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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
BKR icon
376
Baker Hughes
BKR
$57.2B
$396K 0.06%
+15,443
New +$351K
TER icon
377
Teradyne
TER
$54.9B
$395K 0.06%
+5,788
New +$368K
FCX icon
378
Freeport-McMoran
FCX
$89.4B
$394K 0.06%
30,000
-12,402
-29% -$136K
QURE icon
379
uniQure
QURE
$2.63B
$394K 0.06%
5,500
-845
-13% -$46.4K
SUM
380
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$392K 0.06%
+16,671
New +$378K
TROX icon
381
Tronox
TROX
$1B
$391K 0.06%
+34,215
New +$342K
AMX icon
382
America Movil
AMX
$78.6B
$390K 0.06%
+24,393
New +$381K
ENOV icon
383
Enovis
ENOV
$1.54B
$390K 0.06%
+6,221
New +$352K
IPG
384
DELISTED
Interpublic Group of Companies
IPG
$390K 0.06%
16,865
+6,563
+64% +$144K
BPMC
385
DELISTED
Blueprint Medicines
BPMC
$389K 0.06%
4,859
-6,432
-57% -$482K
ABBV icon
386
AbbVie
ABBV
$456B
$385K 0.06%
4,346
+1,615
+59% +$134K
LK
387
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$385K 0.06%
9,773
-13,116
-57% -$332K
CIEN icon
388
Ciena
CIEN
$55B
$384K 0.06%
+9,000
New +$343K
PFS icon
389
Provident Financial Services
PFS
$3.13B
$384K 0.06%
+15,584
New +$385K
CNOB icon
390
Center Bancorp
CNOB
$1.62B
$383K 0.06%
14,898
+4,059
+37% +$98.9K
SAVE
391
DELISTED
Spirit Airlines, Inc.
SAVE
$383K 0.06%
+9,498
New +$361K
AIMC
392
DELISTED
Altra Industrial Motion Corp
AIMC
$382K 0.06%
+10,539
New +$335K
PRGO icon
393
Perrigo
PRGO
$1.41B
$379K 0.06%
+7,327
New +$383K
JRVR icon
394
James River Group Holdings
JRVR
$216M
$377K 0.06%
+9,138
New +$359K
IIPR icon
395
Innovative Industrial Properties
IIPR
$1.79B
$375K 0.06%
4,942
+2,375
+93% +$184K
SLM icon
396
SLM Corp
SLM
$4.46B
$375K 0.06%
42,142
+25,269
+150% +$220K
MC icon
397
Moelis & Co
MC
$4.99B
$374K 0.06%
11,729
-3,551
-23% -$116K
SBAC icon
398
SBA Communications
SBAC
$18.5B
$374K 0.06%
+1,550
New +$368K
CUZ icon
399
Cousins Properties
CUZ
$5.29B
$371K 0.05%
9,015
-9,778
-52% -$384K
SCHW
400
Charles Schwab
SCHW
$176B
$371K 0.05%
+7,807
New +$344K
14 15
16
17 18

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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.