$707 Million is the total value of Quantitative Systematic Strategies LLC's 591 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was - .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATO | New | ATMOS ENERGY CORP | $5,051,000 | – | 52,926 | +100.0% | 0.72% | – |
| D | New | DOMINION ENERGY INC | $5,034,000 | – | 66,940 | +100.0% | 0.71% | – |
| INTU | New | INTUIT | $4,424,000 | – | 11,648 | +100.0% | 0.63% | – |
| COF | New | CAPITAL ONE FINL CORP | $3,483,000 | – | 35,237 | +100.0% | 0.49% | – |
| SRE | New | SEMPRA ENERGY | $3,328,000 | – | 26,122 | +100.0% | 0.47% | – |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $3,132,000 | – | 11,101 | +100.0% | 0.44% | – |
| AAPL | New | APPLE INC | $3,116,000 | – | 23,482 | +100.0% | 0.44% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,076,000 | – | 111,574 | +100.0% | 0.44% | – |
| AMT | New | AMERICAN TOWER CORP NEW | $3,004,000 | – | 13,383 | +100.0% | 0.42% | – |
| CAT | New | CATERPILLAR INC | $2,763,000 | – | 15,182 | +100.0% | 0.39% | – |
| ES | New | EVERSOURCE ENERGY | $2,761,000 | – | 31,916 | +100.0% | 0.39% | – |
| UNIT | New | UNITI GROUP INC | $2,741,000 | – | 233,644 | +100.0% | 0.39% | – |
| AWK | New | AMERICAN WTR WKS CO INC NEW | $2,630,000 | – | 17,139 | +100.0% | 0.37% | – |
| GE | New | GENERAL ELECTRIC CO | $2,555,000 | – | 236,569 | +100.0% | 0.36% | – |
| UNP | New | UNION PAC CORP | $2,555,000 | – | 12,269 | +100.0% | 0.36% | – |
| BDX | New | BECTON DICKINSON & CO | $2,459,000 | – | 9,829 | +100.0% | 0.35% | – |
| USB | New | US BANCORP DEL | $2,407,000 | – | 51,660 | +100.0% | 0.34% | – |
| GILD | New | GILEAD SCIENCES INC | $2,319,000 | – | 39,800 | +100.0% | 0.33% | – |
| NDAQ | New | NASDAQ INC | $2,220,000 | – | 16,722 | +100.0% | 0.31% | – |
| PM | New | PHILIP MORRIS INTL INC | $2,202,000 | – | 26,600 | +100.0% | 0.31% | – |
| ASO | New | ACADEMY SPORTS & OUTDOORS IN | $2,174,000 | – | 104,853 | +100.0% | 0.31% | – |
| HSY | New | HERSHEY CO | $2,126,000 | – | 13,959 | +100.0% | 0.30% | – |
| COLD | New | AMERICOLD RLTY TR | $2,082,000 | – | 55,766 | +100.0% | 0.30% | – |
| AMAT | New | APPLIED MATLS INC | $2,055,000 | – | 23,818 | +100.0% | 0.29% | – |
| BAC | New | BK OF AMERICA CORP | $2,045,000 | – | 67,458 | +100.0% | 0.29% | – |
| CF | New | CF INDS HLDGS INC | $2,027,000 | – | 52,373 | +100.0% | 0.29% | – |
| WMG | New | WARNER MUSIC GROUP CORP | $1,865,000 | – | 49,091 | +100.0% | 0.26% | – |
| WST | New | WEST PHARMACEUTICAL SVSC INC | $1,854,000 | – | 6,544 | +100.0% | 0.26% | – |
| LPLA | New | LPL FINL HLDGS INC | $1,828,000 | – | 17,541 | +100.0% | 0.26% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $1,827,000 | – | 6,695 | +100.0% | 0.26% | – |
| XEL | New | XCEL ENERGY INC | $1,695,000 | – | 25,427 | +100.0% | 0.24% | – |
| BFB | New | BROWN FORMAN CORPcl b | $1,667,000 | – | 20,981 | +100.0% | 0.24% | – |
| HPP | New | HUDSON PAC PPTYS INC | $1,657,000 | – | 69,002 | +100.0% | 0.23% | – |
| HAE | New | HAEMONETICS CORP | $1,633,000 | – | 13,748 | +100.0% | 0.23% | – |
| EXPD | New | EXPEDITORS INTL WASH INC | $1,595,000 | – | 16,766 | +100.0% | 0.23% | – |
| ETN | New | EATON CORP PLC | $1,591,000 | – | 13,246 | +100.0% | 0.22% | – |
| CNP | New | CENTERPOINT ENERGY INC | $1,417,000 | – | 65,503 | +100.0% | 0.20% | – |
| WRB | New | BERKLEY W R CORP | $1,399,000 | – | 21,059 | +100.0% | 0.20% | – |
| DLR | New | DIGITAL RLTY TR INC | $1,402,000 | – | 10,047 | +100.0% | 0.20% | – |
| CG | New | CARLYLE GROUP INC | $1,361,000 | – | 43,302 | +100.0% | 0.19% | – |
| LVS | New | LAS VEGAS SANDS CORP | $1,311,000 | – | 21,998 | +100.0% | 0.19% | – |
| SEIC | New | SEI INVTS CO | $1,278,000 | – | 22,238 | +100.0% | 0.18% | – |
| POR | New | PORTLAND GEN ELEC CO | $1,259,000 | – | 29,430 | +100.0% | 0.18% | – |
| TITN | New | TITAN MACHY INC | $1,254,000 | – | 64,118 | +100.0% | 0.18% | – |
| INFO | New | IHS MARKIT LTD | $1,252,000 | – | 13,936 | +100.0% | 0.18% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $1,217,000 | – | 24,339 | +100.0% | 0.17% | – |
| JACK | New | JACK IN THE BOX INC | $1,210,000 | – | 13,041 | +100.0% | 0.17% | – |
| AMP | New | AMERIPRISE FINL INC | $1,198,000 | – | 6,164 | +100.0% | 0.17% | – |
| FAF | New | FIRST AMERN FINL CORP | $1,181,000 | – | 22,869 | +100.0% | 0.17% | – |
| MTB | New | M & T BK CORP | $1,146,000 | – | 9,001 | +100.0% | 0.16% | – |
| SYY | New | SYSCO CORP | $1,142,000 | – | 15,384 | +100.0% | 0.16% | – |
| SEAS | New | SEAWORLD ENTMT INC | $1,128,000 | – | 35,722 | +100.0% | 0.16% | – |
| CVS | New | CVS HEALTH CORP | $1,130,000 | – | 16,549 | +100.0% | 0.16% | – |
| RH | New | RH | $1,115,000 | – | 2,492 | +100.0% | 0.16% | – |
| SAM | New | BOSTON BEER INCcl a | $1,114,000 | – | 1,120 | +100.0% | 0.16% | – |
| OKTA | New | OKTA INCcl a | $1,115,000 | – | 4,385 | +100.0% | 0.16% | – |
| PVH | New | PVH CORPORATION | $1,082,000 | – | 11,526 | +100.0% | 0.15% | – |
| NEE | New | NEXTERA ENERGY INC | $1,073,000 | – | 13,904 | +100.0% | 0.15% | – |
| MUSA | New | MURPHY USA INC | $1,065,000 | – | 8,140 | +100.0% | 0.15% | – |
| WBT | New | WELBILT INC | $1,057,000 | – | 80,055 | +100.0% | 0.15% | – |
| TIF | New | TIFFANY & CO NEW | $1,051,000 | – | 7,994 | +100.0% | 0.15% | – |
| BA | New | BOEING CO | $1,039,000 | – | 4,854 | +100.0% | 0.15% | – |
| DAL | New | DELTA AIR LINES INC DEL | $1,039,000 | – | 25,834 | +100.0% | 0.15% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,032,000 | – | 4,367 | +100.0% | 0.15% | – |
| GNTX | New | GENTEX CORP | $1,023,000 | – | 30,157 | +100.0% | 0.14% | – |
| LSI | New | LIFE STORAGE INC | $996,000 | – | 8,346 | +100.0% | 0.14% | – |
| REG | New | REGENCY CTRS CORP | $979,000 | – | 21,464 | +100.0% | 0.14% | – |
| BPOP | New | POPULAR INC | $960,000 | – | 17,040 | +100.0% | 0.14% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $951,000 | – | 2,427 | +100.0% | 0.14% | – |
| CR | New | CRANE CO | $935,000 | – | 12,041 | +100.0% | 0.13% | – |
| TKR | New | TIMKEN CO | $933,000 | – | 12,061 | +100.0% | 0.13% | – |
| FHI | New | FEDERATED HERMES INCcl b | $929,000 | – | 32,152 | +100.0% | 0.13% | – |
| CCL | New | CARNIVAL CORPunit 99/99/9999 | $919,000 | – | 42,438 | +100.0% | 0.13% | – |
| AQUA | New | EVOQUA WATER TECHNOLOGIES CO | $903,000 | – | 33,458 | +100.0% | 0.13% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $906,000 | – | 38,514 | +100.0% | 0.13% | – |
| BEN | New | FRANKLIN RESOURCES INC | $898,000 | – | 35,943 | +100.0% | 0.13% | – |
| LRCX | New | LAM RESEARCH CORP | $890,000 | – | 1,884 | +100.0% | 0.13% | – |
| HEI | New | HEICO CORP NEW | $873,000 | – | 6,594 | +100.0% | 0.12% | – |
| LNT | New | ALLIANT ENERGY CORP | $861,000 | – | 16,710 | +100.0% | 0.12% | – |
| TWNK | New | HOSTESS BRANDS INCcl a | $860,000 | – | 58,776 | +100.0% | 0.12% | – |
| LLY | New | LILLY ELI & CO | $852,000 | – | 5,044 | +100.0% | 0.12% | – |
| DCI | New | DONALDSON INC | $805,000 | – | 14,408 | +100.0% | 0.11% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $782,000 | – | 2,191 | +100.0% | 0.11% | – |
| HYFM | New | HYDROFARM HLDGS GROUP INC | $769,000 | – | 14,625 | +100.0% | 0.11% | – |
| AMSC | New | AMERICAN SUPERCONDUCTOR CORP | $769,000 | – | 32,853 | +100.0% | 0.11% | – |
| LIVN | New | LIVANOVA PLC | $773,000 | – | 11,673 | +100.0% | 0.11% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $755,000 | – | 20,223 | +100.0% | 0.11% | – |
| COP | New | CONOCOPHILLIPS | $746,000 | – | 18,666 | +100.0% | 0.11% | – |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $752,000 | – | 9,039 | +100.0% | 0.11% | – |
| SONY | New | SONY CORPsponsored adr | $748,000 | – | 7,396 | +100.0% | 0.11% | – |
| IHRT | New | IHEARTMEDIA INC | $742,000 | – | 57,148 | +100.0% | 0.10% | – |
| FBC | New | FLAGSTAR BANCORP INC | $737,000 | – | 18,079 | +100.0% | 0.10% | – |
| NNN | New | NATIONAL RETAIL PROPERTIES I | $732,000 | – | 17,877 | +100.0% | 0.10% | – |
| THG | New | HANOVER INS GROUP INC | $735,000 | – | 6,287 | +100.0% | 0.10% | – |
| TVTX | New | TRAVERE THERAPEUTICS INC | $731,000 | – | 26,818 | +100.0% | 0.10% | – |
| NCR | New | NCR CORP NEW | $714,000 | – | 18,998 | +100.0% | 0.10% | – |
| DE | New | DEERE & CO | $707,000 | – | 2,626 | +100.0% | 0.10% | – |
| POLY | New | PLANTRONICS INC NEW | $693,000 | – | 25,655 | +100.0% | 0.10% | – |
| ALK | New | ALASKA AIR GROUP INC | $688,000 | – | 13,233 | +100.0% | 0.10% | – |
| HRTX | New | HERON THERAPEUTICS INC | $680,000 | – | 32,137 | +100.0% | 0.10% | – |
| TCOM | New | TRIP COM GROUP LTDads | $655,000 | – | 19,428 | +100.0% | 0.09% | – |
| MASI | New | MASIMO CORP | $651,000 | – | 2,424 | +100.0% | 0.09% | – |
| AIRC | New | APARTMENT INCOME REIT CORP | $652,000 | – | 16,968 | +100.0% | 0.09% | – |
| SAFM | New | SANDERSON FARMS INC | $645,000 | – | 4,882 | +100.0% | 0.09% | – |
| MIDD | New | MIDDLEBY CORP | $642,000 | – | 4,982 | +100.0% | 0.09% | – |
| AEP | New | AMERICAN ELEC PWR CO INC | $645,000 | – | 7,747 | +100.0% | 0.09% | – |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $638,000 | – | 18,700 | +100.0% | 0.09% | – |
| UBER | New | UBER TECHNOLOGIES INC | $628,000 | – | 12,323 | +100.0% | 0.09% | – |
| UL | New | UNILEVER PLCspon adr new | $631,000 | – | 10,457 | +100.0% | 0.09% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $606,000 | – | 14,436 | +100.0% | 0.09% | – |
| UAL | New | UNITED AIRLS HLDGS INC | $606,000 | – | 14,000 | +100.0% | 0.09% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $605,000 | – | 3,871 | +100.0% | 0.09% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $595,000 | – | 13,257 | +100.0% | 0.08% | – |
| SU | New | SUNCOR ENERGY INC NEW | $595,000 | – | 35,457 | +100.0% | 0.08% | – |
| SO | New | SOUTHERN CO | $586,000 | – | 9,536 | +100.0% | 0.08% | – |
| LSXMA | New | LIBERTY MEDIA CORP DEL | $587,000 | – | 13,594 | +100.0% | 0.08% | – |
| AIZ | New | ASSURANT INC | $588,000 | – | 4,314 | +100.0% | 0.08% | – |
| GDS | New | GDS HLDGS LTDsponsored ads | $576,000 | – | 6,146 | +100.0% | 0.08% | – |
| OMI | New | OWENS & MINOR INC NEW | $565,000 | – | 20,881 | +100.0% | 0.08% | – |
| SCCO | New | SOUTHERN COPPER CORP | $557,000 | – | 8,556 | +100.0% | 0.08% | – |
| MKSI | New | MKS INSTRS INC | $559,000 | – | 3,716 | +100.0% | 0.08% | – |
| CHTR | New | CHARTER COMMUNICATIONS INC Ncl a | $547,000 | – | 827 | +100.0% | 0.08% | – |
| VAR | New | VARIAN MED SYS INC | $537,000 | – | 3,071 | +100.0% | 0.08% | – |
| SWAV | New | SHOCKWAVE MED INC | $524,000 | – | 5,053 | +100.0% | 0.07% | – |
| CNMD | New | CONMED CORP | $522,000 | – | 4,660 | +100.0% | 0.07% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $507,000 | – | 51,010 | +100.0% | 0.07% | – |
| GES | New | GUESS INC | $508,000 | – | 22,461 | +100.0% | 0.07% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDG L | $509,000 | – | 20,002 | +100.0% | 0.07% | – |
| DHR | New | DANAHER CORPORATION | $490,000 | – | 2,208 | +100.0% | 0.07% | – |
| New | CAESARS ENTMT CORPnote 5.000%10/0 | $480,000 | – | 6,457 | +100.0% | 0.07% | – | |
| BKH | New | BLACK HILLS CORP | $476,000 | – | 7,754 | +100.0% | 0.07% | – |
| DXC | New | DXC TECHNOLOGY CO | $472,000 | – | 18,338 | +100.0% | 0.07% | – |
| IVZ | New | INVESCO LTD | $463,000 | – | 26,560 | +100.0% | 0.07% | – |
| FIT | New | FITBIT INCcl a | $456,000 | – | 67,056 | +100.0% | 0.06% | – |
| CBSH | New | COMMERCE BANCSHARES INC | $457,000 | – | 6,958 | +100.0% | 0.06% | – |
| OMF | New | ONEMAIN HLDGS INC | $453,000 | – | 9,399 | +100.0% | 0.06% | – |
| EXAS | New | EXACT SCIENCES CORP | $434,000 | – | 3,275 | +100.0% | 0.06% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $433,000 | – | 39,645 | +100.0% | 0.06% | – |
| ALL | New | ALLSTATE CORP | $427,000 | – | 3,887 | +100.0% | 0.06% | – |
| LNG | New | CHENIERE ENERGY INC | $425,000 | – | 7,080 | +100.0% | 0.06% | – |
| YUMC | New | YUM CHINA HLDGS INC | $421,000 | – | 7,372 | +100.0% | 0.06% | – |
| PLAN | New | ANAPLAN INC | $422,000 | – | 5,867 | +100.0% | 0.06% | – |
| OMCL | New | OMNICELL COM | $417,000 | – | 3,475 | +100.0% | 0.06% | – |
| GDOT | New | GREEN DOT CORPcl a | $415,000 | – | 7,429 | +100.0% | 0.06% | – |
| ARCH | New | ARCH RESOURCES INCcl a | $415,000 | – | 9,491 | +100.0% | 0.06% | – |
| COGT | New | COGENT BIOSCIENCES INC | $415,000 | – | 36,931 | +100.0% | 0.06% | – |
| KRA | New | KRATON CORPORATION | $409,000 | – | 14,700 | +100.0% | 0.06% | – |
| AIR | New | AAR CORP | $404,000 | – | 11,142 | +100.0% | 0.06% | – |
| ACIW | New | ACI WORLDWIDE INC | $399,000 | – | 10,390 | +100.0% | 0.06% | – |
| ARWR | New | ARROWHEAD PHARMACEUTICALS IN | $398,000 | – | 5,186 | +100.0% | 0.06% | – |
| VTRS | New | VIATRIS INC | $394,000 | – | 21,034 | +100.0% | 0.06% | – |
| ZLAB | New | ZAI LAB LTDadr | $387,000 | – | 2,857 | +100.0% | 0.06% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $377,000 | – | 25,908 | +100.0% | 0.05% | – |
| ALEC | New | ALECTOR INC | $377,000 | – | 24,936 | +100.0% | 0.05% | – |
| TW | New | TRADEWEB MKTS INCcl a | $361,000 | – | 5,776 | +100.0% | 0.05% | – |
| SNP | New | CHINA PETROLEUM & CHEMICAL C | $358,000 | – | 8,025 | +100.0% | 0.05% | – |
| VLY | New | VALLEY NATL BANCORP | $362,000 | – | 37,139 | +100.0% | 0.05% | – |
| SUM | New | SUMMIT MATLS INCcl a | $346,000 | – | 17,213 | +100.0% | 0.05% | – |
| ATI | New | ALLEGHENY TECHNOLOGIES INC | $342,000 | – | 20,422 | +100.0% | 0.05% | – |
| NTLA | New | INTELLIA THERAPEUTICS INC | $338,000 | – | 6,222 | +100.0% | 0.05% | – |
| GNL | New | GLOBAL NET LEASE INC | $339,000 | – | 19,806 | +100.0% | 0.05% | – |
| FPRX | New | FIVE PRIME THERAPEUTICS INC | $325,000 | – | 19,113 | +100.0% | 0.05% | – |
| FSP | New | FRANKLIN STR PPTYS CORP | $328,000 | – | 75,141 | +100.0% | 0.05% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $315,000 | – | 15,198 | +100.0% | 0.04% | – |
| WH | New | WYNDHAM HOTELS & RESORTS INC | $312,000 | – | 5,250 | +100.0% | 0.04% | – |
| WPM | New | WHEATON PRECIOUS METALS CORP | $311,000 | – | 7,453 | +100.0% | 0.04% | – |
| ALG | New | ALAMO GROUP INC | $314,000 | – | 2,274 | +100.0% | 0.04% | – |
| ULTA | New | ULTA BEAUTY INC | $306,000 | – | 1,067 | +100.0% | 0.04% | – |
| RL | New | RALPH LAUREN CORPcl a | $306,000 | – | 2,947 | +100.0% | 0.04% | – |
| LOGI | New | LOGITECH INTL S A | $300,000 | – | 3,089 | +100.0% | 0.04% | – |
| PGRE | New | PARAMOUNT GROUP INC | $291,000 | – | 32,200 | +100.0% | 0.04% | – |
| NXST | New | NEXSTAR MEDIA GROUP INCcl a | $284,000 | – | 2,604 | +100.0% | 0.04% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $280,000 | – | 20,742 | +100.0% | 0.04% | – |
| WHD | New | CACTUS INCcl a | $282,000 | – | 10,814 | +100.0% | 0.04% | – |
| BIDU | New | BAIDU INCspon adr rep a | $278,000 | – | 1,286 | +100.0% | 0.04% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $273,000 | – | 8,414 | +100.0% | 0.04% | – |
| TRTN | New | TRITON INTL LTDcl a | $274,000 | – | 5,651 | +100.0% | 0.04% | – |
| AU | New | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $269,000 | – | 11,889 | +100.0% | 0.04% | – |
| HON | New | HONEYWELL INTL INC | $266,000 | – | 1,250 | +100.0% | 0.04% | – |
| BKU | New | BANKUNITED INC | $265,000 | – | 7,628 | +100.0% | 0.04% | – |
| CLGX | New | CORELOGIC INC | $266,000 | – | 3,440 | +100.0% | 0.04% | – |
| DOCU | New | DOCUSIGN INC | $253,000 | – | 1,139 | +100.0% | 0.04% | – |
| LYB | New | LYONDELLBASELL INDUSTRIES N | $255,000 | – | 2,779 | +100.0% | 0.04% | – |
| LMNX | New | LUMINEX CORP DEL | $255,000 | – | 11,039 | +100.0% | 0.04% | – |
| SAVE | New | SPIRIT AIRLS INC | $257,000 | – | 10,500 | +100.0% | 0.04% | – |
| QGEN | New | QIAGEN NVcall | $253,000 | – | 4,783 | +100.0% | 0.04% | – |
| ASML | New | ASML HOLDING N V | $249,000 | – | 510 | +100.0% | 0.04% | – |
| CVLT | New | COMMVAULT SYSTEMS INC | $249,000 | – | 4,491 | +100.0% | 0.04% | – |
| MCS | New | MARCUS CORP DEL | $245,000 | – | 18,201 | +100.0% | 0.04% | – |
| QLYS | New | QUALYS INC | $246,000 | – | 2,020 | +100.0% | 0.04% | – |
| WIRE | New | ENCORE WIRE CORP | $237,000 | – | 3,906 | +100.0% | 0.03% | – |
| PCAR | New | PACCAR INC | $242,000 | – | 2,800 | +100.0% | 0.03% | – |
| LPRO | New | OPEN LENDING CORP | $241,000 | – | 6,898 | +100.0% | 0.03% | – |
| MGNX | New | MACROGENICS INC | $237,000 | – | 10,371 | +100.0% | 0.03% | – |
| ITW | New | ILLINOIS TOOL WKS INC | $241,000 | – | 1,180 | +100.0% | 0.03% | – |
| UA | New | UNDER ARMOUR INCcl c | $241,000 | – | 16,205 | +100.0% | 0.03% | – |
| CBPO | New | CHINA BIOLOGIC PRODS HLDGS I | $242,000 | – | 2,052 | +100.0% | 0.03% | – |
| REPL | New | REPLIMUNE GROUP INC | $230,000 | – | 6,030 | +100.0% | 0.03% | – |
| MASS | New | 908 DEVICES INC | $233,000 | – | 4,097 | +100.0% | 0.03% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $234,000 | – | 667 | +100.0% | 0.03% | – |
| HFC | New | HOLLYFRONTIER CORP | $229,000 | – | 8,877 | +100.0% | 0.03% | – |
| TREX | New | TREX CO INC | $225,000 | – | 2,693 | +100.0% | 0.03% | – |
| LAD | New | LITHIA MTRS INCcl a | $220,000 | – | 752 | +100.0% | 0.03% | – |
| FSV | New | FIRSTSERVICE CORP NEW | $216,000 | – | 1,577 | +100.0% | 0.03% | – |
| CCMP | New | CABOT MICROELECTRONICS CORP | $221,000 | – | 1,461 | +100.0% | 0.03% | – |
| CNHI | New | CNH INDL N V | $216,000 | – | 16,796 | +100.0% | 0.03% | – |
| CM | New | CANADIAN IMP BK COMM | $212,000 | – | 2,481 | +100.0% | 0.03% | – |
| ARCC | New | ARES CAPITAL CORP | $210,000 | – | 12,435 | +100.0% | 0.03% | – |
| ANET | New | ARISTA NETWORKS INC | $214,000 | – | 737 | +100.0% | 0.03% | – |
| ABCL | New | ABCELLERA BIOLOGICS INC | $212,000 | – | 5,274 | +100.0% | 0.03% | – |
| DLTR | New | DOLLAR TREE INC | $211,000 | – | 1,955 | +100.0% | 0.03% | – |
| PTR | New | PETROCHINA CO LTDsponsored adr | $205,000 | – | 6,667 | +100.0% | 0.03% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $206,000 | – | 2,917 | +100.0% | 0.03% | – |
| RGNX | New | REGENXBIO INC | $206,000 | – | 4,540 | +100.0% | 0.03% | – |
| LNC | New | LINCOLN NATL CORP IND | $207,000 | – | 4,122 | +100.0% | 0.03% | – |
| TNC | New | TENNANT CO | $200,000 | – | 2,852 | +100.0% | 0.03% | – |
| ACRS | New | ACLARIS THERAPEUTICS INC | $193,000 | – | 29,847 | +100.0% | 0.03% | – |
| AKR | New | ACADIA RLTY TR | $172,000 | – | 12,086 | +100.0% | 0.02% | – |
| EAF | New | GRAFTECH INTL LTD | $161,000 | – | 15,078 | +100.0% | 0.02% | – |
| ZNGA | New | ZYNGA INCcl a | $165,000 | – | 16,749 | +100.0% | 0.02% | – |
| CXP | New | COLUMBIA PPTY TR INC | $166,000 | – | 11,562 | +100.0% | 0.02% | – |
| FCF | New | FIRST COMWLTH FINL CORP PA | $148,000 | – | 13,512 | +100.0% | 0.02% | – |
| VTGN | New | VISTAGEN THERAPEUTICS INC | $137,000 | – | 70,387 | +100.0% | 0.02% | – |
| LXRX | New | LEXICON PHARMACEUTICALS INC | $117,000 | – | 34,086 | +100.0% | 0.02% | – |
| New | IMPAX LABORATORIES INCnote 2.000% 6/1 | $112,000 | – | 24,483 | +100.0% | 0.02% | – | |
| ARKO | New | ARKO CORP | $103,000 | – | 11,395 | +100.0% | 0.02% | – |
| CRIS | New | CURIS INC | $97,000 | – | 11,899 | +100.0% | 0.01% | – |
| CTIC | New | CTI BIOPHARMA CORP | $68,000 | – | 20,998 | +100.0% | 0.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-02-09
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BOSTON SCIENTIFIC CORPORATION | 28 | Q4 2020 | 1.4% |
| BRISTOL-MYERS SQUIBB CO | 26 | Q1 2021 | 1.6% |
| FACEBOOK INC CL A | 26 | Q2 2021 | 1.0% |
| MICROSOFT CORP | 25 | Q2 2021 | 1.8% |
| AMAZON.COM, INC. | 24 | Q2 2021 | 1.6% |
| HONEYWELL INTL INC | 24 | Q4 2020 | 1.4% |
| BAXTER INTL INC | 24 | Q3 2020 | 0.8% |
| KEYCORP NEW | 24 | Q2 2021 | 0.7% |
| T-MOBILE US INC | 23 | Q1 2021 | 1.0% |
| FIFTH THIRD BANCORP | 23 | Q4 2020 | 1.0% |
View Quantitative Systematic Strategies LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-08 |
| 13F-HR | 2022-05-04 |
| 13F-HR | 2022-02-07 |
| 13F-HR | 2021-11-16 |
| 13F-HR/A | 2021-08-11 |
| 13F-HR | 2021-08-05 |
| 13F-HR | 2021-05-06 |
| 13F-HR | 2021-02-09 |
| 13F-HR | 2020-11-09 |
View Quantitative Systematic Strategies LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.