$287 Million is the total value of Quantitative Systematic Strategies LLC's 448 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OTIC | Exit | OTONOMY INC | $0 | – | -16,947 | -100.0% | -0.01% | – |
| CPRX | Exit | CATALYST PHARMACEUTICALS INC | $0 | – | -13,104 | -100.0% | -0.01% | – |
| AQB | Exit | AQUABOUNTY TECHNOLOGIES INC | $0 | – | -15,000 | -100.0% | -0.02% | – |
| FSP | Exit | FRANKLIN STR PPTYS CORP | $0 | – | -18,465 | -100.0% | -0.02% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETLERIspon adr new | $0 | – | -24,050 | -100.0% | -0.02% | – |
| ORC | Exit | ORCHID IS CAP INC | $0 | – | -22,495 | -100.0% | -0.02% | – |
| LFC | Exit | CHINA LIFE INS CO LTDspon adr rep h | $0 | – | -13,427 | -100.0% | -0.02% | – |
| CRIS | Exit | CURIS INC | $0 | – | -13,251 | -100.0% | -0.02% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -12,316 | -100.0% | -0.02% | – |
| APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -11,250 | -100.0% | -0.02% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -14,623 | -100.0% | -0.02% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $0 | – | -21,598 | -100.0% | -0.03% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -14,908 | -100.0% | -0.03% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -11,461 | -100.0% | -0.03% | – |
| PAX | Exit | PATRIA INVESTMENTS LIMITED | $0 | – | -11,315 | -100.0% | -0.03% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -3,419 | -100.0% | -0.03% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -4,362 | -100.0% | -0.03% | – |
| PLYM | Exit | PLYMOUTH INDL REIT INC | $0 | – | -11,794 | -100.0% | -0.03% | – |
| BLI | Exit | BERKELEY LTS INC | $0 | – | -4,022 | -100.0% | -0.03% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -690 | -100.0% | -0.03% | – |
| TX | Exit | TERNIUM SAsponsored ads | $0 | – | -5,254 | -100.0% | -0.03% | – |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -1,118 | -100.0% | -0.03% | – |
| FOE | Exit | FERRO CORP | $0 | – | -12,220 | -100.0% | -0.03% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -1,521 | -100.0% | -0.03% | – |
| IHRT | Exit | IHEARTMEDIA INC | $0 | – | -11,284 | -100.0% | -0.03% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -11,365 | -100.0% | -0.03% | – |
| SNPS | Exit | SYNOPSYS INC | $0 | – | -855 | -100.0% | -0.03% | – |
| DX | Exit | DYNEX CAP INC | $0 | – | -11,206 | -100.0% | -0.03% | – |
| MRSN | Exit | MERSANA THERAPEUTICS INC | $0 | – | -13,169 | -100.0% | -0.03% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -6,637 | -100.0% | -0.03% | – |
| TRU | Exit | TRANSUNION | $0 | – | -2,380 | -100.0% | -0.03% | – |
| FFWM | Exit | FIRST FNDTN INC | $0 | – | -9,235 | -100.0% | -0.03% | – |
| NLOK | Exit | NORTONLIFELOCK INC | $0 | – | -10,202 | -100.0% | -0.03% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -6,885 | -100.0% | -0.03% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE IN | $0 | – | -2,009 | -100.0% | -0.04% | – |
| ALDX | Exit | ALDEYRA THERAPEUTICS INC | $0 | – | -18,902 | -100.0% | -0.04% | – |
| TVTY | Exit | TIVITY HEALTH INC | $0 | – | -10,203 | -100.0% | -0.04% | – |
| NMRK | Exit | NEWMARK GROUP INCcl a | $0 | – | -22,617 | -100.0% | -0.04% | – |
| ORCC | Exit | OWL ROCK CAPITAL CORPORATION | $0 | – | -16,812 | -100.0% | -0.04% | – |
| ALLO | Exit | ALLOGENE THERAPEUTICS INC | $0 | – | -6,667 | -100.0% | -0.04% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -3,595 | -100.0% | -0.04% | – |
| AGIO | Exit | AGIOS PHARMACEUTICALS INC | $0 | – | -4,661 | -100.0% | -0.04% | – |
| WD | Exit | WALKER & DUNLOP INC | $0 | – | -2,355 | -100.0% | -0.04% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -1,125 | -100.0% | -0.04% | – |
| ROIC | Exit | RETAIL OPPORTUNITY INVTS COR | $0 | – | -15,043 | -100.0% | -0.04% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -3,385 | -100.0% | -0.04% | – |
| LCII | Exit | LCI INDS | $0 | – | -1,799 | -100.0% | -0.04% | – |
| VMW | Exit | VMWARE INC | $0 | – | -1,576 | -100.0% | -0.04% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -12,000 | -100.0% | -0.04% | – |
| RRR | Exit | RED ROCK RESORTS INCcl a | $0 | – | -7,584 | -100.0% | -0.04% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -3,605 | -100.0% | -0.04% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -5,728 | -100.0% | -0.04% | – |
| MANT | Exit | MANTECH INTERNATIONAL CORPcl a | $0 | – | -2,800 | -100.0% | -0.04% | – |
| GRFS | Exit | GRIFOLS S Asp adr rep b nvt | $0 | – | -14,264 | -100.0% | -0.04% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -2,315 | -100.0% | -0.04% | – |
| PLUG | Exit | PLUG POWER INC | $0 | – | -7,023 | -100.0% | -0.04% | – |
| CAJ | Exit | CANON INCsponsored adr | $0 | – | -11,203 | -100.0% | -0.04% | – |
| ATRI | Exit | ATRION CORP | $0 | – | -390 | -100.0% | -0.04% | – |
| CNA | Exit | CNA FINL CORP | $0 | – | -5,601 | -100.0% | -0.04% | – |
| UNIT | Exit | UNITI GROUP INC | $0 | – | -23,383 | -100.0% | -0.04% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -4,438 | -100.0% | -0.04% | – |
| NOVT | Exit | NOVANTA INC | $0 | – | -2,023 | -100.0% | -0.04% | – |
| INSM | Exit | INSMED INC | $0 | – | -7,880 | -100.0% | -0.04% | – |
| SNP | Exit | CHINA PETROLEUM & CHEMICAL C | $0 | – | -5,164 | -100.0% | -0.04% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -9,373 | -100.0% | -0.04% | – |
| PNM | Exit | PNM RES INC | $0 | – | -5,567 | -100.0% | -0.04% | – |
| IMO | Exit | IMPERIAL OIL LTD | $0 | – | -11,339 | -100.0% | -0.04% | – |
| APLS | Exit | APELLIS PHARMACEUTICALS INC | $0 | – | -6,543 | -100.0% | -0.04% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -7,782 | -100.0% | -0.04% | – |
| RGA | Exit | REINSURANCE GRP OF AMERICA I | $0 | – | -2,184 | -100.0% | -0.04% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -10,431 | -100.0% | -0.04% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -4,188 | -100.0% | -0.04% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -3,474 | -100.0% | -0.04% | – |
| SABR | Exit | SABRE CORP | $0 | – | -18,565 | -100.0% | -0.04% | – |
| CHPT | Exit | CHARGEPOINT HOLDINGS INC | $0 | – | -10,687 | -100.0% | -0.04% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -2,954 | -100.0% | -0.04% | – |
| CWEN | Exit | CLEARWAY ENERGY INCcl c | $0 | – | -10,355 | -100.0% | -0.04% | – |
| WB | Exit | WEIBO CORPsponsored adr | $0 | – | -5,828 | -100.0% | -0.04% | – |
| RP | Exit | REALPAGE INC | $0 | – | -3,349 | -100.0% | -0.04% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -2,918 | -100.0% | -0.05% | – |
| TGTX | Exit | TG THERAPEUTICS INC | $0 | – | -6,117 | -100.0% | -0.05% | – |
| INCY | Exit | INCYTE CORP | $0 | – | -3,660 | -100.0% | -0.05% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -14,617 | -100.0% | -0.05% | – |
| LPRO | Exit | OPEN LENDING CORP | $0 | – | -8,501 | -100.0% | -0.05% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -3,216 | -100.0% | -0.05% | – |
| TNDM | Exit | TANDEM DIABETES CARE INC | $0 | – | -3,456 | -100.0% | -0.05% | – |
| APA | Exit | APACHE CORP | $0 | – | -17,090 | -100.0% | -0.05% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -10,360 | -100.0% | -0.05% | – |
| BTRS | Exit | BTRS HOLDINGS INC | $0 | – | -21,785 | -100.0% | -0.05% | – |
| CALM | Exit | CAL MAINE FOODS INC | $0 | – | -8,234 | -100.0% | -0.05% | – |
| TCOM | Exit | TRIP COM GROUP LTDads | $0 | – | -8,364 | -100.0% | -0.05% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -24,885 | -100.0% | -0.05% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -715 | -100.0% | -0.05% | – |
| YUMC | Exit | YUM CHINA HLDGS INC | $0 | – | -5,730 | -100.0% | -0.05% | – |
| ENB | Exit | ENBRIDGE INC | $0 | – | -9,243 | -100.0% | -0.05% | – |
| SC | Exit | SANTANDER CONSUMER USA HLDGS | $0 | – | -12,641 | -100.0% | -0.05% | – |
| AKRO | Exit | AKERO THERAPEUTICS INC | $0 | – | -11,728 | -100.0% | -0.05% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -1,843 | -100.0% | -0.05% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -1,118 | -100.0% | -0.05% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -4,960 | -100.0% | -0.05% | – |
| AMRN | Exit | AMARIN CORP PLCspons adr new | $0 | – | -55,556 | -100.0% | -0.05% | – |
| RGEN | Exit | REPLIGEN CORP | $0 | – | -1,755 | -100.0% | -0.05% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -2,238 | -100.0% | -0.05% | – |
| ARES | Exit | ARES MANAGEMENT CORPORATION | $0 | – | -6,134 | -100.0% | -0.05% | – |
| PRGS | Exit | PROGRESS SOFTWARE CORP | $0 | – | -7,883 | -100.0% | -0.05% | – |
| QTWO | Exit | Q2 HLDGS INC | $0 | – | -3,497 | -100.0% | -0.05% | – |
| WPM | Exit | WHEATON PRECIOUS METALS CORP | $0 | – | -9,378 | -100.0% | -0.06% | – |
| AU | Exit | ANGLOGOLD ASHANTI LIMITEDsponsored adr | $0 | – | -16,263 | -100.0% | -0.06% | – |
| JD | Exit | JD.COM INCspon adr cl a | $0 | – | -4,280 | -100.0% | -0.06% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -4,308 | -100.0% | -0.06% | – |
| TREX | Exit | TREX CO INC | $0 | – | -3,931 | -100.0% | -0.06% | – |
| TME | Exit | TENCENT MUSIC ENTMT GROUPspon ads | $0 | – | -17,614 | -100.0% | -0.06% | – |
| ARNC | Exit | ARCONIC CORPORATION | $0 | – | -14,250 | -100.0% | -0.06% | – |
| TRTN | Exit | TRITON INTL LTDcl a | $0 | – | -6,578 | -100.0% | -0.06% | – |
| AXNX | Exit | AXONICS MODULATION TECHNOLOG | $0 | – | -6,166 | -100.0% | -0.06% | – |
| TFX | Exit | TELEFLEX INCORPORATED | $0 | – | -919 | -100.0% | -0.06% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -40,149 | -100.0% | -0.06% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -12,193 | -100.0% | -0.06% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -26,590 | -100.0% | -0.06% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -27,676 | -100.0% | -0.06% | – |
| VCEL | Exit | VERICEL CORP | $0 | – | -6,916 | -100.0% | -0.06% | – |
| PODD | Exit | INSULET CORP | $0 | – | -1,451 | -100.0% | -0.06% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -34,373 | -100.0% | -0.06% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -11,073 | -100.0% | -0.06% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -3,125 | -100.0% | -0.06% | – |
| Exit | LIGHTSPEED POS INC | $0 | – | -6,474 | -100.0% | -0.06% | – | |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -3,033 | -100.0% | -0.06% | – |
| TNC | Exit | TENNANT CO | $0 | – | -5,236 | -100.0% | -0.06% | – |
| IIPR | Exit | INNOVATIVE INDL PPTYS INC | $0 | – | -2,319 | -100.0% | -0.06% | – |
| INTC | Exit | INTEL CORP | $0 | – | -6,580 | -100.0% | -0.06% | – |
| COUP | Exit | COUPA SOFTWARE INC | $0 | – | -1,642 | -100.0% | -0.06% | – |
| CLGX | Exit | CORELOGIC INC | $0 | – | -5,416 | -100.0% | -0.07% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -3,052 | -100.0% | -0.07% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -4,404 | -100.0% | -0.07% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -19,180 | -100.0% | -0.07% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -3,530 | -100.0% | -0.07% | – |
| HAS | Exit | HASBRO INC | $0 | – | -4,558 | -100.0% | -0.07% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -323 | -100.0% | -0.07% | – |
| FRC | Exit | FIRST REP BK SAN FRANCISCO C | $0 | – | -2,750 | -100.0% | -0.07% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -14,838 | -100.0% | -0.07% | – |
| RMD | Exit | RESMED INC | $0 | – | -2,429 | -100.0% | -0.07% | – |
| PLAN | Exit | ANAPLAN INC | $0 | – | -8,775 | -100.0% | -0.07% | – |
| RCKT | Exit | ROCKET PHARMACEUTICALS INC | $0 | – | -10,873 | -100.0% | -0.08% | – |
| NSTG | Exit | NANOSTRING TECHNOLOGIES INC | $0 | – | -7,356 | -100.0% | -0.08% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -26,989 | -100.0% | -0.08% | – |
| WABC | Exit | WESTAMERICA BANCORPORATION | $0 | – | -7,902 | -100.0% | -0.08% | – |
| SONY | Exit | SONY CORPsponsored adr | $0 | – | -4,753 | -100.0% | -0.08% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -22,224 | -100.0% | -0.08% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -10,305 | -100.0% | -0.08% | – |
| LHCG | Exit | LHC GROUP INC | $0 | – | -2,703 | -100.0% | -0.08% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -15,218 | -100.0% | -0.08% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -47,556 | -100.0% | -0.08% | – |
| SGFY | Exit | SIGNIFY HEALTH INC | $0 | – | -18,647 | -100.0% | -0.08% | – |
| SLF | Exit | SUN LIFE FINANCIAL INC. | $0 | – | -11,006 | -100.0% | -0.09% | – |
| HOME | Exit | AT HOME GROUP INC | $0 | – | -19,703 | -100.0% | -0.09% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -33,267 | -100.0% | -0.09% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -3,916 | -100.0% | -0.09% | – |
| ARKO | Exit | ARKO CORP | $0 | – | -56,844 | -100.0% | -0.09% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS INC | $0 | – | -55,047 | -100.0% | -0.09% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -15,736 | -100.0% | -0.09% | – |
| MSGS | Exit | MADISON SQUARE GRDN SPRT CORcl a | $0 | – | -3,232 | -100.0% | -0.09% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -34,918 | -100.0% | -0.09% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -8,175 | -100.0% | -0.09% | – |
| FCX | Exit | FREEPORT-MCMORAN INCcl b | $0 | – | -18,035 | -100.0% | -0.09% | – |
| AMX | Exit | AMERICA MOVIL SAB DE CV | $0 | – | -43,750 | -100.0% | -0.09% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -8,000 | -100.0% | -0.09% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -9,069 | -100.0% | -0.10% | – |
| MGNX | Exit | MACROGENICS INC | $0 | – | -19,446 | -100.0% | -0.10% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -2,780 | -100.0% | -0.10% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -7,116 | -100.0% | -0.10% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP IN | $0 | – | -10,696 | -100.0% | -0.10% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -10,076 | -100.0% | -0.10% | – |
| XLNX | Exit | XILINX INC | $0 | – | -5,174 | -100.0% | -0.10% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -4,494 | -100.0% | -0.10% | – |
| WMG | Exit | WARNER MUSIC GROUP CORP | $0 | – | -19,015 | -100.0% | -0.10% | – |
| MAS | Exit | MASCO CORP | $0 | – | -11,024 | -100.0% | -0.10% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -29,374 | -100.0% | -0.10% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -4,416 | -100.0% | -0.10% | – |
| TRI | Exit | THOMSON REUTERS CORP. | $0 | – | -7,637 | -100.0% | -0.10% | – |
| V | Exit | VISA INC | $0 | – | -3,331 | -100.0% | -0.11% | – |
| EPC | Exit | EDGEWELL PERS CARE CO | $0 | – | -18,000 | -100.0% | -0.11% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -15,881 | -100.0% | -0.11% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -19,487 | -100.0% | -0.11% | – |
| DG | Exit | DOLLAR GEN CORP NEW | $0 | – | -3,562 | -100.0% | -0.11% | – |
| SPR | Exit | SPIRIT AEROSYSTEMS HLDGS INC | $0 | – | -15,000 | -100.0% | -0.11% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -11,622 | -100.0% | -0.11% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -12,389 | -100.0% | -0.11% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -16,297 | -100.0% | -0.12% | – |
| BEN | Exit | FRANKLIN RESOURCES INC | $0 | – | -25,369 | -100.0% | -0.12% | – |
| DLTR | Exit | DOLLAR TREE INC | $0 | – | -6,558 | -100.0% | -0.12% | – |
| TRP | Exit | TC ENERGY CORP | $0 | – | -16,752 | -100.0% | -0.12% | – |
| UBER | Exit | UBER TECHNOLOGIES INC | $0 | – | -14,090 | -100.0% | -0.12% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -18,978 | -100.0% | -0.12% | – |
| SMPL | Exit | SIMPLY GOOD FOODS CO | $0 | – | -25,503 | -100.0% | -0.12% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -17,363 | -100.0% | -0.12% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -16,720 | -100.0% | -0.12% | – |
| OLN | Exit | OLIN CORP | $0 | – | -22,527 | -100.0% | -0.13% | – |
| BLL | Exit | BALL CORP | $0 | – | -10,125 | -100.0% | -0.13% | – |
| GLW | Exit | CORNING INC | $0 | – | -19,912 | -100.0% | -0.13% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -5,585 | -100.0% | -0.14% | – |
| CCXI | Exit | CHEMOCENTRYX INC | $0 | – | -17,249 | -100.0% | -0.14% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -5,049 | -100.0% | -0.14% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE IN | $0 | – | -3,736 | -100.0% | -0.14% | – |
| EQIX | Exit | EQUINIX INC | $0 | – | -1,321 | -100.0% | -0.14% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -33,977 | -100.0% | -0.14% | – |
| BMO | Exit | BANK MONTREAL QUE | $0 | – | -10,389 | -100.0% | -0.14% | – |
| TER | Exit | TERADYNE INC | $0 | – | -7,792 | -100.0% | -0.15% | – |
| HPQ | Exit | HP INC | $0 | – | -30,092 | -100.0% | -0.15% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -14,852 | -100.0% | -0.15% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -9,232 | -100.0% | -0.15% | – |
| ASH | Exit | ASHLAND GLOBAL HLDGS INC | $0 | – | -10,876 | -100.0% | -0.15% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -5,250 | -100.0% | -0.15% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -3,027 | -100.0% | -0.15% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -14,810 | -100.0% | -0.15% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -12,706 | -100.0% | -0.16% | – |
| VAR | Exit | VARIAN MED SYS INC | $0 | – | -5,827 | -100.0% | -0.16% | – |
| CM | Exit | CANADIAN IMP BK COMM | $0 | – | -10,530 | -100.0% | -0.16% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEM INC | $0 | – | -7,602 | -100.0% | -0.16% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -8,308 | -100.0% | -0.16% | – |
| AMT | Exit | AMERICAN TOWER CORP NEW | $0 | – | -4,368 | -100.0% | -0.16% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -448 | -100.0% | -0.16% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -3,978 | -100.0% | -0.16% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -7,979 | -100.0% | -0.16% | – |
| ENTG | Exit | ENTEGRIS INC | $0 | – | -9,602 | -100.0% | -0.17% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -17,914 | -100.0% | -0.17% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -11,899 | -100.0% | -0.17% | – |
| AAPL | Exit | APPLE INC | $0 | – | -9,042 | -100.0% | -0.17% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -24,442 | -100.0% | -0.17% | – |
| VICI | Exit | VICI PPTYS INC | $0 | – | -39,387 | -100.0% | -0.17% | – |
| ROP | Exit | ROPER TECHNOLOGIES INC | $0 | – | -2,751 | -100.0% | -0.17% | – |
| TT | Exit | TRANE TECHNOLOGIES PLC | $0 | – | -6,749 | -100.0% | -0.17% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -8,764 | -100.0% | -0.17% | – |
| SEIC | Exit | SEI INVTS CO | $0 | – | -18,907 | -100.0% | -0.18% | – |
| WH | Exit | WYNDHAM HOTELS & RESORTS INC | $0 | – | -16,711 | -100.0% | -0.18% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -7,684 | -100.0% | -0.18% | – |
| AL | Exit | AIR LEASE CORPcl a | $0 | – | -23,772 | -100.0% | -0.18% | – |
| EIX | Exit | EDISON INTL | $0 | – | -20,371 | -100.0% | -0.18% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -30,879 | -100.0% | -0.19% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -7,673 | -100.0% | -0.19% | – |
| WBT | Exit | WELBILT INC | $0 | – | -74,555 | -100.0% | -0.19% | – |
| MBUU | Exit | MALIBU BOATS INC | $0 | – | -15,149 | -100.0% | -0.19% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -21,757 | -100.0% | -0.19% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -3,328 | -100.0% | -0.19% | – |
| TITN | Exit | TITAN MACHY INC | $0 | – | -49,416 | -100.0% | -0.20% | – |
| SBUX | Exit | STARBUCKS CORP | $0 | – | -11,734 | -100.0% | -0.20% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -11,252 | -100.0% | -0.20% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -31,199 | -100.0% | -0.20% | – |
| SGRY | Exit | SURGERY PARTNERS INC | $0 | – | -29,328 | -100.0% | -0.20% | – |
| EL | Exit | LAUDER ESTEE COS INCcl a | $0 | – | -4,516 | -100.0% | -0.20% | – |
| SR | Exit | SPIRE INC | $0 | – | -17,830 | -100.0% | -0.20% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -34,557 | -100.0% | -0.20% | – |
| PGR | Exit | PROGRESSIVE CORP | $0 | – | -13,992 | -100.0% | -0.21% | – |
| FND | Exit | FLOOR & DECOR HLDGS INCcl a | $0 | – | -14,181 | -100.0% | -0.21% | – |
| STAG | Exit | STAG INDL INC | $0 | – | -40,469 | -100.0% | -0.21% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -5,187 | -100.0% | -0.21% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -22,528 | -100.0% | -0.22% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -10,553 | -100.0% | -0.22% | – |
| VMC | Exit | VULCAN MATLS CO | $0 | – | -8,712 | -100.0% | -0.23% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -26,767 | -100.0% | -0.23% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INC | $0 | – | -51,497 | -100.0% | -0.24% | – |
| HAE | Exit | HAEMONETICS CORP MASS | $0 | – | -14,666 | -100.0% | -0.25% | – |
| RJF | Exit | RAYMOND JAMES FINL INC | $0 | – | -13,409 | -100.0% | -0.25% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -53,000 | -100.0% | -0.26% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -13,997 | -100.0% | -0.26% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -13,874 | -100.0% | -0.27% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -30,255 | -100.0% | -0.28% | – |
| MNST | Exit | MONSTER BEVERAGE CORP NEW | $0 | – | -20,305 | -100.0% | -0.29% | – |
| SYY | Exit | SYSCO CORP | $0 | – | -23,575 | -100.0% | -0.29% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -16,070 | -100.0% | -0.29% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -21,146 | -100.0% | -0.30% | – |
| CC | Exit | CHEMOURS CO | $0 | – | -71,290 | -100.0% | -0.31% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -27,346 | -100.0% | -0.32% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -43,579 | -100.0% | -0.32% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -6,351 | -100.0% | -0.32% | – |
| COLD | Exit | AMERICOLD RLTY TR | $0 | – | -55,078 | -100.0% | -0.33% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -11,690 | -100.0% | -0.33% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -29,854 | -100.0% | -0.35% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -17,451 | -100.0% | -0.36% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -5,182 | -100.0% | -0.38% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -16,497 | -100.0% | -0.38% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -49,265 | -100.0% | -0.39% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -11,563 | -100.0% | -0.42% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -45,231 | -100.0% | -0.45% | – |
| Exit | CAESARS ENTERTAINMENT CORPnote 5.000%10/0 | $0 | – | -34,142 | -100.0% | -0.46% | – | |
| FDX | Exit | FEDEX CORP | $0 | – | -10,596 | -100.0% | -0.47% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -134,234 | -100.0% | -0.47% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -15,255 | -100.0% | -0.48% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -89,902 | -100.0% | -0.54% | – |
| BDX | Exit | BECTON DICKINSON & CO | $0 | – | -14,516 | -100.0% | -0.55% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -7,328 | -100.0% | -0.57% | – |
| MRK | Exit | MERCK & CO. INC | $0 | – | -72,854 | -100.0% | -0.87% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2021-08-11
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.