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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
BMY icon
51
Bristol-Myers Squibb
BMY
$126B
$3.6M 0.53%
56,087
+45,309
+420% +$2.59M
AMAT icon
52
Applied Materials
AMAT
$447B
$3.6M 0.53%
58,967
+23,787
+68% +$1.34M
FOX icon
53
Fox Class B
FOX
$20.7B
$3.58M 0.53%
98,483
+62,714
+175% +$2.11M
CDNS icon
54
Cadence Design Systems
CDNS
$91.1B
$3.48M 0.51%
50,180
+44,464
+778% +$2.98M
FTV icon
55
Fortive
FTV
$18.5B
$3.46M 0.51%
+71,762
New +$3.24M
DIS icon
56
Walt Disney
DIS
$161B
$3.43M 0.5%
23,697
+21,204
+851% +$2.96M
AIG icon
57
American International
AIG
$41.4B
$3.25M 0.48%
63,316
+41,669
+192% +$2.21M
V icon
58
Visa
V
$669B
$3.23M 0.48%
17,203
-10,086
-37% -$1.82M
ATH
59
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$3.22M 0.47%
68,532
+14,494
+27% +$630K
COST icon
60
Costco
COST
$411B
$3.18M 0.47%
+10,807
New +$3.21M
EWBC icon
61
East-West Bancorp
EWBC
$17.9B
$3.17M 0.47%
65,164
+11,005
+20% +$496K
DE icon
62
Deere & Co
DE
$165B
$3.17M 0.47%
+18,299
New +$3.15M
DUK icon
63
Duke Energy
DUK
$101B
$3.09M 0.46%
+33,886
New +$3.11M
ESGR
64
DELISTED
Enstar Group
ESGR
$3.04M 0.45%
14,684
-2,173
-13% -$435K
VICI icon
65
VICI Properties
VICI
$29B
$3.01M 0.44%
117,895
+4,258
+4% +$103K
SBUX icon
66
Starbucks
SBUX
$118B
$3M 0.44%
+34,084
New +$2.91M
HPP
67
Hudson Pacific Properties
HPP
$807M
$2.99M 0.44%
11,344
+5,820
+105% +$1.43M
WTW icon
68
Willis Towers Watson
WTW
$27.2B
$2.98M 0.44%
14,735
+3,300
+29% +$632K
BG icon
69
Bunge Global
BG
$23.7B
$2.95M 0.43%
51,328
+33,471
+187% +$1.85M
ELS icon
70
Equity Lifestyle Properties
ELS
$12.8B
$2.94M 0.43%
41,826
+33,410
+397% +$2.32M
WRI
71
DELISTED
Weingarten Realty Investors
WRI
$2.81M 0.41%
90,022
+23,359
+35% +$715K
AIV
72
Aimco
AIV
$380M
$2.81M 0.41%
408,175
+39,598
+11% +$280K
BAX icon
73
Baxter International
BAX
$11.2B
$2.81M 0.41%
33,553
+2,195
+7% +$182K
SNPS icon
74
Synopsys
SNPS
$71.5B
$2.75M 0.4%
+19,739
New +$2.71M
STX icon
75
Seagate
STX
$207B
$2.73M 0.4%
+45,970
New +$2.64M
1 2
3
4 5

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.