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STOCK TICKER:

MAJOR GURUS:
David Einhorn
Bill Ackman
Bill Miller
Steven Cohen
Jim Simons

Quantitative Systematic Strategies LLC INSTITUTION : Quantitative Systematic Strategies LLC
Quantitative Systematic Strategies LLC Portfolio (reported on 2019-11-07)
Company (links to holding history) Ticker Value On
2019-09-30
No of Shares % of portfolio
AMERICAN ELECTRIC POWER CO INC    (COM) AEP 5,725,000 61,109 1.31%
MASTERCARD INCORPORATED    (CL A) MA 5,253,000 19,343 1.20%
PROCTER GAMBLE CO    (COM) PG 4,966,000 39,924 1.13%
PEPSICO INC COMMON STOCK    (COM) PEP 4,952,000 36,118 1.13%
MARKEL CORP HOLDING CO    (COM) MKL 4,695,000 3,972 1.07%
VISA INC CL A COMMON STOCK    (COM CL A) V 4,694,000 27,289 1.07%
DUKE REALTY CORP    (COM NEW) DRE 4,652,000 136,942 1.06%
AMAZON.COM INC    (COM) AMZN 4,585,000 2,641 1.05%
CITIGROUP INC COM    (COM NEW) C 4,449,000 64,402 1.02%
PORTLAND GENERAL ELECTRIC CO    (COM NEW) POR 4,444,000 78,840 1.02%
DISCOVERY INC SERIES C COMMON STOCK    (COM SER C) DISCK 4,393,000 178,422 1.00%
NIKE INC CLASS B COM    (CL B) NKE 4,304,000 45,830 0.98%
MICROSOFT CORP    (COM) MSFT 4,233,000 30,447 0.97%
HONEYWELL INTL INC    (COM) HON 4,166,000 24,621 0.95%
MONDELEZ INTERNATIONAL INC COM    (CL A) MDLZ 4,107,000 74,248 0.94%
NEXTERA ENERGY INC    (COM) NEE 4,057,000 17,411 0.93%
FIRSTENERGY CORP    (COM) FE 3,903,000 80,927 0.89%
DOMINION ENERGY INC COMMON STOCK    (COM) D 3,867,000 47,716 0.88%
GLOBAL PAYMENTS INC    (COM) GPN 3,830,000 24,085 0.87%
CMS ENERGY CORP    (COM) CMS 3,730,000 58,329 0.85%
HCP INC    (COM) HCP 3,705,000 103,984 0.85%
AMEREN CORP    (COM) AEE 3,621,000 45,235 0.83%
ADOBE INC COMMON STOCK    (COM) ADBE 3,550,000 12,852 0.81%
HEALTHCARE TRUST OF AMERICA INC CL A NEW    (CL A NEW) HTA 3,547,000 120,736 0.81%
MORGAN STANLEY    (COM NEW) MS 3,476,000 81,468 0.79%
AMETEK INC NEW    (COM) AME 3,425,000 37,298 0.78%
SYNOVUS FINANCIAL CORPORATION COM NEW    (COM NEW) SNV 3,361,000 93,999 0.77%
ENSTAR GROUP LIMITED    (SHS) ESGR 3,201,000 16,857 0.73%
UNITED TECHNOLOGIES CORP    (COM) UTX 3,104,000 22,735 0.71%
ATMOS ENERGY CORP    (COM) ATO 3,057,000 26,846 0.70%
AON PLC SHS CL A    (SHS CL A) AON 3,048,000 15,747 0.69%
FACEBOOK INC CL A    (CL A) FB 2,984,000 16,756 0.68%
CIGNA CORPORATION COMMON STOCK    (COM) 2,894,000 19,067 0.66%
RETAIL PROPERTIES OF AMERICA INC    (CL A) RPAI 2,872,000 233,096 0.65%
BOSTON SCIENTIFIC CORP    (COM) BSX 2,863,000 70,365 0.65%
FIFTH THIRD BANCORP    (COM) FITB 2,833,000 103,473 0.65%
GALLAGHER ARTHUR J CO    (COM) AJG 2,828,000 31,571 0.64%
FISERV INC    (COM) FISV 2,781,000 26,845 0.63%
BAXTER INTERNATIONAL INC    (COM) BAX 2,743,000 31,358 0.62%
NORFOLK SOUTHERN CORP    (COM) NSC 2,654,000 14,770 0.60%
ALLEGHANY CORP-DEL    (COM) Y 2,612,000 3,274 0.59%
SOUTHERN CO    (COM) SO 2,577,000 41,725 0.59%
VICI PROPERTIES INC COMMON STOCK    (COM) 2,574,000 113,637 0.59%
APARTMENT INVESTMENT AND MANAGEMENT COMPANY CLASS A    (CL A) 2,560,000 49,099 0.58%
ALPHABET INC CLASS A COMMON STOCK    (CAP STK CL A) GOOGL 2,458,000 2,013 0.56%
TCF FINANCIAL CORPORATION COMMON STOCK    (COM) CHFC 2,443,000 64,170 0.56%
REGIONS FINANCIAL CORP    (COM) RF 2,422,000 153,096 0.55%
EAST WEST BANCORP INC    (COM) EWBC 2,399,000 54,159 0.55%
KEYCORP NEW    (COM) KEY 2,357,000 132,138 0.54%
PROGRESSIVE CORP-OHIO    (COM) PGR 2,353,000 30,458 0.54%
TJX COMPANIES INC NEW    (COM) TJX 2,325,000 41,711 0.53%
ATHENE HOLDING LTD CLASS A COMMON SHARES    (CL A) 2,273,000 54,038 0.52%
EXELON CORPORATION    (COM) EXC 2,235,000 46,263 0.51%
LIFE STORAGE INC COM    (COM) LSI 2,216,000 21,021 0.50%
WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY SHS    (SHS) WLTW 2,207,000 11,435 0.50%
INTUIT INC    (COM) INTU 2,161,000 8,127 0.49%
DOVER CORPORATION    (COM) DOV 2,113,000 21,225 0.48%
TELEFLEX INC    (COM) TFX 2,110,000 6,209 0.48%
ECOLAB INC    (COM) ECL 2,070,000 10,454 0.47%
GENERAL MOTORS COMPANY    (COM) GM 2,042,000 54,488 0.46%
MICRON TECHNOLOGY INC    (COM) MU 1,989,000 46,429 0.45%
CAPITAL ONE FINANCIAL CORP    (COM) COF 1,984,000 21,811 0.45%
MDU RESOURCES GROUP INC    (COM) MDU 1,979,000 70,191 0.45%
ROSS STORES INC    (COM) ROST 1,969,000 17,922 0.45%
MEDTRONIC PLC COM    (SHS) MDT 1,957,000 18,013 0.44%
WEINGARTEN REALTY INVESTORS SBI    (SH BEN INT) WRI 1,942,000 66,663 0.44%
SALESFORCE.COM INC    (COM) CRM 1,940,000 13,067 0.44%
UNION PACIFIC CORP    (COM) UNP 1,926,000 11,893 0.44%
BLACKROCK INC    (COM) BLK 1,900,000 4,264 0.43%
ZIMMER BIOMET HOLDINGS INC    (COM) ZMH 1,840,000 13,404 0.42%
BP P L C SPONSORED ADR (FRM BP AMOCO PLC)    (SPONSORED ADR) BP 1,795,000 47,261 0.41%
PRA HEALTH SCIENCES INC COM    (COM) PRAH 1,779,000 17,928 0.40%
APPLIED MATERIALS INC    (COM) AMAT 1,755,000 35,180 0.40%
STERLING BANCORP    (COM) STL 1,738,000 86,659 0.39%
ENCOMPASS HEALTH CORPORATION COM    (COM) 1,726,000 27,277 0.39%
WINTRUST FINANCIAL CORP    (COM) WTFC 1,726,000 26,711 0.39%
ASTRAZENECA PLC EACH ADS REPRESENTING 1/2 OF    (SPONSORED ADR) AZN 1,711,000 38,382 0.39%
EMERSON ELECTRIC CO    (COM) EMR 1,705,000 25,505 0.39%
ALIBABA GROUP HOLDING LTD SPONSORED ADR    (SPONSORED ADS) BABA 1,690,000 10,106 0.38%
CHARLES RIVER LABORATORIES INTERNATIONAL INC    (COM) CRL 1,689,000 12,763 0.38%
ALLY FINANCIAL INC    (COM) ALLY 1,681,000 50,696 0.38%
FIDELITY NATIONAL INFORMATION SERVICES INC    (COM) FIS 1,640,000 12,356 0.37%
LOWES COMPANIES INC    (COM) LOW 1,615,000 14,686 0.37%
SIRIUS XM HOLDINGS INC COM    (COM) SIRI 1,600,000 255,810 0.36%
ROYAL CARIBBEAN CRUISES LTD    (COM) RCL 1,584,000 14,621 0.36%
AGILENT TECHNOLOGIES INC    (COM) A 1,536,000 20,041 0.35%
AXIS CAPITAL HOLDINGS LTD    (SHS) AXS 1,529,000 22,921 0.35%
REALPAGE INC    (COM) RP 1,522,000 24,208 0.34%
BERKLEY W R CORPORATION    (COM) WRB 1,511,000 20,918 0.34%
DOLLAR TREE INC    (COM) DLTR 1,510,000 13,224 0.34%
UNITED AIRLINES HOLDINGS INC COMMON STOCK    (COM) UAL 1,495,000 16,915 0.34%
WESTERN ALLIANCE BANCORPORATION    (COM) WAL 1,468,000 31,857 0.33%
VORNADO REALTY TRUST    (SH BEN INT) VNO 1,454,000 22,844 0.33%
BROADCOM INC COMMON STOCK    (COM) 1,444,000 5,230 0.33%
NOVARTIS AG AMERICAN DEPOSITARY SHARES    (SPONSORED ADR) NVS 1,413,000 16,260 0.32%
CELGENE CORP    (COM) CELG 1,406,000 14,160 0.32%
KEMPER CORP DEL    (COM) KMPR 1,397,000 17,919 0.32%
WESTERN DIGITAL CORP    (COM) WDC 1,391,000 23,322 0.31%
HUMANA INC    (COM) HUM 1,372,000 5,368 0.31%
CHURCH DWIGHT CO INC    (COM) CHD 1,365,000 18,137 0.31%
CITIZENS FINANCIAL GROUP INC COM    (COM) CFG 1,349,000 38,146 0.30%
E TRADE FINANCIAL CORPORATION    (COM NEW) ETFC 1,318,000 30,160 0.30%
LULULEMON ATHLETICA INC    (COM) LULU 1,298,000 6,740 0.29%
HUDSON PACIFIC PROPERTIES INC    (COM) HPP 1,294,000 38,665 0.29%
AMEDISYS INC    (COM) AMED 1,287,000 9,826 0.29%
SCHLUMBERGER LTD    (COM) SLB 1,273,000 37,265 0.29%
JUNIPER NETWORKS    (COM) JNPR 1,271,000 51,369 0.29%
CNA FINANCIAL CORP    (COM) CNA 1,258,000 25,544 0.28%
VULCAN MATERIALS CO (HOLDING CO)    (COM) VMC 1,238,000 8,188 0.28%
DOLLAR GENERAL CORPORATION    (COM) DG 1,229,000 7,735 0.28%
ARGO GROUP INTERNATIONAL HOLDINGS LTD COMMON STOCK    (COM) AGII 1,219,000 17,355 0.27%
AMERICAN INTERNATIONAL GROUP INC    (COM NEW) AIG 1,206,000 21,647 0.27%
UNITED RENTALS INC    (COM) URI 1,205,000 9,665 0.27%
ADVANCED MICRO DEVICES INC COM    (COM) AMD 1,188,000 40,976 0.27%
WASTE MANAGEMENT INC DEL    (COM) WMI 1,170,000 10,176 0.26%
ALTRIA GROUP INC    (COM) MO 1,161,000 28,389 0.26%
FOX CORPORATION CLASS B COMMON STOCK    (CL B COM) 1,128,000 35,769 0.25%
REXNORD CORPORATION    (COM) 1,115,000 41,226 0.25%
PRUDENTIAL FINANCIAL INC    (COM) PRU 1,107,000 12,309 0.25%
FOUR CORNERS PROPERTY TRUST INC COM    (COM) 1,083,000 38,302 0.24%
FERRARI N V COM    (COM) RACE 1,080,000 7,006 0.24%
HCA HEALTHCARE INC COMMON STOCK    (COM) HCA 1,074,000 8,920 0.24%
SUNCOR ENERGY INC NEW US LISTED    (COM) SU 1,062,000 33,632 0.24%
TYSON FOODS INC-CL A    (CL A) TSN 1,057,000 12,271 0.24%
NORTHROP GRUMMAN CORP    (COM) NOC 1,056,000 2,817 0.24%
DOMINOS PIZZA INC    (COM) DPZ 1,054,000 4,311 0.24%
FS KKR CAPITAL CORP COMMON STOCK    (COM) 1,048,000 179,788 0.24%
MERCURY GENERAL CORP NEW    (COM) MCY 1,044,000 18,686 0.23%
STMICROELECTRONICS N V NY REGISTRY SHS    (NY REGISTRY) STM 1,037,000 53,600 0.23%
SPIRIT REALTY CAPITAL INC COMMON STOCK    (COM NEW) 1,024,000 21,387 0.23%
INVESTORS BANCORP INC NEW COM    (COM) ISBC 1,022,000 89,945 0.23%
COMERICA INC    (COM) CMA 1,016,000 15,400 0.23%
VODAFONE GROUP PLC SPONSORED ADR NO PAR    (SPONSORED ADR) VOD 1,012,000 50,815 0.23%
BUNGE LTD    (COM) BG 1,011,000 17,857 0.23%
TRANSUNION COM    (COM) 1,000,000 12,333 0.22%
STATE STREET CORP    (COM) STT 991,000 16,741 0.22%
STAG INDUSTRIAL INC    (COM) STAG 972,000 32,987 0.22%
AXALTA COATING SYSTEMS LTD COM    (COM) AXTA 964,000 31,986 0.22%
CORPORATE OFFICE PROPERTIES TRUST-SBI    (SH BEN INT) OFC 949,000 31,855 0.21%
MARATHON PETE CORP COM    (COM) MPC 948,000 15,606 0.21%
ASSURANT INC    (COM) AIZ 947,000 7,524 0.21%
CONOCOPHILLIPS    (COM) COP 925,000 16,234 0.21%
INVESCO MORTGAGE CAPITAL INC    (COM) IVR 913,000 59,654 0.20%
UNILEVER N V YORK SHS ADR    (N Y SHS NEW) UN 912,000 15,191 0.20%
BIOMARIN PHARMACEUTICAL INC    (COM) BMRN 910,000 13,497 0.20%
GAMING LEISURE PROPERTIES INC    (COM) GLPI 899,000 23,510 0.20%
O REILLY AUTOMOTIVE INC    (COM) ORLY 897,000 2,251 0.20%
SIGNATURE BANK    (COM) SBNY 893,000 7,492 0.20%
W R GRACE CO COM    (COM) GRA 887,000 13,290 0.20%
ILLUMINA INC    (COM) ILMN 885,000 2,910 0.20%
NAVIENT CORPORATION COM    (COM) NAVI 861,000 67,294 0.19%
EVERCORE INC CLASS A COMMON STOCK    (CLASS A) EVR 853,000 10,648 0.19%
CARLISLE COMPANIES INC    (COM) CSL 849,000 5,836 0.19%
VARIAN MEDICAL SYSTEMS INC    (COM) VAR 846,000 7,107 0.19%
BANKUNITED INC    (COM) BKU 844,000 25,115 0.19%
PPL CORPORATION    (COM) PPL 840,000 26,689 0.19%
BLUEPRINT MEDICINES CORPORATION COM    (COM) 830,000 11,291 0.19%
LIBERTY PROPERTY TRUST SBI    (SH BEN INT) LRY 820,000 15,983 0.18%
FEDERAL REALTY INVT TRUST SHS BEN INTEREST    (SH BEN INT NEW) FRT 818,000 6,006 0.18%
ARCH CAPITAL GROUP LTD    (ORD) ACGL 814,000 19,394 0.18%
LAMB WESTON HOLDINGS INC COMMON STOCK    (COM) 810,000 11,141 0.18%
BHP GROUP PLC AMERICAN DEPOSITARY SHARES ECH    (SPONSORED ADR) BBL 788,000 18,398 0.18%
KILROY REALTY CORP    (COM) KRC 785,000 10,079 0.18%
GRAPHIC PACKAGING HOLDING COMPANY    (COM) GPK 776,000 52,640 0.17%
KANSAS CITY SOUTHERN    (COM NEW) KSU 775,000 5,830 0.17%
KLA CORPORATION COMMON STOCK    (COM NEW) KLAC 755,000 4,738 0.17%
AMERICOLD REALTY TRUST COMMON SHARES    (COM) 749,000 20,214 0.17%
VARONIS SYSTEMS INC    (COM) VRNS 730,000 12,214 0.16%
LEAR CORPORATION    (COM NEW) LEA 729,000 6,183 0.16%
LYFT INC CLASS A COMMON STOCK    (CL A COM) 729,000 17,861 0.16%
ALTICE USA INC CLASS A COMMON STOCK    (CL A) 728,000 25,379 0.16%
LIVE NATION ENTERTAINMENT INC    (COM) LYV 725,000 10,934 0.16%
THOR INDUSTRIES INC    (COM) THO 723,000 12,761 0.16%
PENTAIR PLC SHS    (SHS) PNR 717,000 18,959 0.16%
HOSTESS BRANDS INC CLASS A COMMON STOCK    (CL A) 711,000 50,811 0.16%
COUSINS PROPERTIES INCORPORATED COMMON STOCK    (COM NEW) 706,000 18,793 0.16%
NCR CORP NEW    (COM) NCR 698,000 22,118 0.16%
ACTIVISION BLIZZARD INC    (COM) ATVI 696,000 13,161 0.15%
QIAGEN NV SHS NEW    (SHS NEW) 696,000 21,120 0.15%
FIVE BELOW INC    (COM) FIVE 693,000 5,497 0.15%
ISTAR INC    (COM) SFI 689,000 52,764 0.15%
ALLEGHENY TECHNOLOGIES INC    (COM) ATI 680,000 33,601 0.15%
RE MAX HOLDINGS INC    (CL A) RMAX 678,000 21,074 0.15%
AUTOMATIC DATA PROCESSING INC    (COM) ADP 675,000 4,180 0.15%
PENNYMAC MORTGAGE INVESTMENT TRUST    (COM) PMT 666,000 29,969 0.15%
NATIONAL RETAIL PROPERTIES INC    (COM) NNN 660,000 11,700 0.15%
BOEING CO    (COM) BA 659,000 1,733 0.15%
PAPA JOHNS INTERNATIONAL INC    (COM) PZZA 657,000 12,559 0.15%
CNH INDUSTRIAL N V    (SHS) CNHI 654,000 64,444 0.15%
INTERNATIONAL GAME TECHNOLOGY PLC USD0.1    (SHS USD) IGT 651,000 45,827 0.14%
NXP SEMICONDUCTORS N V    (COM) NXPI 644,000 5,901 0.14%
ZTO EXPRESS CAYMAN INC SPONSORED ADR    (SPONSORED ADS A) 637,000 29,879 0.14%
CRANE CO    (COM) CR 631,000 7,829 0.14%
CACI INTERNATIONAL INC-CL A    (CL A) CAI 630,000 2,725 0.14%
WNS (HOLDINGS) LIMITED ADR    (SPON ADR) WNS 608,000 10,344 0.13%
DELL TECHNOLOGIES INC CLASS C COMMON STOCK    (CL C) 605,000 11,657 0.13%
US FOODS HOLDING CORP COM    (COM) USFD 599,000 14,579 0.13%
DOW INC COMMON STOCK    (COM) 596,000 12,518 0.13%
TELUS CORP    (COM) TULCF 595,000 16,695 0.13%
BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL COM    (COM) BFAM 591,000 3,878 0.13%
1 2 3 Next >Full Portfolio View
Total Value As 2019-09-30: 435,674,000 SEC FILING
* Portfolios do not reflect changes after reporting
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