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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 | |
|---|---|---|---|---|---|---|
401
Aurinia Pharmaceuticals
AUPH
$1.98B
| $370K | 0.05% |
+18,264
| New | +$168K |
|
402
Polaris
PII
$4.15B
| $368K | 0.05% |
3,622
-1,112
| -23% | -$108K |
|
|
CVGW
403
DELISTED
Calavo Growers
CVGW
| $364K | 0.05% |
+4,014
| New | +$359K |
|
404
Timken Company
TKR
$9.82B
| $362K | 0.05% |
6,423
+210
| +3% | +$10.6K |
|
405
Aecom
ACM
$9.09B
| $361K | 0.05% |
+8,367
| New | +$347K |
|
406
Flowserve
FLS
$9.24B
| $359K | 0.05% |
+7,216
| New | +$345K |
|
|
GWPH
407
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $359K | 0.05% |
3,437
+52
| +2% | +$5.83K |
|
408
Ingersoll Rand
IR
$32.9B
| $357K | 0.05% |
+9,743
| New | +$320K |
|
409
Owens Corning
OC
$11.5B
| $357K | 0.05% |
+5,479
| New | +$351K |
|
410
Twist Bioscience
TWST
$5.65B
| $352K | 0.05% |
+16,778
| New | +$393K |
|
|
APLS
411
DELISTED
Apellis Pharmaceuticals
APLS
| $351K | 0.05% |
+11,449
| New | +$317K |
|
412
Bio-Techne
TECH
$11.2B
| $351K | 0.05% |
+6,388
| New | +$335K |
|
413
MKS Inc
MKSI
$22.2B
| $350K | 0.05% |
+3,181
| New | +$333K |
|
414
Alphabet (Google) Class C
GOOG
$3.9T
| $349K | 0.05% |
+5,220
| New | +$337K |
|
415
BioCryst Pharmaceuticals
BCRX
$2.38B
| $348K | 0.05% |
100,804
+57,608
| +133% | +$145K |
|
|
BBBY
416
DELISTED
Bed Bath & Beyond Inc
BBBY
| $348K | 0.05% |
20,118
-19,334
| -49% | -$271K |
|
417
Corpay
CPAY
$24.2B
| $346K | 0.05% |
+1,203
| New | +$355K |
|
418
iShares MSCI Taiwan ETF
EWT
$10B
| $345K | 0.05% |
+8,396
| New | +$331K |
|
|
B
419
Barrick Mining
B
$62.1B
| $344K | 0.05% |
18,501
+2,258
| +14% | +$38.8K |
|
420
Western Digital
WDC
$179B
| $342K | 0.05% |
7,136
-23,719
| -77% | -$989K |
|
421
Insmed
INSM
$23.2B
| $341K | 0.05% |
+14,271
| New | +$290K |
|
422
Paycom
PAYC
$6.8B
| $340K | 0.05% |
1,284
-582
| -31% | -$138K |
|
423
RLJ Lodging Trust
RLJ
$1.88B
| $340K | 0.05% |
19,200
+3,620
| +23% | +$61.5K |
|
424
Hasbro
HAS
$12.5B
| $338K | 0.05% |
+3,200
| New | +$333K |
|
425
Comcast
CMCSA
$79.5B
| $332K | 0.05% |
+7,381
| New | +$329K |
|
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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.