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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
STE icon
251
Steris
STE
$21B
$871K 0.13%
5,713
+3,193
+127% +$468K
OKE icon
252
Oneok
OKE
$59.3B
$861K 0.13%
11,383
+6,124
+116% +$438K
AGNC icon
253
AGNC Investment
AGNC
$12.4B
$857K 0.13%
+48,497
New +$825K
BJRI icon
254
BJ's Restaurants
BJRI
$1.4B
$853K 0.13%
22,465
+8,413
+60% +$323K
KPTI icon
255
Karyopharm Therapeutics
KPTI
$170M
$851K 0.13%
2,961
+1,161
+65% +$252K
EVR icon
256
Evercore
EVR
$13.2B
$832K 0.12%
11,123
+475
+4% +$36.2K
EAT icon
257
Brinker International
EAT
$8.07B
$816K 0.12%
+19,432
New +$837K
STAY
258
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$814K 0.12%
+54,748
New +$797K
MTG icon
259
MGIC Investment
MTG
$6.25B
$799K 0.12%
56,384
+39,174
+228% +$543K
FOLD
260
DELISTED
Amicus Therapeutics
FOLD
$798K 0.12%
81,931
+18,307
+29% +$168K
HI
261
DELISTED
Hillenbrand
HI
$795K 0.12%
23,866
+6,596
+38% +$208K
AAL icon
262
American Airlines Group
AAL
$9.57B
$792K 0.12%
+27,602
New +$787K
INTU icon
263
Intuit
INTU
$79.6B
$781K 0.12%
2,980
-5,147
-63% -$1.35M
EXP icon
264
Eagle Materials
EXP
$6.57B
$774K 0.11%
8,533
+4,162
+95% +$381K
MRTX
265
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$774K 0.11%
6,009
+1,329
+28% +$128K
ALL icon
266
Allstate
ALL
$66.8B
$770K 0.11%
+6,850
New +$748K
SIGI icon
267
Selective Insurance
SIGI
$5.81B
$764K 0.11%
11,720
+7,029
+150% +$486K
VALE icon
268
Vale
VALE
$63.2B
$764K 0.11%
57,894
+9,590
+20% +$115K
OPTU
269
Optimum Communications Inc
OPTU
$323M
$758K 0.11%
27,711
+2,332
+9% +$64.4K
RP
270
DELISTED
RealPage, Inc.
RP
$754K 0.11%
14,029
-10,179
-42% -$580K
SLRC icon
271
SLR Investment Corp
SLRC
$708M
$750K 0.11%
36,383
+17,069
+88% +$351K
WRB icon
272
W.R. Berkley
WRB
$27.9B
$746K 0.11%
24,280
-22,786
-48% -$703K
RRX icon
273
Regal Rexnord
RRX
$14.4B
$737K 0.11%
+8,614
New +$683K
NRG icon
274
NRG Energy
NRG
$30.2B
$724K 0.11%
+18,209
New +$720K
VTR icon
275
Ventas
VTR
$48.5B
$720K 0.11%
+12,463
New +$783K
9 10
11
12 13

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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.