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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
PTCT icon
326
PTC Therapeutics
PTCT
$6.49B
$316K 0.07%
9,330
-1,423
-13% -$61.9K
LTXB
327
DELISTED
LegacyTexas Financial Group Inc
LTXB
$315K 0.07%
+7,234
New +$301K
CMG icon
328
Chipotle Mexican Grill
CMG
$41.3B
$310K 0.07%
18,450
+650
+4% +$10.4K
DHI icon
329
D.R. Horton
DHI
$40.9B
$307K 0.07%
+5,826
New +$278K
WD icon
330
Walker & Dunlop
WD
$1.67B
$307K 0.07%
5,495
-5,256
-49% -$295K
TIMB icon
331
TIM SA
TIMB
$10.3B
$306K 0.07%
21,292
+4,354
+26% +$65.8K
GDDY icon
332
GoDaddy
GDDY
$12.2B
$305K 0.07%
+4,621
New +$313K
SFBS
333
ServisFirst Bancshares
SFBS
$4.84B
$301K 0.07%
9,081
+2,497
+38% +$80.6K
FL
334
DELISTED
Foot Locker
FL
$299K 0.07%
6,925
-12,043
-63% -$485K
GEF icon
335
Greif
GEF
$4.43B
$299K 0.07%
7,897
-4,100
-34% -$143K
NVEC icon
336
NVE Corp
NVEC
$557M
$294K 0.07%
+4,430
New +$302K
WMGI
337
DELISTED
Wright Medical Group Inc
WMGI
$294K 0.07%
14,254
-5,474
-28% -$130K
AMG icon
338
Affiliated Managers Group
AMG
$9.38B
$292K 0.07%
+3,500
New +$292K
BGC icon
339
BGC Group
BGC
$5.53B
$290K 0.07%
+52,667
New +$282K
RLI icon
340
RLI Corp
RLI
$5.61B
$290K 0.07%
+6,252
New +$283K
CTAS icon
341
Cintas
CTAS
$82.5B
$289K 0.07%
+4,316
New +$276K
HTLF
342
DELISTED
Heartland Financial USA, Inc.
HTLF
$288K 0.07%
+6,446
New +$287K
BBD icon
343
Banco Bradesco
BBD
$38.6B
$286K 0.07%
46,843
+17,888
+62% +$118K
B
344
Barrick Mining
B
$62.9B
$281K 0.06%
+16,243
New +$287K
TSM icon
345
TSMC
TSM
$2.11T
$279K 0.06%
+6,006
New +$256K
CADE
346
DELISTED
Cadence Bancorporation
CADE
$278K 0.06%
15,824
-47,381
-75% -$811K
CPLG
347
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$274K 0.06%
27,126
+3,715
+16% +$40.1K
ESRT icon
348
Empire State Realty Trust
ESRT
$962M
$272K 0.06%
19,053
-3,252
-15% -$45.9K
MDB icon
349
MongoDB
MDB
$23.9B
$272K 0.06%
2,260
+109
+5% +$15.7K
MED icon
350
Medifast
MED
$106M
$272K 0.06%
+2,629
New +$283K
12 13
14
15 16

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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.