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
HFWA icon
401
Heritage Financial
HFWA
$1.25B
$209K 0.05%
+7,744
New +$214K
KALU icon
402
Kaiser Aluminum
KALU
$2.7B
$209K 0.05%
+2,114
New +$199K
INOV
403
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$208K 0.05%
+12,718
New +$203K
ABBV icon
404
AbbVie
ABBV
$458B
$207K 0.05%
+2,731
New +$187K
CIO
405
DELISTED
City Office REIT
CIO
$207K 0.05%
+14,384
New +$188K
AIT icon
406
Applied Industrial Technologies
AIT
$12.8B
$206K 0.05%
+3,635
New +$205K
MNTA
407
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$205K 0.05%
15,791
+801
+5% +$9.67K
ZAYO
408
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$205K 0.05%
6,050
-604
-9% -$20.3K
CL icon
409
Colgate-Palmolive
CL
$72.4B
$204K 0.05%
+2,770
New +$201K
CLH icon
410
Clean Harbors
CLH
$16.2B
$204K 0.05%
+2,641
New +$195K
CTRA
411
DELISTED
Coterra Energy
CTRA
$204K 0.05%
+11,607
New +$223K
FHN icon
412
First Horizon
FHN
$12.1B
$196K 0.05%
+12,096
New +$191K
ACEL icon
413
Accel Entertainment
ACEL
$979M
$193K 0.04%
+18,754
New +$193K
QVCGA
414
DELISTED
QVC Group Inc Series A
QVCGA
$187K 0.04%
373
– –
AVX
415
DELISTED
AVX Corporation
AVX
$186K 0.04%
+12,257
New +$185K
GPRE icon
416
Green Plains
GPRE
$1.19B
$182K 0.04%
+17,165
New +$164K
CBAY
417
DELISTED
Cymabay Therapeutics
CBAY
$181K 0.04%
35,430
+253
+0.7% +$1.53K
OCSL icon
418
Oaktree Specialty Lending
OCSL
$1.03B
$174K 0.04%
11,223
+6,253
+126% +$98.4K
DRNA
419
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$172K 0.04%
+11,984
New +$171K
MWA icon
420
Mueller Water Products
MWA
$3.93B
$170K 0.04%
15,128
-6,300
-29% -$64.4K
FATE icon
421
Fate Therapeutics
FATE
$282M
$162K 0.04%
+10,456
New +$200K
CZR
422
DELISTED
Caesars Entertainment Corporation
CZR
$158K 0.04%
13,580
-24,443
-64% -$287K
DAN icon
423
Dana Inc
DAN
$2.9B
$155K 0.04%
10,736
-45,793
-81% -$711K
ZNGA
424
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$153K 0.04%
26,354
+3,917
+17% +$23.6K
SLM icon
425
SLM Corp
SLM
$4.54B
$149K 0.03%
16,873
+359
+2% +$3.23K
15 16
17
18 19

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.