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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
FXI icon
326
iShares China Large-Cap ETF
FXI
$4.32B
$523K 0.08%
+11,995
New +$500K
CNP icon
327
CenterPoint Energy
CNP
$29.1B
$516K 0.08%
+18,917
New +$514K
ARNA
328
DELISTED
Arena Pharmaceuticals Inc
ARNA
$515K 0.08%
+11,337
New +$536K
QGEN icon
329
CALL
Qiagen
QGEN
$8.53B
$514K 0.08%
+14,347
New +$533K
MSGS icon
330
Madison Square Garden
MSGS
$9.62B
$513K 0.08%
+2,446
New +$480K
NHI icon
331
National Health Investors
NHI
$3.9B
$513K 0.08%
+6,300
New +$516K
RNR icon
332
RenaissanceRe
RNR
$13.6B
$511K 0.08%
2,605
-313
-11% -$59.3K
UFS
333
DELISTED
DOMTAR CORPORATION (New)
UFS
$507K 0.07%
+13,257
New +$491K
MINI
334
DELISTED
Mobile Mini Inc
MINI
$504K 0.07%
13,296
+707
+6% +$26.7K
MPC icon
335
Marathon Petroleum
MPC
$90.7B
$502K 0.07%
8,340
-7,266
-47% -$455K
LNC icon
336
Lincoln National
LNC
$7.86B
$499K 0.07%
+8,464
New +$498K
CXW icon
337
CoreCivic
CXW
$3.16B
$497K 0.07%
28,604
+14,410
+102% +$228K
RRR icon
338
Red Rock Resorts
RRR
$3.71B
$496K 0.07%
+20,699
New +$460K
NTB icon
339
Bank of N.T. Butterfield & Son
NTB
$2.42B
$494K 0.07%
+13,350
New +$446K
TIMB icon
340
TIM SA
TIMB
$10.3B
$493K 0.07%
25,794
+4,502
+21% +$70.9K
CPLG
341
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$493K 0.07%
46,137
+19,011
+70% +$192K
FISV
342
Fiserv Inc
FISV
$27.2B
$490K 0.07%
4,237
-22,608
-84% -$2.5M
MNTA
343
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$488K 0.07%
24,755
+8,964
+57% +$143K
RBA icon
344
RB Global
RBA
$20.8B
$487K 0.07%
+11,328
New +$472K
ADC icon
345
Agree Realty
ADC
$9.69B
$481K 0.07%
+6,857
New +$506K
KAMN
346
DELISTED
Kaman Corp
KAMN
$472K 0.07%
+7,153
New +$447K
MT icon
347
ArcelorMittal
MT
$50.7B
$470K 0.07%
+26,787
New +$434K
NVEC icon
348
NVE Corp
NVEC
$560M
$469K 0.07%
6,568
+2,138
+48% +$139K
HTLF
349
DELISTED
Heartland Financial USA, Inc.
HTLF
$469K 0.07%
9,434
+2,988
+46% +$140K
EL icon
350
Estee Lauder
EL
$29.1B
$468K 0.07%
+2,266
New +$440K
12 13
14
15 16

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CCM
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GPC
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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
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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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.