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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
DAL icon
351
Delta Air Lines
DAL
$56B
$466K 0.07%
+7,975
New +$447K
Y
352
DELISTED
Alleghany Corp
Y
$462K 0.07%
578
-2,696
-82% -$2.11M
BHC icon
353
Bausch Health
BHC
$1.65B
$459K 0.07%
+15,331
New +$399K
LEN icon
354
Lennar Class A
LEN
$20.4B
$451K 0.07%
8,346
-1,289
-13% -$73.5K
SFBS
355
ServisFirst Bancshares
SFBS
$4.79B
$451K 0.07%
11,970
+2,889
+32% +$103K
NVRO
356
DELISTED
NEVRO CORP.
NVRO
$451K 0.07%
+3,854
New +$382K
RPAY icon
357
Repay Holdings
RPAY
$315M
$450K 0.07%
+30,744
New +$429K
STM icon
358
STMicroelectronics
STM
$45.8B
$450K 0.07%
16,716
-36,884
-69% -$872K
EFC
359
Ellington Financial
EFC
$1.68B
$448K 0.07%
+24,447
New +$447K
GRFS
360
Grifois
GRFS
$5.17B
$443K 0.07%
+19,041
New +$415K
UNP icon
361
Union Pacific
UNP
$182B
$443K 0.07%
2,448
-9,445
-79% -$1.62M
AMG icon
362
Affiliated Managers Group
AMG
$9.44B
$441K 0.06%
5,207
+1,707
+49% +$140K
CUK
363
DELISTED
Carnival PLC
CUK
$441K 0.06%
9,148
+3,651
+66% +$154K
ARCH
364
DELISTED
Arch Resources, Inc.
ARCH
$440K 0.06%
+6,132
New +$470K
TIF
365
DELISTED
Tiffany & Co.
TIF
$438K 0.06%
+3,276
New +$387K
DPZ icon
366
Domino's
DPZ
$11B
$437K 0.06%
1,488
-2,823
-65% -$778K
ADVM
367
DELISTED
Adverum Biotechnologies
ADVM
$433K 0.06%
3,759
+1,245
+50% +$110K
CW icon
368
Curtiss-Wright
CW
$27.7B
$431K 0.06%
+3,059
New +$414K
WTFC icon
369
Wintrust Financial
WTFC
$10.7B
$430K 0.06%
6,064
-20,647
-77% -$1.38M
AERI
370
DELISTED
Aerie Pharmaceuticals
AERI
$427K 0.06%
+17,650
New +$366K
ROP icon
371
Roper Technologies
ROP
$36.4B
$421K 0.06%
+1,189
New +$411K
DRNA
372
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$420K 0.06%
19,079
+7,095
+59% +$143K
HFWA icon
373
Heritage Financial
HFWA
$1.24B
$413K 0.06%
14,604
+6,860
+89% +$189K
KEYS icon
374
Keysight
KEYS
$54.6B
$408K 0.06%
3,978
-1,433
-26% -$147K
SWAV
375
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$397K 0.06%
+9,050
New +$334K
13 14
15
16 17

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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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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.