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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
TU icon
651
Telus
TU
$15.8B
– –
-33,390
Closed -$595K
TW icon
652
Tradeweb Markets
TW
$21.3B
– –
-5,781
Closed -$214K
TXT icon
653
Textron
TXT
$16.2B
– –
-7,446
Closed -$365K
URI icon
654
United Rentals
URI
$70.9B
– –
-9,665
Closed -$1.21M
USFD icon
655
US Foods
USFD
$21B
– –
-14,579
Closed -$599K
VMC icon
656
Vulcan Materials
VMC
$35.7B
– –
-8,188
Closed -$1.24M
WD icon
657
Walker & Dunlop
WD
$1.61B
– –
-5,495
Closed -$307K
WEX icon
658
WEX
WEX
$5.94B
– –
-1,094
Closed -$221K
WM icon
659
Waste Management
WM
$95.3B
– –
-10,176
Closed -$1.17M
WMT icon
660
Walmart Inc
WMT
$863B
– –
-10,467
Closed -$414K
WSBC icon
661
WesBanco
WSBC
$3.85B
– –
-10,760
Closed -$402K
WT icon
662
WisdomTree
WT
$3.01B
– –
-12,217
Closed -$64K
WWD icon
663
Woodward
WWD
$24.5B
– –
-2,325
Closed -$251K
XYL icon
664
Xylem
XYL
$27.8B
– –
-4,529
Closed -$361K
CNH
665
CNH Industrial
CNH
$13.2B
– –
-74,046
Closed -$654K
JBTM
666
JBT Marel
JBTM
$6.99B
– –
-2,196
Closed -$218K
QVCGA
667
DELISTED
QVC Group Inc Series A
QVCGA
– –
-373
Closed -$187K
CMRX
668
DELISTED
Chimerix, Inc.
CMRX
– –
-13,679
Closed -$32K
PDCO
669
DELISTED
Patterson Companies, Inc.
PDCO
– –
-13,956
Closed -$249K
MRO
670
DELISTED
Marathon Oil Corporation
MRO
– –
-38,797
Closed -$476K
SIX
671
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-9,544
Closed -$485K
MDC
672
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-9,603
Closed -$383K
CBAY
673
DELISTED
Cymabay Therapeutics
CBAY
– –
-35,430
Closed -$181K
SPLK
674
DELISTED
Splunk Inc
SPLK
– –
-2,289
Closed -$270K
EXPR
675
DELISTED
Express, Inc.
EXPR
– –
-1,500
Closed -$103K
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.