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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
NTNX icon
451
Nutanix
NTNX
$14.9B
$287K 0.04%
+9,168
New +$271K
PRPL icon
452
Purple Innovation
PRPL
$33.2M
$287K 0.04%
+1,320
New +$254K
THC icon
453
Tenet Healthcare
THC
$20.1B
$285K 0.04%
+7,501
New +$225K
BWIN
454
Baldwin Insurance Group
BWIN
$2.58B
$284K 0.04%
+17,666
New +$282K
BBWI icon
455
Bath & Body Works
BBWI
$4.01B
$282K 0.04%
+19,240
New +$278K
MED icon
456
Medifast
MED
$108M
$282K 0.04%
2,571
-58
-2% -$5.61K
AME icon
457
Ametek
AME
$55.5B
$281K 0.04%
2,822
-34,476
-92% -$3.27M
CL icon
458
Colgate-Palmolive
CL
$72.6B
$281K 0.04%
4,083
+1,313
+47% +$89.5K
ORI icon
459
Old Republic International
ORI
$10.3B
$281K 0.04%
+12,548
New +$286K
LTHM
460
DELISTED
Livent Corporation
LTHM
$281K 0.04%
32,890
+21,403
+186% +$164K
NNN icon
461
NNN REIT
NNN
$9.39B
$278K 0.04%
5,189
-6,511
-56% -$362K
TCBI icon
462
Texas Capital Bancshares
TCBI
$4.31B
$269K 0.04%
+4,735
New +$270K
CXO
463
DELISTED
CONCHO RESOURCES INC.
CXO
$265K 0.04%
+3,021
New +$218K
APD icon
464
Air Products & Chemicals
APD
$66.3B
$263K 0.04%
+1,120
New +$253K
BLUE
465
DELISTED
bluebird bio
BLUE
$263K 0.04%
+232
New +$252K
CPA icon
466
Copa Holdings
CPA
$5.56B
$263K 0.04%
+2,432
New +$254K
CRMT icon
467
America's Car Mart
CRMT
$25.3M
$263K 0.04%
+2,399
New +$232K
RYAAY icon
468
Ryanair
RYAAY
$29.5B
$262K 0.04%
+7,468
New +$239K
BGC icon
469
BGC Group
BGC
$5.58B
$259K 0.04%
43,645
-9,022
-17% -$50.9K
COF icon
470
Capital One
COF
$124B
$258K 0.04%
2,505
-19,306
-89% -$1.86M
SNAP icon
471
Snap
SNAP
$7.32B
$257K 0.04%
+15,765
New +$232K
COHR
472
DELISTED
Coherent Inc
COHR
$250K 0.04%
+1,500
New +$232K
MTN icon
473
Vail Resorts
MTN
$5.19B
$249K 0.04%
+1,039
New +$246K
CME icon
474
CME Group
CME
$92.2B
$248K 0.04%
1,236
+243
+24% +$49.9K
TMHC icon
475
Taylor Morrison
TMHC
$6.67B
$247K 0.04%
+11,308
New +$272K
17 18
19
20 21

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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.