Quantitative Systematic Strategies LLC
Filing Date
Global Rank
#2,975
/ 5,923
▼ 1095
Top Industry
Utilities - Regulated Electric
4.9%
3Y Alpha vs SPY
-5.1%
Period ended 4 years ago
Filed Aug 11, 2021 · 4y
6 quarters · since Mar 2020
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+43.5%
SPY
+74.2%
Annualised alpha
-7.5%
Max drawdown
−19.7%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
363 positions · as of Jun 30, 2021 · Δ vs Mar 31, 2021Top Position
2.8%
+1.5 pts
Top 5
7.1%
+1.6 pts
Top 10
11.3%
+1.1 pts
HHI
46
Diversified+4
Portfolio Trend
6 quarters · across all stocks
Sector Breakdown
As of Jun 30, 2021| Sector | % Portfolio | Value |
|---|---|---|
| Healthcare | 18.1% | $41,586,363 |
| Consumer Cyclical | 12.9% | $29,612,096 |
| Industrials | 11.7% | $26,923,278 |
| Financial Services | 11.3% | $25,898,847 |
| Real Estate | 10.5% | $24,118,759 |
| Technology | 9.6% | $22,081,259 |
| Consumer Defensive | 7.4% | $17,113,429 |
| Utilities | 6.6% | $15,252,368 |
| Basic Materials | 6.5% | $14,919,761 |
| Communication Services | 4.7% | $10,832,715 |
| Energy | 0.5% | $1,103,125 |
| Unclassified | 0.3% | $681,316 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| NNN | Nnn REIT, Inc. | +25,204 | 33,626 | $1,576,386 | |
| PPL | PPL Corp | +20,660 | 28,569 | $799,074 | |
| AKR | Acadia Realty Trust | +18,938 | 35,732 | $784,674 | |
| BTI | British American Tobacco p.l.c. | +13,619 | 19,469 | $765,326 | |
| FOLD | AMICUS THERAPEUTICS, INC. | +13,463 | 33,417 | $322,139 | |
| LW | Lamb Weston Holdings, Inc. | +10,753 | 17,120 | $1,380,899 | |
| FOXA | Fox Corp | +10,405 | 16,098 | $597,718 | |
| BRX | Brixmor Property Group Inc. | +8,512 | 32,082 | $734,356 | |
| WLK | Westlake Corp | +6,727 | 18,308 | $1,649,367 | |
| AER | AerCap Holdings N.V. | +5,250 | 11,583 | $593,165 | |
| COP | Conocophillips | +4,269 | 11,325 | $689,692 | |
| EPRT | Essential Properties Realty Trust, Inc. | +4,134 | 13,368 | $361,470 | |
| T | At&T Inc. | +3,984 | 19,080 | $414,745 | |
| TU | Telus Corp | +3,883 | 83,643 | $1,876,112 | |
| LNC | Lincoln National Corp | +3,444 | 6,864 | $431,333 | |
| VYX | NCR Voyix Corp | +2,612 | 26,581 | $743,778 | |
| CPRT | Copart Inc | +2,089 | 5,144 | $169,533 | |
| WELL | Welltower Inc. | +1,977 | 6,992 | $581,035 | |
| MCHP | Microchip Technology Inc | +1,927 | 5,543 | $415,004 | |
| TGT | Target Corp | +1,815 | 4,788 | $1,157,451 | |
| GH | Guardant Health, Inc. | +1,747 | 5,963 | $740,544 | |
| RLAY | Relay Therapeutics, Inc. | +1,579 | 8,246 | $301,721 | |
| MIDD | MIDDLEBY Corp | +1,457 | 2,957 | $512,329 | |
| AAL | American Airlines Group Inc. | +1,098 | 23,075 | $489,420 | |
| RCL | Royal Caribbean Cruises Ltd | +1,055 | 3,590 | $306,155 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| TROX | Tronox Holdings plc | −116,959 | 36,700 | $822,080 | |
| KEY | Keycorp /New/ | −91,519 | 71,520 | $1,476,888 | |
| IRT | Independence Realty Trust, Inc. | −91,301 | 16,333 | $297,750 | |
| VALE | Vale S.A. | −87,406 | 34,650 | $790,366 | |
| PDM | Piedmont Realty Trust, Inc. | −86,598 | 56,614 | $1,045,660 | |
| INVH | Invitation Homes Inc. | −84,483 | 47,164 | $1,758,745 | |
| NOMD | Nomad Foods Ltd | −75,270 | 16,612 | $469,621 | |
| OEC | Orion S.A. | −74,002 | 24,979 | $474,351 | |
| ORI | Old Republic International Corp | −69,391 | 29,397 | $732,279 | |
| DOC | Healthpeak Properties, Inc. | −69,229 | 37,021 | $1,232,429 | |
| CSCO | Cisco Systems, Inc. | −63,770 | 4,649 | $246,397 | |
| HUN | Huntsman CORP | −59,365 | 48,519 | $1,286,723 | |
| FHN | First Horizon Corp | −57,354 | 57,567 | $994,757 | |
| EXC | Exelon Corp | −57,057 | 24,870 | $786,013 | |
| ADC | Agree Realty Corp | −55,922 | 8,754 | $617,069 | |
| RTX | RTX Corp | −53,595 | 14,225 | $1,213,534 | |
| EQH | Equitable Holdings, Inc. | −51,629 | 19,038 | $579,707 | |
| NVST | Envista Holdings Corp | −50,661 | 44,566 | $1,925,696 | |
| NCLH | Norwegian Cruise Line Holdings Ltd. | −46,962 | 20,825 | $612,463 | |
| BRSL | Brightstar Lottery PLC | −45,745 | 33,351 | $799,089 | |
| KO | Coca Cola Co | −44,651 | 20,277 | $1,097,188 | |
| HIW | Highwoods Properties, Inc. | −44,034 | 15,529 | $701,444 | |
| AKBA | Akebia Therapeutics, Inc. | −40,635 | 18,732 | $70,994 | |
| FBP | First Bancorp /Pr/ | −38,730 | 29,553 | $352,271 | |
| CF | CF Industries Holdings, Inc. | −36,146 | 12,347 | $635,253 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| AGL | agilon health, inc. | 6,350 | $6,440,487 | |
| HUM | Humana Inc | 5,807 | $2,570,875 | |
| NTR | Nutrien Ltd. | 32,597 | $1,975,704 | |
| TXRH | Texas Roadhouse, Inc. | 17,586 | $1,691,773 | |
| CMCSA | Comcast Corp | 30,906 | $1,651,601 | |
| MKC | Mccormick & Co Inc | 17,170 | $1,516,454 | |
| RSG | Republic Services, Inc. | 13,055 | $1,436,180 | |
| PFGC | Performance Food Group Co | 27,339 | $1,325,668 | |
| CRM | Salesforce, Inc. | 5,277 | $1,289,012 | |
| IP | International Paper Co /New/ | 21,609 | $1,254,590 | |
| NI | Nisource Inc. | 48,730 | $1,193,885 | |
| ADI | Analog Devices Inc | 6,833 | $1,176,369 | |
| AJG | Arthur J. Gallagher & Co. | 7,933 | $1,111,254 | |
| COTY | Coty Inc. | 114,832 | $1,072,530 | |
| STT | State Street Corp | 12,828 | $1,055,487 | |
| PKG | Packaging Corp Of America | 7,523 | $1,018,764 | |
| CZR | Caesars Entertainment, Inc. | 9,351 | $970,166 | |
| OGE | Oge Energy Corp. | 28,650 | $964,072 | |
| BNY | Bank of New York Mellon Corp | 18,816 | $963,943 | |
| RH | Rh | 1,397 | $948,563 | |
| IFF | International Flavors & Fragrances Inc | 6,290 | $939,726 | |
| A | Agilent Technologies, Inc. | 6,247 | $923,369 | |
| TMO | Thermo Fisher Scientific Inc. | 1,585 | $799,584 | |
| CSX | Csx Corp | 24,440 | $784,035 | |
| URI | United Rentals, Inc. | 2,444 | $779,660 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| MRK | Merck & Co., Inc. | 72,854 | $5,359,081 | |
| BAC | Bank Of America Corp /De/ | 89,902 | $3,478,308 | |
| NXPI | NXP Semiconductors N.V. | 15,255 | $3,071,441 | |
| CNP | Centerpoint Energy Inc | 134,234 | $3,040,400 | |
| FDX | Fedex Corp | 10,596 | $3,009,687 | |
| CNC | Centene Corp | 45,231 | $2,890,713 | |
| BDX | Becton Dickinson & Co | 14,516 | $2,707,136 | |
| CAT | Caterpillar Inc | 11,563 | $2,681,112 | |
| MO | Altria Group, Inc. | 49,265 | $2,520,397 | |
| AWK | American Water Works Company, Inc. | 16,497 | $2,473,230 | |
| ADBE | Adobe Inc. | 5,182 | $2,463,367 | |
| NKE | NIKE, Inc. | 17,451 | $2,319,063 | |
| D | Dominion Energy, Inc | 29,854 | $2,267,709 | |
| DIS | Walt Disney Co | 11,690 | $2,157,038 | |
| COLD | Americold Realty Trust | 55,078 | $2,118,850 | |
| GS | Goldman Sachs Group Inc | 6,351 | $2,076,777 | |
| POR | Portland General Electric Co /Or/ | 43,579 | $2,068,695 | |
| CVS | CVS HEALTH Corp | 27,346 | $2,057,239 | |
| CC | Chemours Co | 71,290 | $1,989,703 | |
| TSM | Taiwan Semiconductor Manufacturing Co Ltd | 16,070 | $1,900,759 | |
| SYY | Sysco Corp | 23,575 | $1,856,295 | |
| LVS | Las Vegas Sands Corp | 30,255 | $1,838,293 | |
| WYNN | Wynn Resorts Ltd | 13,874 | $1,739,383 | |
| HAE | Haemonetics Corp | 14,666 | $1,628,072 | |
| ELAN | Elanco Animal Health Inc | 51,497 | $1,516,586 | |
| No positions match the current search. | ||||
47 positions ·
$26,923,278 total
· Industrials only
· as of Jun 30, 2021
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| RSG |
Republic Services, Inc.
Industrials
|
NEW | 13,055 | $1,436,180 | 5.33% | |
| GPN |
Global Payments Inc
Industrials
|
Reduced | 7,032 | $1,318,781 | 4.90% | |
| OTIS |
Otis Worldwide Corp
Industrials
|
Reduced | 15,056 | $1,231,129 | 4.57% | |
| RTX |
RTX Corp
Industrials
|
Reduced | 14,225 | $1,213,534 | 4.51% | |
| PH |
Parker-Hannifin Corp
Industrials
|
Reduced | 3,675 | $1,128,629 | 4.19% | |
| CSX |
Csx Corp
Industrials
|
NEW | 24,440 | $784,035 | 2.91% | |
| URI |
United Rentals, Inc.
Industrials
|
NEW | 2,444 | $779,660 | 2.90% | |
| ENR |
Energizer Holdings, Inc.
Industrials
|
NEW | 17,488 | $751,634 | 2.79% | |
| GD |
General Dynamics Corp
Industrials
|
NEW | 3,911 | $736,284 | 2.73% | |
| AME |
Ametek Inc/
Industrials
|
Added | 5,442 | $726,507 | 2.70% | |
| WCN |
Waste Connections, Inc.
Industrials
|
NEW | 5,972 | $713,235 | 2.65% | |
| ETN |
Eaton Corp plc
Industrials
|
Reduced | 4,714 | $698,520 | 2.59% | |
| NVT |
nVent Electric plc
Industrials
|
NEW | 21,625 | $675,565 | 2.51% | |
| ARMK |
Aramark
Industrials
|
NEW | 24,236 | $651,834 | 2.42% | |
| NDSN |
Nordson Corp
Industrials
|
NEW | 2,950 | $647,554 | 2.41% | |
| UAL |
United Airlines Holdings, Inc.
Industrials
|
Reduced | 12,355 | $646,042 | 2.40% | |
| AER |
AerCap Holdings N.V.
Industrials
|
Added | 11,583 | $593,165 | 2.20% | |
| NSC |
Norfolk Southern Corp
Industrials
|
NEW | 2,188 | $580,717 | 2.16% | |
| ALLE |
Allegion plc
Industrials
|
NEW | 4,103 | $571,547 | 2.12% | |
| FLS |
Flowserve Corp
Industrials
|
NEW | 13,995 | $564,278 | 2.10% | |
| BA |
Boeing Co
Industrials
|
Reduced | 2,350 | $562,966 | 2.09% | |
| OSK |
Oshkosh Corp
Industrials
|
NEW | 4,454 | $555,146 | 2.06% | |
| HWM |
Howmet Aerospace Inc.
Industrials
|
Reduced | 15,940 | $549,451 | 2.04% | |
| EME |
EMCOR Group, Inc.
Industrials
|
NEW | 4,450 | $548,195 | 2.04% | |
| WWD |
Woodward, Inc.
Industrials
|
NEW | 4,393 | $539,811 | 2.00% | |
| TDG |
TransDigm Group INC
Industrials
|
Reduced | 829 | $536,603 | 1.99% | |
| AIR |
Aar Corp
Industrials
|
Reduced | 13,529 | $524,248 | 1.95% | |
| MIDD |
MIDDLEBY Corp
Industrials
|
Added | 2,957 | $512,329 | 1.90% | |
| AAL |
American Airlines Group Inc.
Industrials
|
Added | 23,075 | $489,420 | 1.82% | |
| DAL |
Delta Air Lines, Inc.
Industrials
|
Reduced | 10,550 | $456,393 | 1.70% | |
| SWK |
Stanley Black & Decker, Inc.
Industrials
|
Reduced | 2,180 | $446,878 | 1.66% | |
| IR |
Ingersoll Rand Inc.
Industrials
|
Reduced | 8,179 | $399,216 | 1.48% | |
| CLH |
Clean Harbors Inc
Industrials
|
NEW | 4,111 | $382,898 | 1.42% | |
| XYL |
Xylem Inc.
Industrials
|
NEW | 3,106 | $372,595 | 1.38% | |
| DOV |
DOVER Corp
Industrials
|
NEW | 2,376 | $357,825 | 1.33% | |
| FBIN |
Fortune Brands Innovations, Inc.
Industrials
|
Reduced | 4,101 | $349,145 | 1.30% | |
| FELE |
Franklin Electric Co Inc
Industrials
|
Reduced | 4,214 | $339,732 | 1.26% | |
| ACM |
Aecom
Industrials
|
Reduced | 5,341 | $338,192 | 1.26% | |
| DE |
Deere & Co
Industrials
|
NEW | 875 | $308,621 | 1.15% | |
| NOC |
Northrop Grumman Corp /De/
Industrials
|
Reduced | 817 | $296,922 | 1.10% | |
| RRX |
Regal Rexnord Corp
Industrials
|
Reduced | 2,189 | $292,253 | 1.09% | |
| LPX |
Louisiana-Pacific Corp
Industrials
|
NEW | 4,438 | $267,567 | 0.99% | |
| PRG |
PROG Holdings, Inc.
Industrials
|
NEW | 4,806 | $231,312 | 0.86% | |
| CW |
Curtiss Wright Corp
Industrials
|
NEW | 1,910 | $226,831 | 0.84% | |
| ALK |
Alaska Air Group, Inc.
Industrials
|
Reduced | 3,502 | $211,205 | 0.78% | |
| BLDR |
Builders FirstSource, Inc.
Industrials
|
NEW | 4,903 | $209,161 | 0.78% | |
| CPRT |
Copart Inc
Industrials
|
Added | 5,144 | $169,533 | 0.63% |