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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
EW icon
576
Edwards Lifesciences
EW
$48.3B
– –
-3,657
Closed -$268K
FHN icon
577
First Horizon
FHN
$12.1B
– –
-12,096
Closed -$196K
FICO icon
578
Fair Isaac
FICO
$28B
– –
-1,162
Closed -$353K
FNF icon
579
Fidelity National Financial
FNF
$13.1B
– –
-9,892
Closed -$422K
FRT icon
580
Federal Realty Investment Trust
FRT
$10.8B
– –
-6,006
Closed -$818K
FTNT icon
581
Fortinet
FTNT
$111B
– –
-14,125
Closed -$217K
GDDY icon
582
GoDaddy
GDDY
$11.6B
– –
-4,621
Closed -$305K
GDOT icon
583
Green Dot
GDOT
$743M
– –
-14,002
Closed -$354K
GEF icon
584
Greif
GEF
$4.36B
– –
-7,897
Closed -$299K
GEN icon
585
Gen Digital
GEN
$15.1B
– –
-17,062
Closed -$403K
GLPI icon
586
Gaming and Leisure Properties
GLPI
$12.6B
– –
-23,510
Closed -$899K
GM icon
587
General Motors
GM
$73B
– –
-54,488
Closed -$2.04M
GPRE icon
588
Green Plains
GPRE
$1.2B
– –
-17,165
Closed -$182K
HR icon
589
Healthcare Realty
HR
$7.33B
– –
-120,736
Closed -$3.55M
HST icon
590
Host Hotels & Resorts
HST
$16.4B
– –
-25,236
Closed -$436K
HTBK
591
DELISTED
Heritage Commerce
HTBK
– –
-19,351
Closed -$227K
PPLI
592
People Inc
PPLI
$3.14B
– –
-11,017
Closed -$429K
BRSL
593
Brightstar Lottery PLC
BRSL
$1.9B
– –
-45,827
Closed -$651K
IQV icon
594
IQVIA
IQV
$34.6B
– –
-3,098
Closed -$463K
JBHT icon
595
JB Hunt Transport Services
JBHT
$27.2B
– –
-2,866
Closed -$317K
KALU icon
596
Kaiser Aluminum
KALU
$2.95B
– –
-2,114
Closed -$209K
KBH icon
597
KB Home
KBH
$3.41B
– –
-10,134
Closed -$345K
KFRC icon
598
Kforce
KFRC
$1.01B
– –
-9,367
Closed -$354K
KLAC icon
599
KLA
KLAC
$286B
– –
-47,380
Closed -$755K
KMB icon
600
Kimberly-Clark
KMB
$35.6B
– –
-1,730
Closed -$246K
22 23
24
25 26

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.