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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
KR icon
601
Kroger
KR
$34.7B
– –
-9,711
Closed -$250K
LEA icon
602
Lear
LEA
$7.22B
– –
-6,183
Closed -$729K
LEG icon
603
Leggett & Platt
LEG
$1.53B
– –
-8,452
Closed -$346K
LIVN icon
604
LivaNova
LIVN
$4.29B
– –
-6,175
Closed -$456K
LOW icon
605
Lowe's Companies
LOW
$116B
– –
-14,686
Closed -$1.61M
LW icon
606
Lamb Weston
LW
$6.81B
– –
-11,141
Closed -$810K
MLKN icon
607
MillerKnoll
MLKN
$1.51B
– –
-8,389
Closed -$387K
MS icon
608
Morgan Stanley
MS
$338B
– –
-81,468
Closed -$3.48M
MSI icon
609
Motorola Solutions
MSI
$68.5B
– –
-1,921
Closed -$327K
MWA icon
610
Mueller Water Products
MWA
$3.93B
– –
-15,128
Closed -$170K
NBIX icon
611
Neurocrine Biosciences
NBIX
$17.6B
– –
-4,699
Closed -$423K
NCLH icon
612
Norwegian Cruise Line
NCLH
$8.99B
– –
-9,432
Closed -$488K
NEE icon
613
NextEra Energy
NEE
$186B
– –
-69,644
Closed -$4.06M
NEM icon
614
Newmont
NEM
$99.5B
– –
-6,007
Closed -$228K
NGVT icon
615
Ingevity
NGVT
$2.58B
– –
-2,585
Closed -$219K
NOC icon
616
Northrop Grumman
NOC
$76.8B
– –
-2,817
Closed -$1.06M
NOK icon
617
Nokia
NOK
$51.2B
– –
-69,037
Closed -$349K
NPO icon
618
Enpro
NPO
$7.1B
– –
-3,192
Closed -$219K
NSC icon
619
Norfolk Southern
NSC
$78.9B
– –
-14,770
Closed -$2.65M
NSP icon
620
Insperity
NSP
$1.86B
– –
-2,712
Closed -$267K
NVS icon
621
Novartis
NVS
$294B
– –
-16,260
Closed -$1.41M
ORLY icon
622
O'Reilly Automotive
ORLY
$71.4B
– –
-33,765
Closed -$897K
PCRX icon
623
Pacira BioSciences
PCRX
$1.02B
– –
-9,200
Closed -$350K
PGR icon
624
Progressive
PGR
$124B
– –
-30,458
Closed -$2.35M
PLMR icon
625
Palomar
PLMR
$3.6B
– –
-8,529
Closed -$336K
23 24
25
26 27

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.