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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
PMT
626
PennyMac Mortgage Investment
PMT
$835M
– –
-29,969
Closed -$666K
PNR icon
627
Pentair
PNR
$10B
– –
-18,959
Closed -$717K
PRU icon
628
Prudential Financial
PRU
$40.9B
– –
-12,309
Closed -$1.11M
PSEC icon
629
Prospect Capital
PSEC
$1.06B
– –
-17,928
Closed -$118K
QGEN icon
630
Qiagen
QGEN
$8.55B
– –
-19,917
Closed -$740K
RF icon
631
Regions Financial
RF
$26.2B
– –
-153,096
Closed -$2.42M
RIGL icon
632
Rigel Pharmaceuticals
RIGL
$681M
– –
-2,442
Closed -$46K
RIO icon
633
Rio Tinto
RIO
$149B
– –
-8,528
Closed -$444K
RLI icon
634
RLI Corp
RLI
$5.61B
– –
-6,252
Closed -$290K
RPD icon
635
Rapid7
RPD
$639M
– –
-8,766
Closed -$398K
SAM icon
636
Boston Beer
SAM
$1.82B
– –
-1,089
Closed -$396K
SBLK icon
637
Star Bulk Carriers
SBLK
$3.03B
– –
-11,622
Closed -$117K
SIMO icon
638
Silicon Motion
SIMO
$9.8B
– –
-6,570
Closed -$232K
SNX icon
639
TD Synnex
SNX
$19.8B
– –
-7,742
Closed -$437K
SO icon
640
Southern Company
SO
$109B
– –
-41,725
Closed -$2.58M
SU icon
641
Suncor Energy
SU
$78.4B
– –
-33,632
Closed -$1.06M
TEAM icon
642
Atlassian
TEAM
$20.3B
– –
-3,026
Closed -$380K
TENB icon
643
Tenable Holdings
TENB
$3.49B
– –
-9,659
Closed -$216K
THO icon
644
Thor Industries
THO
$3.9B
– –
-12,761
Closed -$723K
THS
645
DELISTED
Treehouse Foods
THS
– –
-5,864
Closed -$325K
TJX icon
646
TJX Companies
TJX
$170B
– –
-41,711
Closed -$2.33M
TRNO icon
647
Terreno Realty
TRNO
$7.62B
– –
-5,003
Closed -$256K
TRU icon
648
TransUnion
TRU
$14.2B
– –
-12,333
Closed -$1M
TTEK icon
649
Tetra Tech
TTEK
$7.93B
– –
-33,555
Closed -$582K
TTWO icon
650
Take-Two Interactive
TTWO
$42.7B
– –
-2,545
Closed -$319K
24 25
26
27 28

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CCM
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GPC
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CBT
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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.