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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
MO icon
126
Altria Group
MO
$120B
$1.74M 0.26%
34,800
+6,411
+23% +$302K
PGRE
127
DELISTED
Paramount Group
PGRE
$1.72M 0.25%
123,486
+85,358
+224% +$1.15M
CNC icon
128
Centene
CNC
$31.5B
$1.7M 0.25%
+27,084
New +$1.47M
ITT icon
129
ITT
ITT
$17.5B
$1.68M 0.25%
22,756
+16,821
+283% +$1.12M
INXN
130
DELISTED
Interxion Holding N.V.
INXN
$1.68M 0.25%
+19,993
New +$1.67M
ZWS icon
131
Zurn Elkay Water Solutions
ZWS
$8.05B
$1.64M 0.24%
104,622
+19,037
+22% +$274K
POST icon
132
Post Holdings
POST
$4.09B
$1.64M 0.24%
+22,914
New +$1.57M
RACE icon
133
Ferrari
RACE
$63.2B
$1.63M 0.24%
9,857
+2,851
+41% +$461K
BNY
134
Bank of New York Mellon
BNY
$109B
$1.59M 0.23%
+31,554
New +$1.51M
NVST icon
135
Envista
NVST
$4.26B
$1.57M 0.23%
53,097
+45,203
+573% +$1.29M
SAFM
136
DELISTED
Sanderson Farms Inc
SAFM
$1.56M 0.23%
+8,852
New +$1.4M
PRAH
137
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.55M 0.23%
13,925
-4,003
-22% -$412K
CAT icon
138
Caterpillar
CAT
$412B
$1.54M 0.23%
+10,438
New +$1.46M
SMG icon
139
ScottsMiracle-Gro
SMG
$3.93B
$1.54M 0.23%
14,510
+10,649
+276% +$1.09M
REG icon
140
Regency Centers
REG
$14.9B
$1.53M 0.23%
+24,212
New +$1.59M
FCPT icon
141
Four Corners Property Trust
FCPT
$2.84B
$1.52M 0.22%
53,780
+15,478
+40% +$433K
VOD icon
142
Vodafone
VOD
$35.1B
$1.5M 0.22%
77,871
+27,056
+53% +$539K
UBER icon
143
Uber
UBER
$140B
$1.5M 0.22%
+50,292
New +$1.49M
EOG icon
144
EOG Resources
EOG
$77.5B
$1.49M 0.22%
+17,756
New +$1.3M
TWNK
145
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$1.48M 0.22%
101,439
+50,628
+100% +$689K
SAGE
146
DELISTED
Sage Therapeutics
SAGE
$1.43M 0.21%
19,867
+17,483
+733% +$2.15M
RHP icon
147
Ryman Hospitality Properties
RHP
$8.13B
$1.42M 0.21%
+16,388
New +$1.41M
FSK icon
148
FS KKR Capital
FSK
$2.96B
$1.41M 0.21%
57,667
+12,720
+28% +$304K
HR
149
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.4M 0.21%
+42,007
New +$1.39M
JACK icon
150
Jack in the Box
JACK
$263M
$1.38M 0.2%
17,697
+13,949
+372% +$1.15M
4 5
6
7 8

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CCM
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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.