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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
SGEN
676
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-2,796
Closed -$239K
VMW
677
DELISTED
VMware, Inc
VMW
– –
-3,903
Closed -$586K
SDC
678
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
– –
-25,811
Closed -$358K
SYNH
679
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-4,848
Closed -$258K
CHNG
680
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-10,317
Closed -$125K
CDR
681
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-6,569
Closed -$130K
ZNGA
682
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-26,354
Closed -$153K
BPFH
683
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-23,304
Closed -$272K
WPX
684
DELISTED
WPX Energy, Inc.
WPX
– –
-12,715
Closed -$135K
VER
685
DELISTED
VEREIT, Inc.
VER
– –
-8,992
Closed -$440K
WMGI
686
DELISTED
Wright Medical Group Inc
WMGI
– –
-14,254
Closed -$294K
LM
687
DELISTED
Legg Mason, Inc.
LM
– –
-14,664
Closed -$560K
AVX
688
DELISTED
AVX Corporation
AVX
– –
-12,257
Closed -$186K
ZAYO
689
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-6,050
Closed -$205K
LPT
690
DELISTED
Liberty Property Trust
LPT
– –
-15,983
Closed -$820K
LTXB
691
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-7,234
Closed -$315K
TBRGU
692
DELISTED
Thunder Bridge Acquisition, Ltd. Unit
TBRGU
– –
-25,225
Closed -$336K
ATVI
693
DELISTED
Activision Blizzard
ATVI
– –
-13,161
Closed -$696K
UN
694
DELISTED
Unilever NV New York Registry Shares
UN
– –
-15,191
Closed -$912K
CELG
695
DELISTED
Celgene Corp
CELG
– –
-14,160
Closed -$1.41M
CZR
696
DELISTED
Caesars Entertainment Corporation
CZR
– –
-13,580
Closed -$158K
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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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.