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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
ZTO icon
201
ZTO Express
ZTO
$18.3B
$1.1M 0.16%
46,983
+17,104
+57% +$370K
IVR icon
202
Invesco Mortgage Capital
IVR
$782M
$1.09M 0.16%
6,562
+597
+10% +$95.7K
BRO icon
203
Brown & Brown
BRO
$22.3B
$1.09M 0.16%
+27,612
New +$1.04M
WDAY icon
204
Workday
WDAY
$31.6B
$1.09M 0.16%
+6,628
New +$1.1M
CRM icon
205
Salesforce
CRM
$129B
$1.09M 0.16%
6,695
-6,372
-49% -$999K
GNL icon
206
Global Net Lease
GNL
$1.87B
$1.09M 0.16%
+53,674
New +$1.06M
KEX icon
207
Kirby Corp
KEX
$7.97B
$1.09M 0.16%
+12,134
New +$1.01M
FL
208
DELISTED
Foot Locker
FL
$1.07M 0.16%
27,446
+20,521
+296% +$864K
MCHI icon
209
iShares MSCI China ETF
MCHI
$6.04B
$1.07M 0.16%
15,593
+8,036
+106% +$481K
SMPL icon
210
Simply Good Foods
SMPL
$909M
$1.06M 0.16%
+37,281
New +$983K
ON icon
211
ON Semiconductor
ON
$35.1B
$1.05M 0.16%
+43,268
New +$914K
GH icon
212
Guardant Health
GH
$19.9B
$1.05M 0.15%
+13,449
New +$969K
VRNS icon
213
Varonis Systems
VRNS
$5.14B
$1.05M 0.15%
40,554
+3,912
+11% +$92.9K
AFG icon
214
American Financial Group
AFG
$11.7B
$1.03M 0.15%
+9,410
New +$1.01M
SRE icon
215
Sempra
SRE
$61.1B
$1.03M 0.15%
+13,604
New +$998K
VRSK icon
216
Verisk Analytics
VRSK
$25.3B
$1.02M 0.15%
+6,825
New +$1.01M
LII icon
217
Lennox International
LII
$18.7B
$1.02M 0.15%
+4,163
New +$1.03M
NOMD icon
218
Nomad Foods
NOMD
$1.63B
$1.02M 0.15%
+45,398
New +$925K
SPB icon
219
Spectrum Brands
SPB
$2.01B
$1.02M 0.15%
+15,801
New +$895K
CHWY icon
220
Chewy
CHWY
$8.38B
$1.01M 0.15%
34,786
+24,855
+250% +$636K
ADM icon
221
Archer Daniels Midland
ADM
$41.6B
$1M 0.15%
+21,629
New +$922K
INCY icon
222
Incyte
INCY
$23.3B
$999K 0.15%
11,441
+4,269
+60% +$365K
ACGL icon
223
Arch Capital
ACGL
$35B
$982K 0.14%
22,907
+3,513
+18% +$146K
JWN
224
DELISTED
Nordstrom
JWN
$982K 0.14%
+24,000
New +$888K
NFLX icon
225
Netflix
NFLX
$287B
$979K 0.14%
30,260
+10,630
+54% +$315K
7 8
9
10 11

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CCM
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GPC
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CBT
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FSCP
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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.