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QSS

Quantitative Systematic Strategies Portfolio holdings

AUM $11.5M
1-Year Est. Return 21.96%
This Fund
S&P 500
This Quarter Est. Return
+10.34%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$679M
AUM Growth
+$244M
Cap. Flow
+$204M
Cap. Flow %
30.07%
Top 10 Hldgs %
8.8%
Holding
696
New
246
Increased
203
Reduced
78
Closed
167

Top Buys

Rank Stock Value
1
KO icon
Coca-Cola
KO
+$5.94M
2
ADI icon
Analog Devices
ADI
+$5.31M
3
FIS icon
Fidelity National Information Services
FIS
+$5.02M
4
CPT icon
Camden Property Trust
CPT
+$4.69M
5
HD icon
Home Depot
HD
+$4.62M

Top Sells

Rank Stock Value
1
NEE icon
NextEra Energy
NEE
+$4.06M
2
HON icon
Honeywell
HON
+$4.06M
3
PEP icon
PepsiCo
PEP
+$3.97M
4
HR icon
Healthcare Realty
HR
+$3.55M
5
MS icon
Morgan Stanley
MS
+$3.48M

Sector Composition

Rank Sector Weight
1 Financials 17.33%
2 Real Estate 13.87%
3 Healthcare 12.8%
4 Technology 11.96%
5 Consumer Discretionary 8.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AEE icon
26
Ameren
AEE
$31B
$4.24M 0.62%
55,245
+10,010
+22% +$760K
DOC icon
27
Healthpeak Properties
DOC
$15.3B
$4.24M 0.62%
123,106
+19,122
+18% +$669K
XEL icon
28
Xcel Energy
XEL
$50.1B
$4.23M 0.62%
+66,664
New +$4.17M
AXP icon
29
American Express
AXP
$238B
$4.22M 0.62%
+33,938
New +$4.06M
AMZN icon
30
Amazon
AMZN
$2.63T
$4.22M 0.62%
45,720
-7,100
-13% -$628K
CMS icon
31
CMS Energy
CMS
$22.9B
$4.2M 0.62%
66,801
+8,472
+15% +$528K
DTE icon
32
DTE Energy
DTE
$30.9B
$4.2M 0.62%
+37,950
New +$4.09M
SRC
33
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4.19M 0.62%
85,197
+63,810
+298% +$3.17M
A icon
34
Agilent Technologies
A
$37.7B
$4.18M 0.62%
48,982
+28,941
+144% +$2.28M
RTX icon
35
RTX Corp
RTX
$262B
$4.15M 0.61%
44,026
+7,900
+22% +$717K
EMR icon
36
Emerson Electric
EMR
$78.2B
$4.11M 0.6%
53,855
+28,350
+111% +$2.04M
MRK icon
37
Merck
MRK
$315B
$4.08M 0.6%
+46,999
New +$3.86M
MA icon
38
Mastercard
MA
$470B
$3.96M 0.58%
13,277
-6,066
-31% -$1.71M
D icon
39
Dominion Energy
D
$62.5B
$3.94M 0.58%
47,540
-176
-0.4% -$14.4K
HUM icon
40
Humana
HUM
$47.7B
$3.91M 0.58%
10,659
+5,291
+99% +$1.68M
UAL icon
41
United Airlines
UAL
$38.1B
$3.84M 0.57%
43,601
+26,686
+158% +$2.4M
CFG icon
42
Citizens Financial Group
CFG
$30.6B
$3.84M 0.57%
94,541
+56,395
+148% +$2.11M
ADBE icon
43
Adobe
ADBE
$86.8B
$3.83M 0.56%
11,611
-1,241
-10% -$365K
KRC icon
44
Kilroy Realty
KRC
$4.49B
$3.78M 0.56%
45,089
+35,010
+347% +$2.85M
MDU icon
45
MDU Resources
MDU
$4.41B
$3.78M 0.56%
334,561
+149,967
+81% +$1.64M
META icon
46
Meta Platforms (Facebook)
META
$1.59T
$3.7M 0.54%
18,009
+1,253
+7% +$243K
AVB icon
47
AvalonBay Communities
AVB
$27B
$3.69M 0.54%
+17,573
New +$3.76M
TCF
48
DELISTED
TCF Financial Corporation Common Stock
TCF
$3.66M 0.54%
78,271
+14,101
+22% +$585K
SLB icon
49
SLB Ltd
SLB
$71.3B
$3.61M 0.53%
89,861
+52,596
+141% +$1.88M
INVH icon
50
Invitation Homes
INVH
$17.5B
$3.61M 0.53%
120,502
+102,255
+560% +$3.07M
1
2
3 4 5

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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Quantitative Systematic Strategies's Q4 2019 Portfolio in Review

As of Q4 2019, Quantitative Systematic Strategies held 696 positions worth $679M, up 56% from $436M the previous quarter. Its ten largest holdings account for 8.8% of the portfolio.

Quantitative Systematic Strategies deployed $204M of net new capital in Q4 2019, opening 246 new positions and adding to 203 existing holdings. Its largest new stake was Analog Devices: 47,119 shares worth $5.6M.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 24% a quarter earlier, followed by Real Estate and Healthcare.

On the sell side, the largest reduction was Honeywell, an estimated $4.06M trimmed.

  • Quantitative Systematic Strategies's largest Q4 2019 buy was Analog Devices: 47,119 shares worth $5.6M.
  • Quantitative Systematic Strategies added most to Coca-Cola in Q4 2019, an estimated $5.94M increase.
  • Quantitative Systematic Strategies's biggest Q4 2019 reduction was Honeywell, cutting an estimated $4.06M.
  • Quantitative Systematic Strategies fully exited NextEra Energy in Q4 2019, selling an estimated $4.06M.
  • Quantitative Systematic Strategies's ten largest holdings make up 8.8% of its $679M portfolio in Q4 2019.
  • Quantitative Systematic Strategies opened 246 new positions and closed 167 in Q4 2019.
  • Quantitative Systematic Strategies's portfolio value rose 56% quarter-over-quarter to $679M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2019, filed 11 Feb 2020.