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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
PHAS
526
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
$67K 0.01%
+10,947
New +$45.1K
FINV
527
FinVolution Group
FINV
$1.11B
$56K 0.01%
+21,037
New +$55.8K
IMGN
528
DELISTED
Immunogen Inc
IMGN
$53K 0.01%
10,305
– –
TRQ
529
DELISTED
Turquoise Hill Resources Ltd
TRQ
$33K ﹤0.01%
4,416
+1
+0% +$5
AAP icon
530
Advance Auto Parts
AAP
$3.25B
– –
-2,971
Closed -$491K
ACEL icon
531
Accel Entertainment
ACEL
$984M
– –
-18,754
Closed -$193K
ACRE
532
Ares Commercial Real Estate
ACRE
$254M
– –
-22,815
Closed -$347K
ADP icon
533
Automatic Data Processing
ADP
$99.3B
– –
-4,180
Closed -$675K
AIN icon
534
Albany International
AIN
$2.13B
– –
-4,684
Closed -$422K
ALK icon
535
Alaska Air
ALK
$5.07B
– –
-8,823
Closed -$573K
ALLY icon
536
Ally Financial
ALLY
$13.4B
– –
-50,696
Closed -$1.68M
AMP icon
537
Ameriprise Financial
AMP
$45.7B
– –
-2,814
Closed -$414K
AON icon
538
Aon
AON
$76.7B
– –
-15,747
Closed -$3.05M
ARR
539
Armour Residential REIT
ARR
$2.02B
– –
-6,610
Closed -$554K
ASB icon
540
Associated Banc-Corp
ASB
$5.78B
– –
-26,263
Closed -$532K
EFOR
541
Everforth Inc
EFOR
$841M
– –
-8,073
Closed -$507K
ATI icon
542
ATI
ATI
$27.7B
– –
-33,601
Closed -$680K
AVGO icon
543
Broadcom
AVGO
$1.82T
– –
-52,300
Closed -$1.44M
BA icon
544
Boeing
BA
$165B
– –
-1,733
Closed -$659K
BBD icon
545
Banco Bradesco
BBD
$38.6B
– –
-46,843
Closed -$286K
BFAM icon
546
Bright Horizons
BFAM
$3.97B
– –
-3,878
Closed -$591K
BIO icon
547
Bio-Rad Laboratories Class A
BIO
$8.38B
– –
-1,362
Closed -$453K
BJ icon
548
BJs Wholesale Club
BJ
$11.8B
– –
-8,661
Closed -$224K
BLK icon
549
Blackrock
BLK
$161B
– –
-4,264
Closed -$1.9M
BP icon
550
BP
BP
$114B
– –
-47,261
Closed -$1.79M
20 21
22
23 24

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
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.