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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
(+56%)
Cap. Flow
+$204M
Cap. Flow
% of AUM
30.07%
Top 10 Holdings %
Top 10 Hldgs %
8.8%
Holding
696
New
246
Increased
203
Reduced
78
Closed
167
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$5.94M |
| 2 |
Analog Devices
ADI
|
+$5.31M |
| 3 |
Fidelity National Information Services
FIS
|
+$5.02M |
| 4 |
Camden Property Trust
CPT
|
+$4.69M |
| 5 |
Home Depot
HD
|
+$4.62M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NextEra Energy
NEE
|
+$4.06M |
| 2 |
Honeywell
HON
|
+$4.06M |
| 3 |
PepsiCo
PEP
|
+$3.97M |
| 4 |
Healthcare Realty
HR
|
+$3.55M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
New Mountain Finance
NMFC
$639M
| $587K | 0.09% |
+42,696
| New | +$578K |
|
|
RETA
302
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $586K | 0.09% |
+2,866
| New | +$523K |
|
303
Acadia Realty Trust
AKR
$2.98B
| $582K | 0.09% |
+22,438
| New | +$615K |
|
|
CADE
304
DELISTED
Cadence Bank
CADE
| $580K | 0.09% |
+18,462
| New | +$570K |
|
|
AY
305
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $578K | 0.09% |
+21,907
| New | +$548K |
|
306
MSCI
MSCI
$40.5B
| $570K | 0.08% |
+2,208
| New | +$538K |
|
307
Valero Energy
VLO
$90B
| $560K | 0.08% |
+5,980
| New | +$565K |
|
308
Canadian Pacific Kansas City
CP
$81.9B
| $557K | 0.08% |
10,925
-725
| -6% | -$34K |
|
|
INOV
309
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $556K | 0.08% |
29,537
+16,819
| +132% | +$281K |
|
310
New Oriental
EDU
$7.87B
| $553K | 0.08% |
21,414
+18,220
| +570% | +$2.18M |
|
311
Mohawk Industries
MHK
$6.95B
| $552K | 0.08% |
+4,047
| New | +$551K |
|
312
CrowdStrike
CRWD
$186B
| $551K | 0.08% |
+44,204
| New | +$580K |
|
313
Advanced Micro Devices
AMD
$871B
| $549K | 0.08% |
11,964
-29,012
| -71% | -$1.07M |
|
314
Avient
AVNT
$3.43B
| $548K | 0.08% |
+14,906
| New | +$487K |
|
315
First Bancorp
FBP
$4.42B
| $547K | 0.08% |
51,613
+14,702
| +40% | +$154K |
|
|
CADE
316
DELISTED
Cadence Bancorporation
CADE
| $544K | 0.08% |
29,979
+14,155
| +89% | +$237K |
|
|
X
317
DELISTED
US Steel
X
| $542K | 0.08% |
+47,531
| New | +$590K |
|
|
IMMU
318
DELISTED
Immunomedics Inc
IMMU
| $542K | 0.08% |
25,616
+1,745
| +7% | +$30.8K |
|
319
Viatris
VTRS
$20.1B
| $541K | 0.08% |
+26,921
| New | +$501K |
|
320
Park Hotels & Resorts
PK
$2.99B
| $540K | 0.08% |
+20,868
| New | +$499K |
|
321
Genpact
G
$5.29B
| $538K | 0.08% |
+12,759
| New | +$510K |
|
322
Expedia Group
EXPE
$31.6B
| $533K | 0.08% |
+4,929
| New | +$578K |
|
323
Sprouts Farmers Market
SFM
$6.94B
| $529K | 0.08% |
+27,337
| New | +$529K |
|
324
HCA Healthcare
HCA
$85.1B
| $525K | 0.08% |
3,553
-5,367
| -60% | -$721K |
|
325
FMC
FMC
$1.43B
| $523K | 0.08% |
+5,235
| New | +$487K |
|
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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.