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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
RCKT icon
276
Rocket Pharmaceuticals
RCKT
$355M
$705K 0.1%
30,969
+12,519
+68% +$209K
WNS
277
DELISTED
WNS Holdings
WNS
$700K 0.1%
10,589
+245
+2% +$15.3K
HEI icon
278
HEICO Corp
HEI
$48.9B
$698K 0.1%
+7,798
New +$960K
PINS icon
279
Pinterest
PINS
$12.4B
$694K 0.1%
+37,231
New +$804K
NWBI icon
280
Northwest Bancshares
NWBI
$2.26B
$692K 0.1%
+41,628
New +$696K
CNST
281
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$691K 0.1%
+14,671
New +$424K
BYD icon
282
Boyd Gaming
BYD
$6.42B
$674K 0.1%
+22,511
New +$634K
OSIS icon
283
OSI Systems
OSIS
$3.58B
$669K 0.1%
6,640
+1,017
+18% +$100K
MDB icon
284
MongoDB
MDB
$23.9B
$668K 0.1%
5,078
+2,818
+125% +$370K
LYFT icon
285
Lyft
LYFT
$5.52B
$662K 0.1%
15,377
-2,484
-14% -$109K
KN icon
286
Knowles
KN
$3.29B
$656K 0.1%
31,024
+13,599
+78% +$292K
MOS icon
287
The Mosaic Company
MOS
$7.12B
$656K 0.1%
30,296
+13,799
+84% +$274K
BABA icon
288
Alibaba
BABA
$271B
$647K 0.1%
3,049
-7,057
-70% -$1.32M
UTHR icon
289
United Therapeutics
UTHR
$26.5B
$642K 0.09%
7,286
+1,609
+28% +$142K
GIII icon
290
G-III Apparel Group
GIII
$1.48B
$636K 0.09%
+18,984
New +$537K
RGEN icon
291
Repligen
RGEN
$7.54B
$631K 0.09%
+6,825
New +$573K
BIDU icon
292
Baidu
BIDU
$36.2B
$630K 0.09%
+4,986
New +$567K
HZNP
293
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$630K 0.09%
17,416
+8,214
+89% +$252K
BERY
294
DELISTED
Berry Global Group, Inc.
BERY
$623K 0.09%
14,290
+7,978
+126% +$316K
CMP icon
295
Compass Minerals
CMP
$1.24B
$617K 0.09%
10,118
+5,444
+116% +$309K
AXSM icon
296
Axsome Therapeutics
AXSM
$12.3B
$614K 0.09%
5,939
-6,513
-52% -$263K
AIT icon
297
Applied Industrial Technologies
AIT
$12.8B
$609K 0.09%
9,131
+5,496
+151% +$337K
APTV icon
298
Aptiv
APTV
$12.1B
$602K 0.09%
+6,339
New +$581K
AVLR
299
DELISTED
Avalara, Inc.
AVLR
$598K 0.09%
8,166
+438
+6% +$31.8K
AZN icon
300
AstraZeneca
AZN
$262B
$592K 0.09%
5,938
-13,253
-69% -$1.25M
10 11
12
13 14

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GPC
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CBT
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FSCP
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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.