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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
CCEP icon
151
Coca-Cola Europacific Partners
CCEP
$45.8B
$1.38M 0.2%
+27,116
New +$1.43M
JNPR
152
DELISTED
Juniper Networks
JNPR
$1.37M 0.2%
55,697
+4,328
+8% +$106K
BOOT icon
153
Boot Barn
BOOT
$4.48B
$1.36M 0.2%
30,527
+13,794
+82% +$545K
NVO
154
Novo Nordisk
NVO
$213B
$1.35M 0.2%
+46,540
New +$1.29M
DLTR icon
155
Dollar Tree
DLTR
$22.6B
$1.34M 0.2%
14,292
+1,068
+8% +$112K
VOYA icon
156
Voya Financial
VOYA
$8.78B
$1.34M 0.2%
22,025
+17,117
+349% +$966K
DECK icon
157
Deckers Outdoor
DECK
$13.4B
$1.34M 0.2%
+47,640
New +$1.26M
PZZA icon
158
Papa John's
PZZA
$999M
$1.33M 0.2%
21,059
+8,500
+68% +$503K
GOOGL icon
159
Alphabet (Google) Class A
GOOGL
$3.88T
$1.32M 0.2%
19,780
-20,480
-51% -$1.32M
ZBH icon
160
Zimmer Biomet
ZBH
$17.3B
$1.32M 0.2%
9,119
-4,687
-34% -$647K
TFX icon
161
Teleflex
TFX
$5.81B
$1.32M 0.19%
3,509
-2,700
-43% -$929K
COLD icon
162
Americold
COLD
$4.02B
$1.31M 0.19%
37,298
+17,084
+85% +$629K
COR
163
DELISTED
Coresite Realty Corporation
COR
$1.31M 0.19%
11,657
+7,445
+177% +$860K
ISBC
164
DELISTED
Investors Bancorp, Inc.
ISBC
$1.3M 0.19%
109,540
+19,595
+22% +$235K
AXTA icon
165
Axalta
AXTA
$6.78B
$1.29M 0.19%
42,508
+10,522
+33% +$310K
DVN icon
166
Devon Energy
DVN
$52.2B
$1.27M 0.19%
48,988
+28,001
+133% +$630K
AAPL icon
167
Apple
AAPL
$4.72T
$1.25M 0.18%
17,004
+8,124
+91% +$523K
NXPI icon
168
NXP Semiconductors
NXPI
$70B
$1.24M 0.18%
9,763
+3,862
+65% +$448K
TCO
169
DELISTED
Taubman Centers Inc.
TCO
$1.23M 0.18%
39,639
+29,413
+288% +$1.01M
PPC icon
170
Pilgrim's Pride
PPC
$6.64B
$1.22M 0.18%
+37,384
New +$1.16M
HIW icon
171
Highwoods Properties
HIW
$3.61B
$1.21M 0.18%
+24,807
New +$1.15M
VAR
172
DELISTED
Varian Medical Systems, Inc.
VAR
$1.21M 0.18%
8,522
+1,415
+20% +$181K
SHO icon
173
Sunstone Hotel Investors
SHO
$2.17B
$1.21M 0.18%
86,869
+56,971
+191% +$790K
MCK icon
174
McKesson
MCK
$96.5B
$1.2M 0.18%
8,707
+6,365
+272% +$900K
NUVA
175
DELISTED
NuVasive, Inc.
NUVA
$1.18M 0.17%
+15,308
New +$1.08M
5 6
7
8 9

Similar funds

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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.