HoldingsChannel.com
Quantitative Systematic Strategies LLC Top Holdings
As of  06/30/2020

   EntityAmountChange
 03/31/2020 to 06/30/2020
Position Size
($ in 1000's)
VANGUARD INTL EQUITY INDEX F (VT) 104,465 UNCH $7,814
     VT104,465UNCH$7,814
BRISTOL MYERS SQUIBB CO 93,936 +59,358 $5,523
     BMY93,936+59,358$5,523
PROCTER AND GAMBLE CO 45,607 +35,795 $5,453
     PG45,607+35,795$5,453
MICROSOFT CORP 24,211 +10,578 $4,927
     MSFT24,211+10,578$4,927
MONDELEZ INTL INC 92,086 +84,255 $4,708
     MDLZ92,086+84,255$4,708
MERCK & CO. INC 51,489 +31,033 $3,982
     MRK51,489+31,033$3,982
BAXTER INTL INC 45,302 +39,506 $3,901
     BAX45,302+39,506$3,901
FISERV INC 39,902 +30,837 $3,895
     FISV39,902+30,837$3,895
T MOBILE US INC 36,856 +25,815 $3,839
     TMUS36,856+25,815$3,839
PAYPAL HLDGS INC 21,834 +7,031 $3,804
     PYPL21,834+7,031$3,804
ADOBE INC 8,548 +5,677 $3,721
     ADBE8,548+5,677$3,721
CHARLES RIV LABS INTL INC 20,079 +14,080 $3,501
     CRL20,079+14,080$3,501
ARCHER DANIELS MIDLAND CO 86,202 +86,202 $3,439
     ADM86,202+86,202$3,439
RENAISSANCERE HOLDINGS LTD 19,962 +14,087 $3,414
     RNR19,962+14,087$3,414
ALLEGHANY CORP DEL 6,818 +6,396 $3,335
     Y6,818+6,396$3,335
GLOBAL PMTS INC 18,747 +18,747 $3,180
     GPN18,747+18,747$3,180
ALTRIA GROUP INC 80,065 +80,065 $3,143
     MO80,065+80,065$3,143
MASTERCARD INCORPORATED 10,578 +8,467 $3,128
     MA10,578+8,467$3,128
VERISK ANALYTICS INC 18,329 +18,329 $3,120
     VRSK18,329+18,329$3,120
BOSTON SCIENTIFIC CORP 84,891 +33,668 $2,981
     BSX84,891+33,668$2,981
AMETEK INC 32,583 +22,313 $2,912
     AME32,583+22,313$2,912
ENCOMPASS HEALTH CORP 46,169 +25,916 $2,859
     EHC46,169+25,916$2,859
MORGAN STANLEY 59,163 +59,163 $2,858
     MS59,163+59,163$2,858
NEXTERA ENERGY INC 11,838 +11,838 $2,843
     NEE11,838+11,838$2,843
FACEBOOK INC 12,310 +12,310 $2,795
     FB12,310+12,310$2,795
UNION PAC CORP 16,075 +11,082 $2,718
     UNP16,075+11,082$2,718
AMERICAN FINL GROUP INC OHIO 42,374 +42,374 $2,689
     AFG42,374+42,374$2,689
LINDE PLC 12,500 +9,625 $2,651
     LIN12,500+9,625$2,651
NEVRO CORP 22,155 +14,528 $2,647
     NVRO22,155+14,528$2,647
LHC GROUP INC 15,168 +10,583 $2,644
     LHCG15,168+10,583$2,644
HEALTHCARE TR AMER INC 99,471 +99,471 $2,638
     HTA99,471+99,471$2,638
NXP SEMICONDUCTORS N V 22,921 +19,017 $2,614
     NXPI22,921+19,017$2,614
AMAZON COM INC 942 -69 $2,599
     AMZN942-69$2,599
JPMORGAN CHASE & CO 27,558 +19,975 $2,592
     JPM27,558+19,975$2,592
FORTIVE CORP 37,371 +13,436 $2,529
     FTV37,371+13,436$2,529
QUEST DIAGNOSTICS INC 22,105 +16,696 $2,519
     DGX22,105+16,696$2,519
WALMART INC 21,030 +17,410 $2,519
     WMT21,030+17,410$2,519
MOODYS CORP 9,032 +9,032 $2,481
     MCO9,032+9,032$2,481
GOLDMAN SACHS GROUP INC 12,120 +5,809 $2,395
     GS12,120+5,809$2,395
ARCH CAP GROUP LTD 82,750 +73,974 $2,371
     ACGL82,750+73,974$2,371
INTEL CORP 39,217 +24,472 $2,346
     INTC39,217+24,472$2,346
ASTRAZENECA PLC 44,304 +28,103 $2,343
     AZN44,304+28,103$2,343
TRUIST FINL CORP 62,194 +44,866 $2,335
     TFC62,194+44,866$2,335
CHUBB LIMITED 18,017 +18,017 $2,281
     CB18,017+18,017$2,281
MICRON TECHNOLOGY INC 43,718 +19,432 $2,252
     MU43,718+19,432$2,252
PARKER HANNIFIN CORP 12,252 +12,252 $2,245
     PH12,252+12,252$2,245
TAIWAN SEMICONDUCTOR MFG LTD 39,462 +39,462 $2,240
     TSM39,462+39,462$2,240
CATALENT INC 30,072 +10,454 $2,204
     CTLT30,072+10,454$2,204
BOSTON PPTYS LTD PARTNERSHIP 24,112 +24,112 $2,179
     BXP24,112+24,112$2,179
CANNAE HLDGS INC 52,893 +46,122 $2,174
     CNNE52,893+46,122$2,174

See Full List: All Stocks Held By Quantitative Systematic Strategies LLC
— Including:
     • Biggest new positions
     • Biggest exits
     • Biggest increased positions
     • Biggest decreased positions

See Details: Top 10 Stocks Held By Quantitative Systematic Strategies LLC

Size ($ in 1000's)
At 06/30/2020: $506,073
At 03/31/2020: $122,204

Quantitative Systematic Strategies LLC holdings changes, total fund size, and other information presented on HoldingsChannel.com was derived from Quantitative Systematic Strategies LLC 13F filings. Link to 13F filings: SEC filings

Quantitative Systematic Strategies LLC Top Holdings 13F Filings | www.HoldingsChannel.com

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