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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
LIVN icon
251
LivaNova
LIVN
$4.32B
$456K 0.1%
+6,175
New +$476K
BIO icon
252
Bio-Rad Laboratories Class A
BIO
$8.47B
$453K 0.1%
1,362
-1,731
-56% -$565K
DDOG icon
253
Datadog
DDOG
$87B
$453K 0.1%
+13,353
New +$464K
UTHR icon
254
United Therapeutics
UTHR
$26.4B
$453K 0.1%
+5,677
New +$457K
CZR icon
255
Caesars Entertainment
CZR
$6.09B
$452K 0.1%
11,339
-769
-6% -$32.6K
RIO icon
256
Rio Tinto
RIO
$149B
$444K 0.1%
+8,528
New +$463K
SMAR
257
DELISTED
Smartsheet Inc.
SMAR
$442K 0.1%
12,280
+628
+5% +$29.9K
VER
258
DELISTED
VEREIT, Inc.
VER
$440K 0.1%
+8,992
New +$424K
SNX icon
259
TD Synnex
SNX
$19.8B
$437K 0.1%
+7,742
New +$361K
HST icon
260
Host Hotels & Resorts
HST
$16.4B
$436K 0.1%
25,236
-6,330
-20% -$108K
LK
261
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$435K 0.1%
22,889
-7,038
-24% -$149K
PPLI
262
People Inc
PPLI
$3.14B
$429K 0.1%
11,017
+3,721
+51% +$159K
NBIX icon
263
Neurocrine Biosciences
NBIX
$17.5B
$423K 0.1%
4,699
+2,057
+78% +$192K
AIN icon
264
Albany International
AIN
$2.12B
$422K 0.1%
4,684
-630
-12% -$52.3K
FNF icon
265
Fidelity National Financial
FNF
$13.1B
$422K 0.1%
+9,892
New +$411K
BBBY
266
DELISTED
Bed Bath & Beyond Inc
BBBY
$420K 0.1%
+39,452
New +$381K
TCO
267
DELISTED
Taubman Centers Inc.
TCO
$418K 0.1%
+10,226
New +$416K
PII icon
268
Polaris
PII
$4.13B
$417K 0.1%
4,734
-10,540
-69% -$914K
WRK
269
DELISTED
WestRock Company
WRK
$416K 0.1%
+11,410
New +$408K
AMP icon
270
Ameriprise Financial
AMP
$46B
$414K 0.1%
2,814
-9,335
-77% -$1.31M
WMT icon
271
Walmart Inc
WMT
$863B
$414K 0.1%
+10,467
New +$395K
SHO icon
272
Sunstone Hotel Investors
SHO
$2.17B
$411K 0.09%
+29,898
New +$401K
HUN icon
273
Huntsman Corp
HUN
$2.25B
$407K 0.09%
+17,481
New +$361K
FCX icon
274
Freeport-McMoran
FCX
$91.3B
$406K 0.09%
42,402
+23,851
+129% +$245K
MGP
275
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$404K 0.09%
+13,450
New +$404K
9 10
11
12 13

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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 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.