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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
C icon
76
Citigroup
C
$221B
$2.73M 0.4%
34,174
-30,228
-47% -$2.23M
SIRI icon
77
SiriusXM
SIRI
$10.1B
$2.7M 0.4%
37,799
+12,218
+48% +$823K
SWK icon
78
Stanley Black & Decker
SWK
$13.6B
$2.7M 0.4%
+16,310
New +$2.53M
AZO icon
79
AutoZone
AZO
$47.7B
$2.65M 0.39%
+2,225
New +$2.57M
DG icon
80
Dollar General
DG
$25.4B
$2.65M 0.39%
16,992
+9,257
+120% +$1.47M
NVDA icon
81
NVIDIA
NVDA
$5.06T
$2.62M 0.39%
+445,960
New +$2.32M
LNT icon
82
Alliant Energy
LNT
$19.2B
$2.56M 0.38%
46,818
+42,613
+1,013% +$2.26M
ATO icon
83
Atmos Energy
ATO
$29.7B
$2.56M 0.38%
22,851
-3,995
-15% -$438K
STZ icon
84
Constellation Brands
STZ
$22.1B
$2.51M 0.37%
13,230
+11,016
+498% +$2.08M
CI icon
85
Cigna
CI
$75.7B
$2.46M 0.36%
12,015
-7,052
-37% -$1.29M
ASML icon
86
ASML
ASML
$693B
$2.45M 0.36%
+8,274
New +$2.24M
EHC icon
87
Encompass Health
EHC
$11B
$2.43M 0.36%
44,060
+9,773
+29% +$530K
KSU
88
DELISTED
Kansas City Southern
KSU
$2.41M 0.36%
15,743
+9,913
+170% +$1.45M
ROST icon
89
Ross Stores
ROST
$74.5B
$2.41M 0.35%
20,703
+2,781
+16% +$313K
WAL icon
90
Western Alliance Bancorporation
WAL
$9.06B
$2.34M 0.34%
40,983
+9,126
+29% +$466K
COP icon
91
ConocoPhillips
COP
$146B
$2.33M 0.34%
35,818
+19,584
+121% +$1.15M
TSM icon
92
TSMC
TSM
$2.16T
$2.33M 0.34%
40,009
+34,003
+566% +$1.8M
JNJ icon
93
Johnson & Johnson
JNJ
$624B
$2.3M 0.34%
+15,796
New +$2.14M
PM icon
94
Philip Morris
PM
$298B
$2.29M 0.34%
+26,944
New +$2.22M
LSI
95
DELISTED
Life Storage, Inc.
LSI
$2.29M 0.34%
31,767
+235
+0.7% +$16.8K
EQH icon
96
Equitable Holdings
EQH
$12.9B
$2.25M 0.33%
+90,761
New +$2.1M
DD icon
97
DuPont de Nemours
DD
$18.6B
$2.24M 0.33%
+27,823
New +$2.31M
WRK
98
DELISTED
WestRock Company
WRK
$2.14M 0.32%
49,961
+38,551
+338% +$1.5M
ILMN icon
99
Illumina
ILMN
$29.8B
$2.12M 0.31%
6,573
+3,582
+120% +$1.09M
PFGC icon
100
Performance Food Group
PFGC
$17.3B
$2.11M 0.31%
40,920
+29,367
+254% +$1.34M
2 3
4
5 6

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CCM
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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
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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.