0001754960-20-000013.txt : 20200211 0001754960-20-000013.hdr.sgml : 20200211 20200211144458 ACCESSION NUMBER: 0001754960-20-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200211 DATE AS OF CHANGE: 20200211 EFFECTIVENESS DATE: 20200211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Systematic Strategies LLC CENTRAL INDEX KEY: 0001591902 IRS NUMBER: 461840307 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15871 FILM NUMBER: 20595935 BUSINESS ADDRESS: STREET 1: 175 WEST MAIN STREET STREET 2: SUITE 6 CITY: BABYLON STATE: NY ZIP: 11702 BUSINESS PHONE: 6313591777 MAIL ADDRESS: STREET 1: 175 WEST MAIN STREET STREET 2: SUITE 6 CITY: BABYLON STATE: NY ZIP: 11702 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001591902 XXXXXXXX 12-31-2019 12-31-2019 Quantitative Systematic Strategies LLC
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WISCOM552848103799 56384 SH SOLE 0 0 56384 MGM GROWTH PPTYS LLCCL A COM55303A1054560 147249 SH SOLE 0 0 147249 MKS INSTRUMENT INCCOM55306N104350 3181 SH SOLE 0 0 3181 MSCI INCCOM55354G100570 2208 SH SOLE 0 0 2208 MADISON SQUARE GARDEN CO NEWCL A55825T103513 1745 SH SOLE 0 0 1745 MARATHON PETE CORPCOM56585A102502 8340 SH SOLE 0 0 8340 MARCUS & MILLICHAP INCCOM566324109304 8161 SH SOLE 0 0 8161 MARKEL CORPCOM5705351044508 3943 SH SOLE 0 0 3943 MASTERCARD INCCL A57636Q1043964 13277 SH SOLE 0 0 13277 MCKESSON CORPCOM58155Q1031204 8707 SH SOLE 0 0 8707 MEDIFAST INCCOM58470H101282 2571 SH SOLE 0 0 2571 MERCK & CO INCCOM58933Y1054079 44846 SH SOLE 0 0 44846 MERCURY GENL CORP NEWCOM5894001001166 23932 SH SOLE 0 0 23932 MERSANA THERAPEUTICS INCCOM59045L106121 21204 SH SOLE 0 0 21204 MICROSOFT CORPCOM5949181045422 34384 SH SOLE 0 0 34384 MICRON TECHNOLOGY INCCOM5951121031972 36670 SH SOLE 0 0 36670 MINERVA NEUROSCIENCES INCCOM603380106186 26194 SH SOLE 0 0 26194 MIRATI THERAPEUTICS INCCOM60468T105774 6009 SH SOLE 0 0 6009 MOBILE MINI INCCOM60740F105504 13296 SH SOLE 0 0 13296 MOBILE TELESYSTEMS PJSCSPONSORED ADR607409109169 16695 SH SOLE 0 0 16695 MOELIS & COCL A60786M105374 11729 SH SOLE 0 0 11729 MOHAWK INDS INCCOM608190104552 4047 SH SOLE 0 0 4047 MOMENTA PHARMACEUTICALS INCCOM60877T100488 24755 SH SOLE 0 0 24755 MONDELEZ INTL INCCL A6092071055778 104899 SH SOLE 0 0 104899 MONGODB INCCL A60937P106668 5078 SH SOLE 0 0 5078 MOSAIC CO NEWCOM61945C103656 30296 SH SOLE 0 0 30296 NCR CORP NEWCOM62886E1081115 31716 SH SOLE 0 0 31716 NRG ENERGY INCCOM NEW629377508724 18209 SH SOLE 0 0 18209 NVE CORPCOM NEW629445206469 6568 SH SOLE 0 0 6568 NASDAQ INCCOM631103108326 3045 SH SOLE 0 0 3045 NATIONAL HEALTH INVS INCCOM63633D104513 6300 SH SOLE 0 0 6300 NATIONAL INSTRS CORPCOM6365181021121 26480 SH SOLE 0 0 26480 NATIONAL RETAIL PPTYS INCCOM637417106278 5189 SH SOLE 0 0 5189 NAVIENT CORPORATIONCOM63938C108954 69709 SH SOLE 0 0 69709 NETFLIX INCCOM64110L106979 3026 SH SOLE 0 0 3026 NEVRO CORPCOM64157F103451 3854 SH SOLE 0 0 3854 NEW MTN FIN CORPCOM647551100587 42696 SH SOLE 0 0 42696 NEW ORIENTAL ED & TECH GRP ISPON ADR647581107553 21414 SH SOLE 0 0 21414 NIKE INCCL B6541061035118 50520 SH SOLE 0 0 50520 NORDSTROM INCCOM655664100982 24000 SH SOLE 0 0 24000 NORTHWEST BANCSHARES INC MDCOM667340103692 41628 SH SOLE 0 0 41628 NOVO-NORDISK A SADR6701002051347 23270 SH SOLE 0 0 23270 NUTANIX INCCL A67059N108287 9168 SH SOLE 0 0 9168 NVIDIA CORPCOM67066G1042623 11149 SH SOLE 0 0 11149 NUVASIVE INCCOM6707041051184 15308 SH SOLE 0 0 15308 OSI SYSTEMS INCCOM671044105669 6640 SH SOLE 0 0 6640 OAKTREE SPECIALTY LENDING COCOM67401P108187 34225 SH SOLE 0 0 34225 OLD REP INTL CORPCOM680223104281 12548 SH SOLE 0 0 12548 OLLIES BARGAIN OUTLT HLDGS ICOM681116109235 3600 SH SOLE 0 0 3600 ON SEMICONDUCTOR CORPCOM6821891051055 43268 SH SOLE 0 0 43268 ONEMAIN HLDGS INCCOM68268W103226 5363 SH SOLE 0 0 5363 ONEOK INC NEWCOM682680103861 11383 SH SOLE 0 0 11383 OWENS CORNING NEWCOM690742101357 5479 SH SOLE 0 0 5479 PBF ENERGY INCCL A69318G106241 7691 SH SOLE 0 0 7691 PPG INDS INCCOM6935061071111 8323 SH SOLE 0 0 8323 PPL CORPCOM69351T1061113 31018 SH SOLE 0 0 31018 PRA HEALTH SCIENCES INCCOM69354M1081548 13925 SH SOLE 0 0 13925 PTC THERAPEUTICS INCCOM69366J200300 6237 SH SOLE 0 0 6237 PAPA JOHNS INTL INCCOM6988131021330 21059 SH SOLE 0 0 21059 PARAMOUNT GROUP INCCOM69924R1081719 123486 SH SOLE 0 0 123486 PARK HOTELS RESORTS INCCOM700517105540 20868 SH SOLE 0 0 20868 PARKER HANNIFIN CORPCOM701094104217 1054 SH SOLE 0 0 1054 PAYCOM SOFTWARE INCCOM70432V102340 1284 SH SOLE 0 0 1284 PAYPAL HLDGS INCCOM70450Y103929 8586 SH SOLE 0 0 8586 PEPSICO INCCOM713448108947 6930 SH SOLE 0 0 6930 PERFORMANCE FOOD GROUP COCOM71377A1032107 40920 SH SOLE 0 0 40920 PHASEBIO PHARMACEUTICALS INCCOM71722410967 10947 SH SOLE 0 0 10947 PHILIP MORRIS INTL INCCOM7181721092293 26944 SH SOLE 0 0 26944 PHOTRONICS INCCOM719405102230 14617 SH SOLE 0 0 14617 PILGRIMS PRIDE CORP NEWCOM72147K1081223 37384 SH SOLE 0 0 37384 PINTEREST INCCL A72352L106694 37231 SH SOLE 0 0 37231 POLARIS INCCOM731068102368 3622 SH SOLE 0 0 3622 POLYONE CORPCOM73179P106548 14906 SH SOLE 0 0 14906 POPULAR INCCOM NEW733174700315 5365 SH SOLE 0 0 5365 PORTLAND GEN ELEC COCOM NEW7365088471125 20156 SH SOLE 0 0 20156 POST HLDGS INCCOM7374461041636 14996 SH SOLE 0 0 14996 PROCTER & GAMBLE COCOM7427181096480 51879 SH SOLE 0 0 51879 PROLOGIS INCCOM74340W1032029 22767 SH SOLE 0 0 22767 PROVIDENT FINL SVCS INCCOM74386T105384 15584 SH SOLE 0 0 15584 PUBLIC STORAGECOM74460D1091802 8464 SH SOLE 0 0 8464 PURPLE INNOVATION INCCOM74640Y106287 33000 SH SOLE 0 0 33000 QUANTA SVCS INCCOM74762E102214 5259 SH SOLE 0 0 5259 QUDIAN INCADR747798106156 33165 SH SOLE 0 0 33165 QUEST DIAGNOSTICS INCCOM74834L1001099 10292 SH SOLE 0 0 10292 RLJ LODGING TRCOM74965L101340 19200 SH SOLE 0 0 19200 RMR GROUP INCCL A74967R1061116 24451 SH SOLE 0 0 24451 RHCOM74967X1031126 5273 SH SOLE 0 0 5273 RADIAN GROUP INCCOM750236101305 12142 SH SOLE 0 0 12142 RALPH LAUREN CORPCL A7512121011099 9378 SH SOLE 0 0 9378 RAYMOND JAMES FINANCIAL INCCOM754730109289 3236 SH SOLE 0 0 3236 RE MAX HLDGS INCCL A75524W108933 24235 SH SOLE 0 0 24235 REALPAGE INCCOM75606N109754 14029 SH SOLE 0 0 14029 REALTY INCOME CORPCOM756109104241 3270 SH SOLE 0 0 3270 REATA PHARMACEUTICALS INCCL A75615P103586 2866 SH SOLE 0 0 2866 RED ROCK RESORTS INCCL A75700L108496 20699 SH SOLE 0 0 20699 REGAL BELOIT CORPCOM758750103737 8614 SH SOLE 0 0 8614 REGENCY CTRS CORPCOM7588491031528 24212 SH SOLE 0 0 24212 REPLIGEN CORPCOM759916109631 6825 SH SOLE 0 0 6825 REPAY HLDGS CORPCOM CL A76029L100450 30744 SH SOLE 0 0 30744 RETAIL PPTYS AMER INCCL A76131V202892 66592 SH SOLE 0 0 66592 REXNORD CORP NEWCOM76169B1021644 50396 SH SOLE 0 0 50396 RINGCENTRAL INCCL A76680R2061160 6878 SH SOLE 0 0 6878 RITCHIE BROS AUCTIONEERSCOM767744105487 11328 SH SOLE 0 0 11328 ROCKET PHARMACEUTICALS INCCOM77313F106705 30969 SH SOLE 0 0 30969 ROPER TECHNOLOGIES INCCOM776696106421 1189 SH SOLE 0 0 1189 ROSS STORES INCCOM7782961032410 20703 SH SOLE 0 0 20703 RYANAIR HLDGS PLCSPONSORED ADS783513203262 2987 SH SOLE 0 0 2987 RYMAN HOSPITALITY PPTYS INCCOM78377T1071420 16388 SH SOLE 0 0 16388 S&P GLOBAL INCCOM78409V1044654 17046 SH SOLE 0 0 17046 SBA COMMUNICATIONS CORP NEWCL A78410G104374 1550 SH SOLE 0 0 1550 SLM CORPCOM78442P106375 42142 SH SOLE 0 0 42142 SVB FINL GROUPCOM78486Q101943 3758 SH SOLE 0 0 3758 SAGE THERAPEUTICS INCCOM78667J1081434 19867 SH SOLE 0 0 19867 SALESFORCE COM INCCOM79466L3021089 6695 SH SOLE 0 0 6695 SANDERSON FARMS INCCOM8000131041560 8852 SH SOLE 0 0 8852 SANDY SPRING BANCORP INCCOM800363103222 5857 SH SOLE 0 0 5857 SCHLUMBERGER LTDCOM8068571083612 89861 SH SOLE 0 0 89861 THE CHARLES SCHWAB CORPORATICOM808513105371 7807 SH SOLE 0 0 7807 SCOTTS MIRACLE GRO COCL A8101861061541 14510 SH SOLE 0 0 14510 SELECTA BIOSCIENCES INCCOM81621210484 35299 SH SOLE 0 0 35299 SELECTIVE INS GROUP INCCOM816300107764 11720 SH SOLE 0 0 11720 SEMPRA ENERGYCOM8168511091030 6802 SH SOLE 0 0 6802 SERVISFIRST BANCSHARES INCCOM81768T108451 11970 SH SOLE 0 0 11970 SHOCKWAVE MED INCCOM82489T104397 9050 SH SOLE 0 0 9050 SIGNATURE BK NEW YORK N YCOM82669G104902 6601 SH SOLE 0 0 6601 SIMPLY GOOD FOODS COCOM82900L1021064 37281 SH SOLE 0 0 37281 SIRIUS XM HLDGS INCCOM82968B1032703 377987 SH SOLE 0 0 377987 SITE CENTERS CORPCOM82981J1091811 129175 SH SOLE 0 0 129175 SMARTSHEET INCCOM CL A83200N103307 6841 SH SOLE 0 0 6841 SNAP INCCL A83304A106257 15765 SH SOLE 0 0 15765 SOLAR CAP LTDCOM83413U100750 36383 SH SOLE 0 0 36383 SPECTRUM BRANDS HLDGS INC NECOM84790A1051016 15801 SH SOLE 0 0 15801 SPIRIT AIRLS INCCOM848577102383 9498 SH SOLE 0 0 9498 SPIRIT RLTY CAP INC NEWCOM NEW84860W3004190 85197 SH SOLE 0 0 85197 SPROUTS FMRS MKT INCCOM85208M102529 27337 SH SOLE 0 0 27337 STAG INDL INCCOM85254J1024364 138238 SH SOLE 0 0 138238 STANLEY BLACK & DECKER INCCOM8545021012703 16310 SH SOLE 0 0 16310 STARBUCKS CORPCOM8552441092997 34084 SH SOLE 0 0 34084 STATE STR CORPCOM8574771031914 24200 SH SOLE 0 0 24200 STEEL DYNAMICS INCCOM8581191001183 34743 SH SOLE 0 0 34743 STERLING BANCORP DELCOM85917A1002103 99785 SH SOLE 0 0 99785 STEWART INFORMATION SVCS CORCOM860372101293 7177 SH SOLE 0 0 7177 STMICROELECTRONICS N VNY REGISTRY861012102450 16716 SH SOLE 0 0 16716 SUMMIT MATLS INCCL A86614U100392 16392 SH SOLE 0 0 16392 SUNSTONE HOTEL INVS INC NEWCOM8678921011209 86869 SH SOLE 0 0 86869 SYNOPSYS INCCOM8716071072748 19739 SH SOLE 0 0 19739 SYNOVUS FINL CORPCOM NEW87161C5014359 111210 SH SOLE 0 0 111210 TCF FINANCIAL CORPORATION NECOM8723071033663 78271 SH SOLE 0 0 78271 TRI POINTE GROUP INCCOM87265H109214 13716 SH SOLE 0 0 13716 TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS8740391002325 40009 SH SOLE 0 0 40009 TARGA RES CORPCOM87612G101893 21880 SH SOLE 0 0 21880 TAUBMAN CTRS INCCOM8766641031232 39639 SH SOLE 0 0 39639 TAYLOR MORRISON HOME CORPCOM87724P106247 11308 SH SOLE 0 0 11308 TECK RESOURCES LTDCL B8787422041105 63627 SH SOLE 0 0 63627 TELEFLEX INCCOM8793691061321 3509 SH SOLE 0 0 3509 TEMPUR SEALY INTL INCCOM88023U101232 2666 SH SOLE 0 0 2666 TENET HEALTHCARE CORPCOM NEW88033G407285 7501 SH SOLE 0 0 7501 TERADYNE INCCOM880770102395 5788 SH SOLE 0 0 5788 TEXAS CAPITAL BANCSHARES INCCOM88224Q107269 4735 SH SOLE 0 0 4735 3M COCOM88579Y101316 1792 SH SOLE 0 0 1792 TIFFANY & CO NEWCOM886547108438 3276 SH SOLE 0 0 3276 TIM PARTICIPACOES S ASPONSORED ADR88706P205493 25794 SH SOLE 0 0 25794 TIMKEN COCOM887389104362 6423 SH SOLE 0 0 6423 TIMKENSTEEL CORPCOM887399103123 15600 SH SOLE 0 0 15600 TRIPADVISOR INCCOM896945201231 7610 SH SOLE 0 0 7610 TURQUOISE HILL RES LTDCOM90043510833 44161 SH SOLE 0 0 44161 TWIST BIOSCIENCE CORPCOM90184D100352 16778 SH SOLE 0 0 16778 TWITTER INCCOM90184L102300 9366 SH SOLE 0 0 9366 TYSON FOODS INCCL A902494103952 10455 SH SOLE 0 0 10455 UBER TECHNOLOGIES INCCOM90353T1001496 50292 SH SOLE 0 0 50292 UNION PACIFIC CORPCOM907818108443 2448 SH SOLE 0 0 2448 UNITED AIRLINES HLDGS INCCOM9100471093841 43601 SH SOLE 0 0 43601 UNITED STATES STL CORP NEWCOM912909108542 47531 SH SOLE 0 0 47531 UNITED TECHNOLOGIES CORPCOM9130171094150 27707 SH SOLE 0 0 27707 UNITED THERAPEUTICS CORP DELCOM91307C102642 7286 SH SOLE 0 0 7286 VEON LTDSPONSORED ADR91822M106127 50255 SH SOLE 0 0 50255 VAIL RESORTS INCCOM91879Q109249 1039 SH SOLE 0 0 1039 VALE S ASPONSORED ADS91912E105764 57894 SH SOLE 0 0 57894 VALERO ENERGY CORP NEWCOM91913Y100560 5980 SH SOLE 0 0 5980 VARIAN MED SYS INCCOM92220P1051210 8522 SH SOLE 0 0 8522 VARONIS SYS INCCOM9222801021050 13518 SH SOLE 0 0 13518 VENTAS INCCOM92276F100720 12463 SH SOLE 0 0 12463 VERISK ANALYTICS INCCOM92345Y1061019 6825 SH SOLE 0 0 6825 VICI PPTYS INCCOM9256521093012 117895 SH SOLE 0 0 117895 VIEWRAY INCCOM92672L107155 36834 SH SOLE 0 0 36834 VIPSHOP HLDGS LTDSPONSORED ADS A92763W103191 13463 SH SOLE 0 0 13463 VISA INCCOM CL A92826C8393232 17203 SH SOLE 0 0 17203 VODAFONE GROUP PLC NEWSPONSORED ADR92857W3081505 77871 SH SOLE 0 0 77871 VORNADO RLTY TRSH BEN INT9290421094348 65386 SH SOLE 0 0 65386 VOYA FINL INCCOM9290891001343 22025 SH SOLE 0 0 22025 WNS HOLDINGS LTDSPON ADR92932M101700 10589 SH SOLE 0 0 10589 WABTEC CORPCOM929740108245 3151 SH SOLE 0 0 3151 WAYFAIR INCCL A94419L101218 2412 SH SOLE 0 0 2412 WEINGARTEN RLTY INVSSH BEN INT9487411032812 90022 SH SOLE 0 0 90022 WENDYS COCOM95058W1001164 52403 SH SOLE 0 0 52403 WESTERN ALLIANCE BANCORPCOM9576381092336 40983 SH SOLE 0 0 40983 WESTERN DIGITAL CORPCOM958102105342 5394 SH SOLE 0 0 5394 WESTROCK COCOM96145D1052144 49961 SH SOLE 0 0 49961 WILLIAMS COS INC DELCOM9694571001135 47858 SH SOLE 0 0 47858 WINTRUST FINL CORPCOM97650W108430 6064 SH SOLE 0 0 6064 WORKDAY INCCL A98138H1011090 6628 SH SOLE 0 0 6628 XCEL ENERGY INCCOM98389B1004232 66664 SH SOLE 0 0 66664 XPERI CORPCOM98421B100310 16743 SH SOLE 0 0 16743 XEROX HOLDINGS CORPCOM NEW98421M106318 8627 SH SOLE 0 0 8627 ZEBRA TECHNOLOGIES CORPCL A989207105973 3808 SH SOLE 0 0 3808 ZILLOW GROUP INCCL C CAP STK98954M200309 6732 SH SOLE 0 0 6732 ZIMMER BIOMET HLDGS INCCOM98956P1021325 8853 SH SOLE 0 0 8853 ZTO EXPRESS CAYMAN INCSPONSORED ADS A98980A1051097 46983 SH SOLE 0 0 46983 ZYMEWORKS INCCOM98985W102318 7000 SH SOLE 0 0 7000