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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
+1.6%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$436M
AUM Growth
-$95.4M
Cap. Flow
-$98.8M
Cap. Flow %
-22.68%
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
119
Reduced
144
Closed
195

Top Buys

Rank Stock Value
1
PEP icon
PepsiCo
PEP
+$4.8M
2
NKE icon
Nike
NKE
+$3.93M
3
NEE icon
NextEra Energy
NEE
+$3.77M
4
GPN icon
Global Payments
GPN
+$3.54M
5
AEE icon
Ameren
AEE
+$3.47M

Top Sells

Rank Stock Value
1
KMB icon
Kimberly-Clark
KMB
+$5.99M
2
DTE icon
DTE Energy
DTE
+$5.55M
3
HIG icon
Hartford Financial Services
HIG
+$5.36M
4
SPGI icon
S&P Global
SPGI
+$5.27M
5
AVB icon
AvalonBay Communities
AVB
+$5.22M

Sector Composition

Rank Sector Weight
1 Financials 23.76%
2 Technology 10.79%
3 Real Estate 10.41%
4 Healthcare 10.11%
5 Industrials 9.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FLEX icon
226
Flex
FLEX
$43.8B
$521K 0.12%
66,073
-54,036
-45% -$415K
LEN icon
227
Lennar Class A
LEN
$20B
$521K 0.12%
9,635
-37,637
-80% -$1.83M
AVLR
228
DELISTED
Avalara, Inc.
AVLR
$520K 0.12%
7,728
+3,285
+74% +$266K
CP icon
229
Canadian Pacific Kansas City
CP
$81.1B
$518K 0.12%
+11,650
New +$548K
COR
230
DELISTED
Coresite Realty Corporation
COR
$513K 0.12%
+4,212
New +$482K
FOLD
231
DELISTED
Amicus Therapeutics
FOLD
$510K 0.12%
63,624
-2,908
-4% -$31.6K
PGRE
232
DELISTED
Paramount Group
PGRE
$509K 0.12%
+38,128
New +$514K
SPGI icon
233
S&P Global
SPGI
$125B
$509K 0.12%
2,079
-21,093
-91% -$5.27M
OSW icon
234
OneSpaWorld
OSW
$2.65B
$508K 0.12%
32,700
-22,657
-41% -$355K
EFOR
235
Everforth Inc
EFOR
$850M
$507K 0.12%
8,073
-705
-8% -$43.5K
DVN icon
236
Devon Energy
DVN
$52.7B
$505K 0.12%
+20,987
New +$525K
MC icon
237
Moelis & Co
MC
$4.9B
$502K 0.12%
15,280
-5,846
-28% -$198K
MCHI icon
238
iShares MSCI China ETF
MCHI
$6.02B
$501K 0.12%
7,557
+3,214
+74% +$185K
AAPL icon
239
Apple
AAPL
$4.84T
$497K 0.11%
+8,880
New +$464K
BFH icon
240
Bread Financial
BFH
$4.1B
$496K 0.11%
+4,853
New +$547K
AAP icon
241
Advance Auto Parts
AAP
$3.23B
$491K 0.11%
+2,971
New +$446K
NCLH icon
242
Norwegian Cruise Line
NCLH
$8.78B
$488K 0.11%
9,432
+3,927
+71% +$199K
SIX
243
DELISTED
Six Flags Entertainment Corp.
SIX
$485K 0.11%
+9,544
New +$518K
DXCM icon
244
DexCom
DXCM
$27.2B
$482K 0.11%
12,920
-6,184
-32% -$240K
ZBRA icon
245
Zebra Technologies
ZBRA
$12.4B
$479K 0.11%
+2,319
New +$469K
MRO
246
DELISTED
Marathon Oil Corporation
MRO
$476K 0.11%
+38,797
New +$502K
CPT icon
247
Camden Property Trust
CPT
$11.2B
$475K 0.11%
+4,275
New +$460K
MINI
248
DELISTED
Mobile Mini Inc
MINI
$464K 0.11%
12,589
-1,701
-12% -$55.5K
IQV icon
249
IQVIA
IQV
$34.8B
$463K 0.11%
+3,098
New +$482K
STZ icon
250
Constellation Brands
STZ
$22.3B
$459K 0.11%
+2,214
New +$445K
8 9
10
11 12

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 Q3 2019 Portfolio in Review

As of Q3 2019, Quantitative Systematic Strategies held 645 positions worth $436M, down 18% from $531M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Quantitative Systematic Strategies withdrew a net $98.8M in Q3 2019, closing 195 positions and reducing 144 holdings. Its most notable exit was DTE Energy, an estimated $5.55M position sold in full.

By sector, the portfolio is most concentrated in Financials at 24% of assets, down from 25% a quarter earlier, followed by Technology and Real Estate.

Against the trend, Quantitative Systematic Strategies opened a new position in PepsiCo worth $4.95M.

  • Quantitative Systematic Strategies's largest Q3 2019 buy was PepsiCo: 36,118 shares worth $4.95M.
  • Quantitative Systematic Strategies added most to Global Payments in Q3 2019, an estimated $3.54M increase.
  • Quantitative Systematic Strategies's biggest Q3 2019 reduction was Kimberly-Clark, cutting an estimated $5.99M.
  • Quantitative Systematic Strategies fully exited DTE Energy in Q3 2019, selling an estimated $5.55M.
  • Quantitative Systematic Strategies's ten largest holdings make up 11% of its $436M portfolio in Q3 2019.
  • Quantitative Systematic Strategies opened 185 new positions and closed 195 in Q3 2019.
  • Quantitative Systematic Strategies's portfolio value fell 18% quarter-over-quarter to $436M.

Based on Quantitative Systematic Strategies's 13F filing for Q3 2019, filed 7 Nov 2019.