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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
CACI icon
551
CACI
CACI
$10.6B
– –
-2,725
Closed -$630K
CC icon
552
Chemours
CC
$2.63B
– –
-17,295
Closed -$258K
CCOI icon
553
Cogent Communications
CCOI
$646M
– –
-4,514
Closed -$249K
CDP icon
554
COPT Defense Properties
CDP
$4.25B
– –
-31,855
Closed -$949K
CHD icon
555
Church & Dwight Co
CHD
$22.8B
– –
-18,137
Closed -$1.36M
CIO
556
DELISTED
City Office REIT
CIO
– –
-14,384
Closed -$207K
CLH icon
557
Clean Harbors
CLH
$16.2B
– –
-2,641
Closed -$204K
CMA
558
DELISTED
Comerica
CMA
– –
-15,400
Closed -$1.02M
CNA icon
559
CNA Financial
CNA
$14.1B
– –
-25,544
Closed -$1.26M
CPB icon
560
Campbell Soup
CPB
$6.38B
– –
-12,379
Closed -$581K
CRL icon
561
Charles River Laboratories
CRL
$11B
– –
-12,763
Closed -$1.69M
CSGP icon
562
CoStar Group
CSGP
$11.1B
– –
-5,560
Closed -$330K
CSL icon
563
Carlisle Companies
CSL
$13.4B
– –
-5,836
Closed -$849K
CTAS icon
564
Cintas
CTAS
$81.3B
– –
-4,316
Closed -$289K
CXT icon
565
Crane NXT
CXT
$3B
– –
-22,540
Closed -$631K
CZR icon
566
Caesars Entertainment
CZR
$6.09B
– –
-11,339
Closed -$452K
DAN icon
567
Dana Inc
DAN
$2.97B
– –
-10,736
Closed -$155K
DDOG icon
568
Datadog
DDOG
$87B
– –
-13,353
Closed -$453K
DELL icon
569
Dell
DELL
$284B
– –
-22,999
Closed -$605K
DHI icon
570
D.R. Horton
DHI
$39.9B
– –
-5,826
Closed -$307K
DOV icon
571
Dover
DOV
$26.6B
– –
-21,225
Closed -$2.11M
DOW icon
572
Dow Inc
DOW
$22.3B
– –
-12,518
Closed -$596K
ECL icon
573
Ecolab
ECL
$74.1B
– –
-10,454
Closed -$2.07M
ELAN icon
574
Elanco Animal Health
ELAN
$12.4B
– –
-12,069
Closed -$321K
ESRT icon
575
Empire State Realty Trust
ESRT
$941M
– –
-19,053
Closed -$272K
21 22
23
24 25

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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.