SEC 13F Intelligence

Managers / Q4 2019 · view latest →

Quantitative Systematic Strategies LLC

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

Reported Value
$679M
Q4 2019
Positions
529
Filings on Record
16
2019–present window
Filed
Feb 11, 2020
original filing

Summary

Quantitative Systematic Strategies LLC reported $679M in U.S.-listed holdings across 529 positions for Q4 2019.

Its largest position, FIS, represents 1.0% of the portfolio.

Compared with Q3 2019, the fund opened 247 new positions and exited 168.

Portfolio Metrics

Turnover
+29.8%
vs prior filed quarter
Top-10 Concentration
+8.8%
share of reported value
Largest Position
+1.0%
Fidelity Natl Information Sv
New / Exited
247 / 168
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: 80.5%REIT: 12.5%Other: 4.4%ADR: 2.1%ETP: 0.3%Other: 0.3%
  • Common Stock · 80.5% · $547M
  • REIT · 12.5% · $85M
  • Other · 4.4% · $30M
  • ADR · 2.1% · $14M
  • ETP · 0.3% · $2M
  • Other · 0.3% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ADIANALOG DEVICES INCNEW+47.1K47.1K+$6M$6M
GSGOLDMAN SACHS GROUP INCNEW+19.6K19.6K+$5M$5M
DOCHEALTHPEAK PPTYS INCNEW+123.1K123.1K+$4M$4M
XELXCEL ENERGY INCNEW+66.7K66.7K+$4M$4M
AXPAMERICAN EXPRESS CONEW+33.9K33.9K+$4M$4M
DTEDTE ENERGY CONEW+32.3K32.3K+$4M$4M
MRKMERCK & CO INCNEW+44.8K44.8K+$4M$4M
AVBAVALONBAY CMNTYS INCNEW+17.6K17.6K+$4M$4M

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

Holdings — Q4 2019

497 positions (from 499 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1FISFIDELITY NATL INFORMATION SVhistory →COM1.02%$7M49.8K
2KOCOCA COLA COCOM0.99%$7M121.0K
3PGPROCTER & GAMBLE COCOM0.95%$6M51.9K
4BSXBOSTON SCIENTIFIC CORPCOM0.89%$6M134.2K
5AEPAMERICAN ELEC PWR CO INCCOM0.89%$6M63.7K
6MDLZMONDELEZ INTL INCCL A0.85%$6M104.9K
7ADIANALOG DEVICES INCCOM0.82%$6M47.1K
8DISCOVERY INCCOM SER C0.80%$5M178.4K
9MSFTMICROSOFT CORPCOM0.80%$5M34.4K
10MDTMEDTRONIC PLCSHS0.79%$5M47.4K
11NKENIKE INCCL B0.75%$5M50.5K
12CPTCAMDEN PPTY TRSH BEN INT0.73%$5M46.6K
13HDHOME DEPOT INCCOM0.71%$5M22.0K
14GPNGLOBAL PMTS INCCOM0.70%$5M26.0K
15DUKE REALTY CORPCOM NEW0.69%$5M134.9K
16SPGIS&P GLOBAL INCCOM0.69%$5M17.0K
17KEYKEYCORP NEWCOM0.68%$5M229.3K
18FITBFIFTH THIRD BANCORPCOM0.67%$5M148.8K
19MGPMGM GROWTH PPTYS LLCCL A COM0.67%$5M147.2K
20GSGOLDMAN SACHS GROUP INCCOM0.66%$5M19.6K
21MKLMARKEL CORPCOM0.66%$5M3.9K
22STAGSTAG INDL INCCOM0.64%$4M138.2K
23SYNOVUS FINL CORPCOM NEW0.64%$4M111.2K
24FEFIRSTENERGY CORPCOM0.64%$4M89.5K
25VNOVORNADO RLTY TRSH BEN INT0.64%$4M65.4K
26DOCHEALTHPEAK PPTYS INCCOM0.62%$4M123.1K
27AEEAMEREN CORPCOM0.62%$4M55.2K
28XELXCEL ENERGY INCCOM0.62%$4M66.7K
29AXPAMERICAN EXPRESS COCOM0.62%$4M33.9K
30AMZNAMAZON COM INCCOM0.62%$4M2.3K
31CMSCMS ENERGY CORPCOM0.62%$4M66.8K
32DTEDTE ENERGY COCOM0.62%$4M32.3K
33SPIRIT RLTY CAP INC NEWCOM NEW0.62%$4M85.2K
34AAGILENT TECHNOLOGIES INCCOM0.62%$4M49.0K
35UTXZUNITED TECHNOLOGIES CORPCOM0.61%$4M27.7K
36EMREMERSON ELEC COCOM0.60%$4M53.9K
37MRKMERCK & CO INCCOM0.60%$4M44.8K
38MAMASTERCARD INCCL A0.58%$4M13.3K
39DDOMINION ENERGY INCCOM0.58%$4M47.5K
40HUMHUMANA INCCOM0.58%$4M10.7K
41UALUNITED AIRLINES HLDGS INCCOM0.57%$4M43.6K
42CFGCITIZENS FINL GROUP INCCOM0.57%$4M94.5K
43ADBEADOBE INCCOM0.56%$4M11.6K
44KRCKILROY RLTY CORPCOM0.56%$4M45.1K
45MDUMDU RES GROUP INCCOM0.56%$4M127.2K
46METAFACEBOOK INCCL A0.54%$4M18.0K
47AVBAVALONBAY CMNTYS INCCOM0.54%$4M17.6K
48TCFTCF FINANCIAL CORPORATION NECOM0.54%$4M78.3K
49SLBSCHLUMBERGER LTDCOM0.53%$4M89.9K
50INVHINVITATION HOMES INCCOM0.53%$4M120.5K
51BMYBRISTOL MYERS SQUIBB COCOM0.53%$4M56.1K
52AMATAPPLIED MATLS INCCOM0.53%$4M59.0K
53FOXFOX CORPCL B COM0.53%$4M98.5K
54CDNSCADENCE DESIGN SYSTEM INCCOM0.51%$3M50.2K
55FTVFORTIVE CORPCOM0.51%$3M45.3K
56DISDISNEY WALT COCOM DISNEY0.50%$3M23.7K
57AIGAMERICAN INTL GROUP INCCOM NEW0.48%$3M63.3K
58VVISA INCCOM CL A0.48%$3M17.2K
59ATHENE HLDG LTDCL A0.47%$3M68.5K
60COSTCOSTCO WHSL CORP NEWCOM0.47%$3M10.8K
61EWBCEAST WEST BANCORP INCCOM0.47%$3M65.2K
62DEDEERE & COCOM0.47%$3M18.3K
63DUKDUKE ENERGY CORP NEWCOM NEW0.46%$3M33.9K
64ENSTAR GROUP LIMITEDSHS0.45%$3M14.7K
65VICIVICI PPTYS INCCOM0.44%$3M117.9K
66SBUXSTARBUCKS CORPCOM0.44%$3M34.1K
67HUDSON PAC PPTYS INCCOM0.44%$3M79.4K
68WTWWILLIS TOWERS WATSON PUB LTDSHS0.44%$3M14.7K
69BUNGE LIMITEDCOM0.43%$3M51.3K
70ELSEQUITY LIFESTYLE PPTYS INCCOM0.43%$3M41.8K
71WRIWEINGARTEN RLTY INVSSH BEN INT0.41%$3M90.0K
72APARTMENT INVT & MGMT COCL A0.41%$3M54.4K
73BAXBAXTER INTL INCCOM0.41%$3M33.6K
74SNPSSYNOPSYS INCCOM0.40%$3M19.7K
75SEAGATE TECHNOLOGY PLCSHS0.40%$3M46.0K
76CCITIGROUP INCCOM NEW0.40%$3M34.2K
77SWKSTANLEY BLACK & DECKER INCCOM0.40%$3M16.3K
78SIRIUS XM HLDGS INCCOM0.40%$3M378.0K
79AZOAUTOZONE INCCOM0.39%$3M2.2K
80DGDOLLAR GEN CORP NEWCOM0.39%$3M17.0K
81NVDANVIDIA CORPCOM0.39%$3M11.1K
82LNTALLIANT ENERGY CORPCOM0.38%$3M46.8K
83ATOATMOS ENERGY CORPCOM0.38%$3M22.9K
84STZCONSTELLATION BRANDS INCCL A0.37%$3M13.2K
85CICIGNA CORP NEWCOM0.36%$2M12.0K
86ASMLASML HOLDING N VN Y REGISTRY SHS0.36%$2M8.3K
87EHCENCOMPASS HEALTH CORPCOM0.36%$2M35.1K
88KANSAS CITY SOUTHERNCOM NEW0.35%$2M15.7K
89ROSTROSS STORES INCCOM0.35%$2M20.7K
90WALWESTERN ALLIANCE BANCORPCOM0.34%$2M41.0K
91COPCONOCOPHILLIPSCOM0.34%$2M35.8K
92TSMTAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS0.34%$2M40.0K
93JNJJOHNSON & JOHNSONCOM0.34%$2M15.8K
94LIFE STORAGE INCCOM0.34%$2M21.2K
95PMPHILIP MORRIS INTL INCCOM0.34%$2M26.9K
96AXA EQUITABLE HLDGS INCCOM0.33%$2M90.8K
97DDDUPONT DE NEMOURS INCCOM0.33%$2M34.9K
98WESTROCK COCOM0.32%$2M50.0K
99ILMNILLUMINA INCCOM0.31%$2M6.4K
100PFGCPERFORMANCE FOOD GROUP COCOM0.31%$2M40.9K

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 ↗.