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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
CMBT
501
CMB.TECH NV
CMBT
$4.57B
$196K 0.03%
15,625
+1,083
+7% +$12K
VIPS icon
502
Vipshop
VIPS
$6.84B
$191K 0.03%
+13,463
New +$159K
AVTR icon
503
Avantor
AVTR
$7.81B
$188K 0.03%
10,364
-3,959
-28% -$63K
CTRA
504
DELISTED
Coterra Energy
CTRA
$187K 0.03%
10,732
-875
-8% -$15.2K
OCSL icon
505
Oaktree Specialty Lending
OCSL
$1.03B
$187K 0.03%
11,408
+185
+2% +$2.91K
NERV icon
506
Minerva Neurosciences
NERV
$188M
$186K 0.03%
3,274
+1,229
+60% +$54.2K
GOSS icon
507
Gossamer Bio
GOSS
$66.5M
$172K 0.03%
+10,982
New +$221K
MBT
508
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$169K 0.02%
+16,695
New +$153K
ESI icon
509
Element Solutions
ESI
$9.12B
$166K 0.02%
+14,178
New +$156K
HTT
510
High Templar Tech Ltd
HTT
$377M
$156K 0.02%
+33,165
New +$195K
VRAY
511
DELISTED
ViewRay, Inc.
VRAY
$155K 0.02%
36,834
+22,793
+162% +$73.7K
GTES icon
512
Gates Industrial Corporation Ltd.
GTES
$6.81B
$149K 0.02%
+10,800
New +$123K
KDMN
513
DELISTED
Kadmon Holdings, Inc.
KDMN
$137K 0.02%
30,196
-10,598
-26% -$38.8K
KNSA icon
514
Kiniksa Pharmaceuticals
KNSA
$4.83B
$133K 0.02%
+12,051
New +$105K
VEON icon
515
VEON
VEON
$3.53B
$127K 0.02%
+2,010
New +$123K
EZPW icon
516
Ezcorp Inc
EZPW
$1.82B
$125K 0.02%
18,387
-470
-2% -$2.7K
MTUS icon
517
Metallus
MTUS
$873M
$123K 0.02%
+15,600
New +$97.8K
MRSN
518
DELISTED
Mersana Therapeutics
MRSN
$121K 0.02%
+848
New +$62K
VNTR
519
DELISTED
Venator Materials PLC
VNTR
$116K 0.02%
30,385
+703
+2% +$2.29K
GLRE icon
520
Greenlight Captial
GLRE
$563M
$102K 0.02%
+10,108
New +$105K
CHMA
521
DELISTED
Chiasma, Inc. Common Stock
CHMA
$98K 0.01%
19,817
+5,813
+42% +$30.3K
ATRS
522
DELISTED
Antares Pharma, Inc.
ATRS
$93K 0.01%
19,771
+2
+0% +$8
RNAC icon
523
Cartesian Therapeutics
RNAC
$232M
$84K 0.01%
+1,177
New +$56.8K
ARAY icon
524
Accuray
ARAY
$28.4M
$72K 0.01%
25,446
+2
+0% +$6
IPI icon
525
Intrepid Potash
IPI
$460M
$68K 0.01%
2,520
-2
-0.1% -$54
19 20
21
22 23

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.