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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
STL
101
DELISTED
Sterling Bancorp
STL
$2.1M 0.31%
99,785
+13,126
+15% +$268K
LIN icon
102
Linde
LIN
$234B
$2.08M 0.31%
+9,774
New +$1.97M
AJG icon
103
Arthur J. Gallagher & Co
AJG
$62.2B
$2.07M 0.31%
21,780
-9,791
-31% -$897K
AMED
104
DELISTED
Amedisys
AMED
$2.07M 0.3%
12,404
+2,578
+26% +$383K
CCI icon
105
Crown Castle
CCI
$32.5B
$2.05M 0.3%
+14,448
New +$1.97M
FIVE icon
106
Five Below
FIVE
$11.1B
$2.04M 0.3%
15,919
+10,422
+190% +$1.31M
PLD icon
107
Prologis
PLD
$135B
$2.03M 0.3%
+22,767
New +$2.02M
CSOD
108
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$2.02M 0.3%
+34,529
New +$2M
RCL icon
109
Royal Caribbean
RCL
$76B
$1.99M 0.29%
14,905
+284
+2% +$33.1K
MU icon
110
Micron Technology
MU
$1.12T
$1.97M 0.29%
36,670
-9,759
-21% -$466K
CMG icon
111
Chipotle Mexican Grill
CMG
$41.1B
$1.95M 0.29%
116,600
+98,150
+532% +$1.57M
DXCM icon
112
DexCom
DXCM
$27.2B
$1.95M 0.29%
35,672
+22,752
+176% +$1.08M
LSXMA
113
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.95M 0.29%
55,718
+36,719
+193% +$1.21M
STT icon
114
State Street
STT
$50.6B
$1.91M 0.28%
24,200
+7,459
+45% +$525K
AIZ icon
115
Assurant
AIZ
$13.6B
$1.9M 0.28%
14,457
+6,933
+92% +$892K
AVT icon
116
Avnet
AVT
$7.38B
$1.89M 0.28%
+44,484
New +$1.83M
EXC icon
117
Exelon
EXC
$48.4B
$1.88M 0.28%
57,789
-7,072
-11% -$229K
AXS icon
118
AXIS Capital
AXS
$8.45B
$1.82M 0.27%
30,637
+7,716
+34% +$467K
SITC icon
119
SITE Centers
SITC
$224M
$1.81M 0.27%
+165,570
New +$1.89M
PSA icon
120
Public Storage
PSA
$55.3B
$1.8M 0.27%
+8,464
New +$1.88M
GWW icon
121
W.W. Grainger
GWW
$64.6B
$1.78M 0.26%
+5,253
New +$1.67M
BBL
122
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$1.76M 0.26%
37,405
+19,007
+103% +$836K
CVS icon
123
CVS Health
CVS
$136B
$1.75M 0.26%
+23,580
New +$1.66M
ELV icon
124
Elevance Health
ELV
$82.3B
$1.75M 0.26%
+5,781
New +$1.59M
KMPR icon
125
Kemper
KMPR
$1.63B
$1.74M 0.26%
22,454
+4,535
+25% +$338K
3 4
5
6 7

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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.