SEC 13F Intelligence

Managers / Q2 2021 · view latest →

Quantitative Systematic Strategies LLC

CIK 0001591902 · 13000 SAWGRASS VILLAGE CIRCLE,, SUITE 10, PONTE VEDRA BEACH, FL, 32082 · 9046866100

Reported Value
$287M
Q2 2021
Positions
448
Filings on Record
16
2019–present window
Filed
Aug 11, 2021
amendment (RESTATEMENT)

Summary

Quantitative Systematic Strategies LLC reported $287M in U.S.-listed holdings across 448 positions for Q2 2021.

Its largest position, VT, represents 3.8% of the portfolio.

Compared with Q1 2021, the fund opened 147 new positions and exited 291.

Portfolio Metrics

Turnover
+20.6%
vs prior filed quarter
Top-10 Concentration
+10.9%
share of reported value
Largest Position
+3.8%
Vanguard Intl Equity Index F
New / Exited
147 / 291
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q1 ’19: $404MQ1 ’19Q2 ’19: $531MQ3 ’19: $436MQ3 ’19Q4 ’19: $679MQ1 ’20: $122MQ1 ’20Q2 ’20: $506MQ3 ’20: $573MQ3 ’20Q4 ’20: $707MQ1 ’21: $646MQ1 ’21Q2 ’21: $287MQ3 ’21: $11MQ3 ’21Q4 ’21: $11MQ1 ’22: $0Q1 ’22Q2 ’22: $0Q3 ’22: $0Q3 ’22filingsflow.com

Portfolio Composition

By security type
Common Stock: 78.6%REIT: 10.9%Other: 4.2%ETP: 3.8%ADR: 2.0%Other: 0.5%
  • Common Stock · 78.6% · $225M
  • REIT · 10.9% · $31M
  • Other · 4.2% · $12M
  • ETP · 3.8% · $11M
  • ADR · 2.0% · $6M
  • Other · 0.5% · $1M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
HUMHUMANA INCNEW+5.8K5.8K+$3M$3M
WMTWALMART INCNEW+15.3K15.3K+$2M$2M
NTRNUTRIEN LTDNEW+32.6K32.6K+$2M$2M
CMCSACOMCAST CORP NEWNEW+30.9K30.9K+$2M$2M
TXRHTEXAS ROADHOUSE INCNEW+17.6K17.6K+$2M$2M
MKCMCCORMICK & CO INCNEW+17.2K17.2K+$2M$2M
RSGREPUBLIC SVCS INCNEW+13.1K13.1K+$1M$1M
PFGCPERFORMANCE FOOD GROUP CONEW+27.3K27.3K+$1M$1M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q2 2021

448 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1VTVANGUARD INTL EQUITY INDEX Fhistory →TT WRLD ST ETF3.78%$11M104.5K
2AEPAMERICAN ELEC PWR CO INCCOM0.91%$3M30.9K
3HUMHUMANA INCCOM0.90%$3M5.8K
4MDTMEDTRONIC PLCSHS0.87%$2M20.1K
5GOOGLALPHABET INCCAP STK CL A0.82%$2M961
6UDRUDR INCCOM0.79%$2M46.3K
7WMTWALMART INCCOM0.76%$2M15.3K
8NTRNUTRIEN LTDCOM0.69%$2M32.6K
9METAFACEBOOK INCCL A0.69%$2M5.7K
10NVSTENVISTA HOLDINGS CORPORATIONCOM0.67%$2M44.6K
11TUTELUS CORPORATIONCOM0.65%$2M83.6K
12CMCSACOMCAST CORP NEWCL A0.61%$2M30.9K
13INVHINVITATION HOMES INCCOM0.61%$2M47.2K
14MSFTMICROSOFT CORPCOM0.59%$2M6.3K
15TXRHTEXAS ROADHOUSE INCCOM0.59%$2M17.6K
16HRUSDHEALTHCARE RLTY TRCOM0.58%$2M55.4K
17AMZNAMAZON COM INCCOM0.58%$2M485
18WLKWESTLAKE CHEM CORPCOM0.58%$2M18.3K
19EHCENCOMPASS HEALTH CORPCOM0.56%$2M20.5K
20NNNNATIONAL RETAIL PROPERTIES ICOM0.55%$2M33.6K
21MKCMCCORMICK & CO INCCOM NON VTG0.53%$2M17.2K
22EVRGEVERGY INCCOM0.53%$2M25.0K
23KEYKEYCORPCOM0.52%$1M71.5K
24CHARLES RIV LABS INTL INCCOM0.51%$1M3.9K
25RACEFERRARI N VCOM0.50%$1M7.0K
26RSGREPUBLIC SVCS INCCOM0.50%$1M13.1K
27MGPMGM GROWTH PPTYS LLCCL A COM0.50%$1M39.1K
28LWLAMB WESTON HLDGS INCCOM0.48%$1M17.1K
29NEVRO CORPCOM0.47%$1M8.2K
30PZZAPAPA JOHNS INTL INCCOM0.47%$1M12.8K
31PFGCPERFORMANCE FOOD GROUP COCOM0.46%$1M27.3K
32IPINTERNATIONAL PAPER COCOM0.46%$1M21.6K
33GPNGLOBAL PMTS INCCOM0.46%$1M7.0K
34CRMSALESFORCE COM INCCOM0.45%$1M5.3K
35HUNHUNTSMAN CORPCOM0.45%$1M48.5K
36LINDE PLCSHS0.45%$1M4.4K
37PEPPEPSICO INCCOM0.44%$1M8.5K
38AMATAPPLIED MATLS INCCOM0.44%$1M8.8K
39DOCHEALTHPEAK PROPERTIES INCCOM0.43%$1M37.0K
40OTISOTIS WORLDWIDE CORPCOM0.43%$1M15.1K
41RTXRAYTHEON TECHNOLOGIES CORPCOM0.42%$1M14.2K
42VYXNCR CORP NEWCOM0.42%$1M26.6K
43NINISOURCE INCCOM0.42%$1M48.7K
44MCDMCDONALDS CORPCOM0.41%$1M5.1K
45ADIANALOG DEVICES INCCOM0.41%$1M6.8K
46BIOBIO RAD LABS INCCL A0.41%$1M1.8K
47TGTTARGET CORPCOM0.40%$1M4.8K
48CATALENT INCCOM0.40%$1M10.6K
49LABORATORY CORP AMER HLDGSCOM NEW0.39%$1M4.1K
50PHPARKER-HANNIFIN CORPCOM0.39%$1M3.7K
51ISRGINTUITIVE SURGICAL INCCOM NEW0.39%$1M1.2K
52AJGGALLAGHER ARTHUR J & COCOM0.39%$1M7.9K
53ESEVERSOURCE ENERGYCOM0.39%$1M13.8K
54AAALCOA CORPCOM0.38%$1M29.9K
55EXCEXELON CORPCOM0.38%$1M24.9K
56KOCOCA COLA COCOM0.38%$1M20.3K
57CRANE COCOM0.38%$1M11.8K
58CMSCMS ENERGY CORPCOM0.38%$1M18.4K
59ICLRICON PLCSHS0.38%$1M5.2K
60COTYCOTY INCCOM CL A0.37%$1M114.8K
61BUNGE LIMITEDCOM0.37%$1M13.6K
62STTSTATE STR CORPCOM0.37%$1M12.8K
63PDMPIEDMONT OFFICE REALTY TR INCOM CL A0.37%$1M56.6K
64GLPIGAMING & LEISURE PPTYS INCCOM0.36%$1M22.4K
65COFCAPITAL ONE FINL CORPCOM0.36%$1M6.7K
66PKGPACKAGING CORP AMERCOM0.36%$1M7.5K
67CCEPCOCA-COLA EUROPACIFIC PARTNESHS0.35%$1M16.9K
68FHNFIRST HORIZON CORPORATIONCOM0.35%$995,00057.6K
69HORIZON THERAPEUTICS PUB LSHS0.35%$990,00010.6K
70PVHPVH CORPORATIONCOM0.34%$987,0009.2K
71VNOVORNADO RLTY TRSH BEN INT0.34%$977,00020.9K
72FRFIRST INDL RLTY TR INCCOM0.34%$973,00018.6K
73CZRCAESARS ENTERTAINMENT INC NECOM0.34%$970,0009.4K
74OGEOGE ENERGY CORPCOM0.34%$964,00028.6K
75BNYBANK NEW YORK MELLON CORPCOM0.34%$964,00018.8K
76RHRHCOM0.33%$949,0001.4K
77IFFINTERNATIONAL FLAVORS&FRAGRACOM0.33%$940,0006.3K
78MSMORGAN STANLEYCOM NEW0.33%$934,00010.2K
79SYNEOS HEALTH INCCL A0.32%$928,00010.4K
80AAGILENT TECHNOLOGIES INCCOM0.32%$923,0006.2K
81ARENA PHARMACEUTICALS INCCOM NEW0.32%$917,00013.5K
82NEW ORIENTAL ED & TECHNOLOGYSPON ADR0.32%$914,00069.8K
83ELSEQUITY LIFESTYLE PPTYS INCCOM0.32%$912,00012.3K
84AMPAMERIPRISE FINL INCCOM0.32%$907,0003.6K
85ASOACADEMY SPORTS & OUTDOORS INCOM0.32%$906,00022.0K
86ARMKARAMARKCOM0.32%$903,00024.2K
87BIIBBIOGEN INCCOM0.31%$899,0002.6K
88GENERAL ELECTRIC COCOM0.31%$897,00066.6K
89TWLOTWILIO INCCL A0.31%$892,0002.3K
90HUBSHUBSPOT INCCOM0.31%$892,0001.5K
91AIZASSURANT INCCOM0.31%$874,0005.6K
92EGPEASTGROUP PPTYS INCCOM0.30%$870,0005.3K
93ZBHZIMMER BIOMET HOLDINGS INCCOM0.30%$866,0005.4K
94VRNSVARONIS SYS INCCOM0.30%$866,00015.0K
95ACHCACADIA HEALTHCARE COMPANY INCOM0.30%$860,00013.7K
96ALGNALIGN TECHNOLOGY INCCOM0.30%$859,0001.4K
97SGITEMPUR SEALY INTL INCCOM0.29%$842,00021.5K
98CPTCAMDEN PPTY TRSH BEN INT0.29%$835,0006.3K
99STZCONSTELLATION BRANDS INCCL A0.29%$834,0003.6K
100LBEURL BRANDS INCCOM0.29%$831,00011.5K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q3 2022$01Nov 10, 202213F-HRchanges · EDGAR ↗
Q2 2022$01Aug 8, 202213F-HRchanges · EDGAR ↗
Q1 2022$01May 4, 202213F-HRchanges · EDGAR ↗
Q4 2021$11M1Feb 7, 202213F-HRchanges · EDGAR ↗
Q3 2021$11M1Nov 16, 202113F-HRchanges · EDGAR ↗
Q2 2021$287M448Aug 11, 2021RESTATEMENTchanges · EDGAR ↗
Q1 2021$646M592May 6, 202113F-HRchanges · EDGAR ↗
Q4 2020$707M591Feb 9, 202113F-HRchanges · EDGAR ↗
Q3 2020$573M575Nov 9, 202013F-HRchanges · EDGAR ↗
Q2 2020$506M565Aug 4, 202013F-HRchanges · EDGAR ↗
Q1 2020$122M241May 6, 202013F-HRchanges · EDGAR ↗
Q4 2019$679M529Feb 11, 202013F-HRchanges · EDGAR ↗
Q3 2019$436M450Nov 7, 201913F-HRchanges · EDGAR ↗
Q2 2019$531M460Jul 25, 201913F-HRchanges · EDGAR ↗
Q1 2019$404M378Apr 15, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.