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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
FIS icon
1
Fidelity National Information Services
FIS
$21B
$6.92M 1.02%
49,789
+37,433
+303% +$5.02M
KO icon
2
Coca-Cola
KO
$354B
$6.7M 0.99%
120,982
+110,500
+1,054% +$5.94M
PG icon
3
Procter & Gamble
PG
$347B
$6.48M 0.95%
51,879
+11,955
+30% +$1.46M
BSX icon
4
Boston Scientific
BSX
$63.9B
$6.07M 0.89%
134,235
+63,870
+91% +$2.67M
AEP icon
5
American Electric Power
AEP
$72.4B
$6.02M 0.89%
63,680
+2,571
+4% +$238K
MDLZ icon
6
Mondelez International
MDLZ
$78.1B
$5.78M 0.85%
104,899
+30,651
+41% +$1.64M
ADI icon
7
Analog Devices
ADI
$188B
$5.6M 0.82%
+47,119
New +$5.31M
DISCK
8
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$5.44M 0.8%
178,422
– –
MSFT icon
9
Microsoft
MSFT
$2.9T
$5.42M 0.8%
34,384
+3,937
+13% +$578K
MDT icon
10
Medtronic
MDT
$105B
$5.37M 0.79%
47,365
+29,352
+163% +$3.22M
NKE icon
11
Nike
NKE
$62.6B
$5.12M 0.75%
50,520
+4,690
+10% +$442K
CPT icon
12
Camden Property Trust
CPT
$11.1B
$4.95M 0.73%
46,629
+42,354
+991% +$4.69M
HD icon
13
Home Depot
HD
$330B
$4.8M 0.71%
21,994
+20,398
+1,278% +$4.62M
GPN icon
14
Global Payments
GPN
$21.6B
$4.74M 0.7%
25,952
+1,867
+8% +$320K
DRE
15
DELISTED
Duke Realty Corp.
DRE
$4.68M 0.69%
134,889
-2,053
-1% -$70.9K
SPGI icon
16
S&P Global
SPGI
$127B
$4.65M 0.69%
17,046
+14,967
+720% +$3.89M
KEY icon
17
KeyCorp
KEY
$24.9B
$4.64M 0.68%
229,335
+97,197
+74% +$1.83M
FITB
18
Fifth Third Bancorp
FITB
$52.3B
$4.57M 0.67%
148,794
+45,321
+44% +$1.33M
MGP
19
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$4.56M 0.67%
147,249
+133,799
+995% +$4.11M
GS icon
20
Goldman Sachs
GS
$324B
$4.51M 0.66%
+19,633
New +$4.26M
MKL icon
21
Markel Group
MKL
$24.3B
$4.51M 0.66%
3,943
-29
-0.7% -$33K
STAG icon
22
STAG Industrial
STAG
$7.9B
$4.36M 0.64%
138,238
+105,251
+319% +$3.23M
SNV
23
DELISTED
Synovus
SNV
$4.36M 0.64%
111,210
+17,211
+18% +$632K
FE icon
24
FirstEnergy
FE
$28.5B
$4.35M 0.64%
89,535
+8,608
+11% +$411K
VNO icon
25
Vornado Realty Trust
VNO
$7.24B
$4.35M 0.64%
65,386
+42,542
+186% +$2.75M
1
2 3 4 5

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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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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.