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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
STLD icon
176
Steel Dynamics
STLD
$34.7B
$1.18M 0.17%
+34,743
New +$1.11M
WTRG icon
177
Essential Utilities
WTRG
$11.2B
$1.18M 0.17%
+25,047
New +$1.13M
BIIB icon
178
Biogen
BIIB
$29.6B
$1.17M 0.17%
+3,957
New +$1.1M
GRA
179
DELISTED
W.R. Grace & Co.
GRA
$1.17M 0.17%
16,716
+3,426
+26% +$230K
MCY icon
180
Mercury Insurance
MCY
$5.84B
$1.17M 0.17%
23,932
+5,246
+28% +$264K
GPK icon
181
Graphic Packaging
GPK
$3.25B
$1.17M 0.17%
69,961
+17,321
+33% +$275K
WEN icon
182
Wendy's
WEN
$1.37B
$1.16M 0.17%
+52,403
New +$1.11M
RNG icon
183
RingCentral
RNG
$3.24B
$1.16M 0.17%
+6,878
New +$1.13M
HPQ icon
184
HP
HPQ
$22.4B
$1.14M 0.17%
+55,406
New +$1.05M
HUN icon
185
Huntsman Corp
HUN
$2.25B
$1.14M 0.17%
47,130
+29,649
+170% +$687K
SAFE
186
Safehold
SAFE
$1.15B
$1.14M 0.17%
16,112
+5,272
+49% +$334K
WMB icon
187
Williams Companies
WMB
$92B
$1.14M 0.17%
+47,858
New +$1.1M
RH icon
188
RH
RH
$3.14B
$1.13M 0.17%
+5,273
New +$1.03M
POR icon
189
Portland General Electric
POR
$6.06B
$1.13M 0.17%
20,156
-58,684
-74% -$3.28M
NATI
190
DELISTED
National Instruments Corp
NATI
$1.12M 0.17%
+26,480
New +$1.11M
AAN.A
191
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.12M 0.16%
+19,577
New +$1.12M
RMR icon
192
The RMR Group
RMR
$338M
$1.12M 0.16%
24,451
+19,695
+414% +$914K
LYV icon
193
Live Nation Entertainment
LYV
$41B
$1.11M 0.16%
15,596
+4,662
+43% +$316K
VYX icon
194
NCR Voyix
VYX
$1.05B
$1.11M 0.16%
51,697
+15,645
+43% +$305K
CWK icon
195
Cushman & Wakefield Ltd
CWK
$2.92B
$1.11M 0.16%
+54,511
New +$1.03M
PPL
196
PPL Corp
PPL
$27.3B
$1.11M 0.16%
31,018
+4,329
+16% +$145K
PPG icon
197
PPG Industries
PPG
$25.4B
$1.11M 0.16%
+8,323
New +$1.05M
TECK icon
198
Teck Resources
TECK
$29.3B
$1.1M 0.16%
+63,627
New +$1.04M
DGX icon
199
Quest Diagnostics
DGX
$25.2B
$1.1M 0.16%
10,292
+5,182
+101% +$540K
RL icon
200
Ralph Lauren
RL
$22.1B
$1.1M 0.16%
+9,378
New +$988K
6 7
8
9 10

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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.