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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 | |
|---|---|---|---|---|---|---|
476
Wabtec
WAB
$51.1B
| $245K | 0.04% |
+3,151
| New | +$233K |
|
477
Commercial Metals
CMC
$7.63B
| $244K | 0.04% |
10,948
-11,321
| -51% | -$229K |
|
478
Realty Income
O
$61.2B
| $241K | 0.04% |
+3,375
| New | +$251K |
|
479
PBF Energy
PBF
$7.29B
| $241K | 0.04% |
+7,691
| New | +$237K |
|
480
Ollie's Bargain Outlet
OLLI
$4.01B
| $235K | 0.03% |
+3,600
| New | +$228K |
|
|
SGI
481
Somnigroup International
SGI
$15.1B
| $232K | 0.03% |
+10,664
| New | +$223K |
|
482
TripAdvisor
TRIP
$1.59B
| $231K | 0.03% |
+7,610
| New | +$256K |
|
483
Photronics
PLAB
$1.79B
| $230K | 0.03% |
14,617
+4,568
| +45% | +$57.5K |
|
484
FedEx
FDX
$74.5B
| $229K | 0.03% |
+1,515
| New | +$234K |
|
485
Cerence
CRNC
$382M
| $228K | 0.03% |
+10,093
| New | +$166K |
|
|
KALV
486
DELISTED
KalVista Pharmaceuticals
KALV
| $227K | 0.03% |
+12,738
| New | +$166K |
|
487
KT
KT
$8.84B
| $226K | 0.03% |
+19,477
| New | +$222K |
|
488
OneMain Financial
OMF
$6.9B
| $226K | 0.03% |
5,363
-1,030
| -16% | -$41.6K |
|
489
Cannae Holdings
CNNE
$647M
| $224K | 0.03% |
+6,018
| New | +$198K |
|
|
SASR
490
DELISTED
Sandy Spring Bancorp Inc
SASR
| $222K | 0.03% |
+5,857
| New | +$207K |
|
|
491
Honeywell
HON
$77B
| $219K | 0.03% |
1,315
-24,808
| -95% | -$4.06M |
|
492
Wayfair
W
$11.1B
| $218K | 0.03% |
+2,412
| New | +$225K |
|
|
BOLD
493
DELISTED
Audentes Therapeutics, Inc
BOLD
| $218K | 0.03% |
+3,651
| New | +$137K |
|
494
Parker-Hannifin
PH
$125B
| $217K | 0.03% |
+1,054
| New | +$204K |
|
495
Azenta
AZTA
$1.26B
| $215K | 0.03% |
+5,134
| New | +$216K |
|
496
Quanta Services
PWR
$93.9B
| $214K | 0.03% |
+5,259
| New | +$215K |
|
|
TPH
497
DELISTED
Tri Pointe Homes
TPH
| $214K | 0.03% |
+13,716
| New | +$211K |
|
|
MYOV
498
DELISTED
Myovant Sciences Ltd.
MYOV
| $214K | 0.03% |
+13,813
| New | +$139K |
|
499
Copart
CPRT
$25.9B
| $206K | 0.03% |
+9,048
| New | +$193K |
|
|
BHVN
500
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $204K | 0.03% |
3,751
-4,613
| -55% | -$228K |
|
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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.