (GPS) 0.2 $1.6M NEW 52k 29.78
Elanco Animal Health (ELAN) 0.2 $1.5M NEW 52k 29.46
Paramount Group Inc reit (PGRE) 0.2 $1.5M +362% 149k 10.13
Exxon Mobil Corporation (XOM) 0.2 $1.5M NEW 27k 55.81
Alexion Pharmaceuticals (ALXN) 0.2 $1.5M +151% 9.7k 152.87
Cannae Holdings (CNNE) 0.2 $1.5M 38k 39.62
Vulcan Materials Company (VMC) 0.2 $1.5M NEW 8.7k 168.73
Willis Towers Watson SHS (WLTW) 0.2 $1.4M +17% 6.3k 228.82
Procter & Gamble Company (PG) 0.2 $1.4M NEW 11k 135.41
Bristol Myers Squibb (BMY) 0.2 $1.4M NEW 23k 63.12
Wayfair Cl A (W) 0.2 $1.4M NEW 4.5k 314.86
Vornado Rlty Tr Sh Ben Int (VNO) 0.2 $1.4M +52% 31k 45.39
American Financial (AFG) 0.2 $1.4M -52% 12k 114.07
Virtus Investment Partners (VRTS) 0.2 $1.4M NEW 5.9k 235.43
Sterling Bancorp (STL) 0.2 $1.4M +4% 60k 23.02
Kansas City Southern Com New (KSU) 0.2 $1.4M -37% 5.2k 263.93
Seaworld Entertainment (SEAS) 0.2 $1.4M -23% 27k 49.67
Asml Holding N V N Y Registry Shs (ASML) 0.2 $1.4M +332% 2.2k 617.51
Stag Industrial (STAG) 0.2 $1.4M +15% 41k 33.61
Ihs Markit SHS (INFO) 0.2 $1.4M 14k 96.76
Floor & Decor Hldgs Cl A (FND) 0.2 $1.4M NEW 14k 95.48
Progressive Corporation (PGR) 0.2 $1.3M NEW 14k 95.63
Cyrusone (CONE) 0.2 $1.3M -23% 20k 67.70
Dupont De Nemours (DD) 0.2 $1.3M -65% 17k 77.28
Spire (SR) 0.2 $1.3M -10% 18k 73.86
Us Foods Hldg Corp call (USFD) 0.2 $1.3M NEW 35k 38.11
Lauder Estee Cos Cl A (EL) 0.2 $1.3M -10% 4.5k 290.74
Bunge (BG) 0.2 $1.3M -72% 17k 79.27
Voya Financial (VOYA) 0.2 $1.3M -35% 20k 63.63
ON Semiconductor (ON) 0.2 $1.3M -35% 31k 41.60
Surgery Partners (SGRY) 0.2 $1.3M -33% 29k 44.26
Allstate Corporation (ALL) 0.2 $1.3M +189% 11k 114.91
Mirati Therapeutics (MRTX) 0.2 $1.3M +4% 7.5k 171.31
Pvh Corporation (PVH) 0.2 $1.3M +5% 12k 105.71
Starbucks Corporation (SBUX) 0.2 $1.3M -65% 12k 109.26
International Game Technolog Shs Usd (IGT) 0.2 $1.3M +22% 79k 16.04
Titan Machinery (TITN) 0.2 $1.3M -22% 49k 25.50
PacWest Ban (PACW) 0.2 $1.3M -23% 33k 38.15
Blueprint Medicines (BPMC) 0.2 $1.2M +47% 13k 97.25
Renaissance Re Holdings Ltd Cmn (RNR) 0.2 $1.2M -69% 7.7k 160.32
Franklin Electric (FELE) 0.2 $1.2M +71% 16k 78.95
Avantor (AVTR) 0.2 $1.2M -24% 43k 28.92
UnitedHealth (UNH) 0.2 $1.2M +398% 3.3k 372.00
Rbc Cad (RY) 0.2 $1.2M +279% 13k 92.18
Regency Centers Corporation (REG) 0.2 $1.2M 22k 56.72
Gaming & Leisure Pptys (GLPI) 0.2 $1.2M -31% 29k 42.43
Welbilt (WBT) 0.2 $1.2M -6% 75k 16.26
Chubb (CB) 0.2 $1.2M NEW 7.7k 157.96
Malibu Boats Com Cl A (MBUU) 0.2 $1.2M NEW 15k 79.68
Plantronics (POLY) 0.2 $1.2M +20% 31k 38.93
Edison International (EIX) 0.2 $1.2M NEW 20k 58.61
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $1.2M +24% 5.5k 214.97
Stewart Information Services Corporation (STC) 0.2 $1.2M -13% 22k 52.02
Wyndham Hotels And Resorts (WH) 0.2 $1.2M +218% 17k 69.77
M&T Bank Corporation (MTB) 0.2 $1.2M -14% 7.7k 151.61
Air Lease Corp Cl A (AL) 0.2 $1.2M NEW 24k 49.01
Otis Worldwide Corp (OTIS) 0.2 $1.2M -56% 17k 68.46
Capital One Financial (COF) 0.2 $1.2M -74% 9.1k 127.19
Academy Sports & Outdoor (ASO) 0.2 $1.2M -59% 43k 27.00
SEI Investments Company (SEIC) 0.2 $1.2M -14% 19k 60.93
Morgan Stanley Com New (MS) 0.2 $1.1M -52% 15k 77.66
Amazon (AMZN) 0.2 $1.1M -88% 366.00 3092.90
PerkinElmer (PKI) 0.2 $1.1M -18% 8.8k 128.25
Trane Technologies SHS (TT) 0.2 $1.1M -42% 6.7k 165.51
Vici Pptys (VICI) 0.2 $1.1M NEW 39k 28.23
Roper Industries (ROP) 0.2 $1.1M NEW 2.8k 403.49
Ally Financial (ALLY) 0.2 $1.1M -29% 24k 45.21
Apple (AAPL) 0.2 $1.1M -61% 9.0k 122.10
General Mills (GIS) 0.2 $1.1M NEW 18k 61.29
Owens Corning (OC) 0.2 $1.1M -53% 12k 92.11
Pacific Biosciences of California (PACB) 0.2 $1.1M -11% 33k 33.31
Entegris (ENTG) 0.2 $1.1M +50% 9.6k 111.85
Kkr & Co (KKR) 0.2 $1.1M +39% 22k 48.85
American Campus Communities (ACC) 0.2 $1.1M NEW 25k 43.18
DTE Energy Company (DTE) 0.2 $1.1M NEW 8.0k 133.10
Rockwell Automation (ROK) 0.2 $1.1M NEW 4.0k 265.46
American Tower Reit (AMT) 0.2 $1.0M -67% 4.4k 239.01
Booking Holdings (BKNG) 0.2 $1.0M +150% 448.00 2330.36
Syneos Health Cl A (SYNH) 0.2 $1.0M -50% 14k 75.87
Metropcs Communications (TMUS) 0.2 $1.0M -83% 8.3k 125.30
Cadence Design Systems (CDNS) 0.2 $1.0M NEW 7.6k 136.94
Natera (NTRA) 0.2 $1.0M -32% 10k 101.50
Black Hills Corporation (BKH) 0.2 $1.0M +99% 16k 66.75
Deckers Outdoor Corporation (DECK) 0.2 $1.0M NEW 3.1k 330.45
Cibc Cad (CM) 0.2 $1.0M +324% 11k 97.91
Varian Medical Systems 0.2 $1.0M +89% 5.8k 176.59
Westlake Chemical Corporation (WLK) 0.2 $1.0M NEW 12k 88.77
Livanova SHS (LIVN) 0.2 $1.0M +19% 14k 73.77
East West Ban (EWBC) 0.2 $1.0M -13% 14k 73.80
AmerisourceBergen (ABC) 0.2 $1.0M +54% 8.6k 118.05
Crane (CR) 0.2 $1.0M -10% 11k 93.94
Colgate-Palmolive Company (CL) 0.2 $1.0M NEW 13k 78.86
Pulmonx Corp (LUNG) 0.2 $995k NEW 22k 45.73
Hartford Financial Services (HIG) 0.2 $989k NEW 15k 66.78
Align Technology (ALGN) 0.2 $983k NEW 1.8k 541.60
Change Healthcare (CHNG) 0.2 $982k +30% 44k 22.10
Boot Barn Hldgs (BOOT) 0.2 $981k NEW 16k 62.29
Icon SHS (ICLR) 0.2 $977k NEW 5.0k 196.34
Palo Alto Networks (PANW) 0.2 $975k NEW 3.0k 322.10
Sage Therapeutics (SAGE) 0.1 $969k -37% 13k 74.81
Ashland (ASH) 0.1 $965k +36% 11k 88.73
Advance Auto Parts (AAP) 0.1 $963k NEW 5.3k 183.43
General Electric Company (GE) 0.1 $961k -69% 73k 13.13
Lyondellbasell Industries N Shs - A - (LYB) 0.1 $961k +232% 9.2k 104.09
Gilead Sciences (GILD) 0.1 $960k -62% 15k 64.64
New York Community Ban (NYCB) 0.1 $955k NEW 76k 12.62
Hp (HPQ) 0.1 $955k NEW 30k 31.74
Fate Therapeutics (FATE) 0.1 $954k +140% 12k 82.43
Teradyne (TER) 0.1 $948k NEW 7.8k 121.66
Ida (IDA) 0.1 $929k NEW 9.3k 99.94
Marvell Technology Group Ord 0.1 $926k NEW 19k 48.97
Bank Of Montreal Cadcom (BMO) 0.1 $926k NEW 10k 89.13
Sally Beauty Holdings (SBH) 0.1 $925k NEW 46k 20.13
Sun Communities (SUI) 0.1 $919k NEW 6.1k 150.04
Driven Brands Hldgs (DRVN) 0.1 $911k NEW 36k 25.41
NCR Corporation (NCR) 0.1 $910k +26% 24k 37.97
Carnival Corp Unit 99/99/9999 (CCL) 0.1 $902k -19% 34k 26.55

Past Filings by Quantitative Systematic Strategies

SEC 13F filings are viewable for Quantitative Systematic Strategies going back to 2013

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