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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 | |
|---|---|---|---|---|---|---|
426
Nasdaq
NDAQ
$52.1B
| $326K | 0.05% |
+9,135
| New | +$311K |
|
427
Constellium
CSTM
$3.96B
| $324K | 0.05% |
24,185
+4,014
| +20% | +$55.4K |
|
428
BellRing Brands
BRBR
$1.51B
| $319K | 0.05% |
+14,987
| New | +$294K |
|
429
Xerox
XRX
$337M
| $318K | 0.05% |
+8,627
| New | +$302K |
|
430
Zymeworks
ZYME
$1.68B
| $318K | 0.05% |
+7,000
| New | +$254K |
|
431
i3 Verticals
IIIV
$395M
| $316K | 0.05% |
+11,187
| New | +$264K |
|
432
3M
MMM
$89B
| $316K | 0.05% |
+2,143
| New | +$300K |
|
433
Popular Inc
BPOP
$11B
| $315K | 0.05% |
+5,365
| New | +$300K |
|
434
Fate Therapeutics
FATE
$281M
| $312K | 0.05% |
15,918
+5,462
| +52% | +$86.7K |
|
435
Adeia
ADEA
$2.86B
| $310K | 0.05% |
+63,289
| New | +$336K |
|
436
Zillow
Z
$7.04B
| $309K | 0.05% |
+6,732
| New | +$251K |
|
437
OneSpaWorld
OSW
$2.67B
| $308K | 0.05% |
18,317
-14,383
| -44% | -$226K |
|
438
Haemonetics
HAE
$3.58B
| $307K | 0.05% |
2,676
+855
| +47% | +$103K |
|
|
SMAR
439
DELISTED
Smartsheet Inc.
SMAR
| $307K | 0.05% |
6,841
-5,439
| -44% | -$225K |
|
440
Eli Lilly
LLY
$1.07T
| $306K | 0.05% |
+2,330
| New | +$270K |
|
|
CXP
441
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $306K | 0.05% |
+14,631
| New | +$300K |
|
442
Radian Group
RDN
$5.14B
| $305K | 0.04% |
+12,142
| New | +$302K |
|
443
Marcus & Millichap
MMI
$1.15B
| $304K | 0.04% |
+8,161
| New | +$293K |
|
444
Cognex
CGNX
$10.3B
| $303K | 0.04% |
+5,400
| New | +$279K |
|
445
PTC Therapeutics
PTCT
$6.37B
| $300K | 0.04% |
6,237
-3,093
| -33% | -$131K |
|
|
TWTR
446
DELISTED
Twitter, Inc.
TWTR
| $300K | 0.04% |
+9,366
| New | +$308K |
|
447
Stewart Information Services
STC
$2.05B
| $293K | 0.04% |
+7,177
| New | +$294K |
|
|
DNKN
448
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $293K | 0.04% |
+3,880
| New | +$293K |
|
449
Raymond James Financial
RJF
$32.5B
| $289K | 0.04% |
4,854
-1,125
| -19% | -$64.9K |
|
450
Flex
FLEX
$43.4B
| $288K | 0.04% |
30,249
-35,824
| -54% | -$309K |
|
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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.