We are live on ! Find out more
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
ZBRA icon
226
Zebra Technologies
ZBRA
$12.3B
$973K 0.14%
3,808
+1,489
+64% +$348K
BMRN icon
227
BioMarin Pharmaceuticals
BMRN
$11.4B
$972K 0.14%
11,501
-1,996
-15% -$151K
NVT icon
228
nVent Electric
NVT
$25B
$971K 0.14%
+37,957
New +$882K
IPGP icon
229
IPG Photonics
IPGP
$4B
$966K 0.14%
+6,667
New +$928K
NAVI icon
230
Navient
NAVI
$790M
$954K 0.14%
69,709
+2,415
+4% +$32.5K
ETFC
231
DELISTED
E*Trade Financial Corporation
ETFC
$953K 0.14%
21,003
-9,157
-30% -$391K
TSN icon
232
Tyson Foods
TSN
$20.1B
$952K 0.14%
10,455
-1,816
-15% -$156K
PEP icon
233
PepsiCo
PEP
$184B
$947K 0.14%
6,930
-29,188
-81% -$3.97M
SIVB
234
DELISTED
SVB Financial Group
SIVB
$943K 0.14%
3,758
+2,526
+205% +$574K
RMAX icon
235
RE/MAX Holdings
RMAX
$201M
$933K 0.14%
24,235
+3,161
+15% +$114K
CLF icon
236
Cleveland-Cliffs
CLF
$6.51B
$929K 0.14%
+110,646
New +$850K
PYPL icon
237
PayPal
PYPL
$48.9B
$929K 0.14%
+8,586
New +$895K
ASND icon
238
Ascendis Pharma A/S
ASND
$16.6B
$925K 0.14%
+6,649
New +$739K
DXC icon
239
DXC Technology
DXC
$1.57B
$925K 0.14%
24,614
+4,815
+24% +$157K
BFH icon
240
Bread Financial
BFH
$4.1B
$913K 0.13%
10,198
+5,345
+110% +$472K
AGIO icon
241
Agios Pharmaceuticals
AGIO
$2.14B
$908K 0.13%
+19,009
New +$718K
ARGO
242
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$902K 0.13%
13,713
-3,642
-21% -$238K
SBNY
243
DELISTED
Signature Bank
SBNY
$902K 0.13%
6,601
-891
-12% -$112K
PLAN
244
DELISTED
Anaplan, Inc.
PLAN
$895K 0.13%
+17,080
New +$847K
SPNT icon
245
SiriusPoint
SPNT
$2.93B
$894K 0.13%
85,000
+31,776
+60% +$309K
LULU icon
246
lululemon athletica
LULU
$12.6B
$893K 0.13%
3,855
-2,885
-43% -$615K
TRGP icon
247
Targa Resources
TRGP
$62.1B
$893K 0.13%
+21,880
New +$849K
RPAI
248
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$892K 0.13%
66,592
-166,504
-71% -$2.24M
BKNG icon
249
Booking.com
BKNG
$136B
$885K 0.13%
+10,775
New +$846K
BKU icon
250
Bankunited
BKU
$3.39B
$877K 0.13%
23,995
-1,120
-4% -$39K
8 9
10
11 12

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.