We are live on ! Find out more
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
BPFH
351
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$272K 0.06%
23,304
+10,852
+87% +$122K
TKR icon
352
Timken Company
TKR
$9.87B
$270K 0.06%
6,213
-35,242
-85% -$1.56M
SPLK
353
DELISTED
Splunk Inc
SPLK
$270K 0.06%
+2,289
New +$286K
EW icon
354
Edwards Lifesciences
EW
$48.8B
$268K 0.06%
+3,657
New +$257K
NSP icon
355
Insperity
NSP
$1.85B
$267K 0.06%
+2,712
New +$294K
VOYA icon
356
Voya Financial
VOYA
$8.89B
$267K 0.06%
4,908
-73,117
-94% -$3.9M
RLJ icon
357
RLJ Lodging Trust
RLJ
$1.88B
$265K 0.06%
15,580
-43,039
-73% -$731K
CMP icon
358
Compass Minerals
CMP
$1.25B
$264K 0.06%
4,674
-2,520
-35% -$135K
KPTI icon
359
Karyopharm Therapeutics
KPTI
$165M
$260K 0.06%
+1,800
New +$244K
CC icon
360
Chemours
CC
$2.6B
$258K 0.06%
+17,295
New +$281K
SYNH
361
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$258K 0.06%
+4,848
New +$249K
SIVB
362
DELISTED
SVB Financial Group
SIVB
$257K 0.06%
1,232
+196
+19% +$41.1K
CSTM icon
363
Constellium
CSTM
$4.01B
$256K 0.06%
20,171
-22,763
-53% -$268K
TRNO icon
364
Terreno Realty
TRNO
$7.7B
$256K 0.06%
+5,003
New +$250K
AXSM icon
365
Axsome Therapeutics
AXSM
$12.4B
$252K 0.06%
12,452
+2,489
+25% +$64K
WWD icon
366
Woodward
WWD
$24.9B
$251K 0.06%
2,325
-244
-9% -$26.8K
HZNP
367
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$251K 0.06%
9,202
-3,768
-29% -$97.4K
KR icon
368
Kroger
KR
$34.6B
$250K 0.06%
+9,711
New +$226K
QURE icon
369
uniQure
QURE
$2.64B
$250K 0.06%
6,345
+1,507
+31% +$86.9K
CCOI icon
370
Cogent Communications
CCOI
$622M
$249K 0.06%
+4,514
New +$269K
PDCO
371
DELISTED
Patterson Companies, Inc.
PDCO
$249K 0.06%
+13,956
New +$261K
KMB icon
372
Kimberly-Clark
KMB
$36.1B
$246K 0.06%
1,730
-43,580
-96% -$5.99M
CXW icon
373
CoreCivic
CXW
$3.15B
$245K 0.06%
+14,194
New +$250K
CHWY icon
374
Chewy
CHWY
$8.58B
$244K 0.06%
+9,931
New +$313K
CNOB icon
375
Center Bancorp
CNOB
$1.62B
$241K 0.06%
10,839
-3,217
-23% -$69.9K
13 14
15
16 17

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.