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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
AME icon
26
Ametek
AME
$54.3B
$3.42M 0.79%
37,298
-10,715
-22% -$946K
SNV
27
DELISTED
Synovus
SNV
$3.36M 0.77%
93,999
-32,324
-26% -$1.16M
ESGR
28
DELISTED
Enstar Group
ESGR
$3.2M 0.73%
16,857
+4,481
+36% +$804K
RTX icon
29
RTX Corp
RTX
$262B
$3.1M 0.71%
36,126
+2,821
+8% +$234K
ATO icon
30
Atmos Energy
ATO
$29.8B
$3.06M 0.7%
26,846
+17,989
+203% +$1.97M
AON icon
31
Aon
AON
$75.2B
$3.05M 0.7%
15,747
+14,114
+864% +$2.72M
META icon
32
Meta Platforms (Facebook)
META
$1.59T
$2.98M 0.68%
16,756
+5,112
+44% +$972K
CI icon
33
Cigna
CI
$75.4B
$2.89M 0.66%
+19,067
New +$3.1M
RPAI
34
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.87M 0.66%
233,096
+90,364
+63% +$1.06M
BSX icon
35
Boston Scientific
BSX
$63.9B
$2.86M 0.66%
70,365
+27,742
+65% +$1.18M
FITB
36
Fifth Third Bancorp
FITB
$52.3B
$2.83M 0.65%
103,473
-52,737
-34% -$1.45M
AJG icon
37
Arthur J. Gallagher & Co
AJG
$62.3B
$2.83M 0.65%
31,571
-28,999
-48% -$2.61M
FISV
38
Fiserv Inc
FISV
$26.8B
$2.78M 0.64%
26,845
+15,989
+147% +$1.63M
BAX icon
39
Baxter International
BAX
$11.2B
$2.74M 0.63%
31,358
+25,144
+405% +$2.15M
NSC icon
40
Norfolk Southern
NSC
$74.3B
$2.65M 0.61%
14,770
-4,512
-23% -$830K
Y
41
DELISTED
Alleghany Corp
Y
$2.61M 0.6%
3,274
+838
+34% +$617K
SO icon
42
Southern Company
SO
$108B
$2.58M 0.59%
+41,725
New +$2.42M
VICI icon
43
VICI Properties
VICI
$29.3B
$2.57M 0.59%
113,637
+68,140
+150% +$1.49M
AIV
44
Aimco
AIV
$377M
$2.56M 0.59%
+368,577
New +$2.5M
GOOGL icon
45
Alphabet (Google) Class A
GOOGL
$4.17T
$2.46M 0.56%
+40,260
New +$2.38M
TCF
46
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.44M 0.56%
+64,170
New +$2.55M
RF icon
47
Regions Financial
RF
$26.3B
$2.42M 0.56%
153,096
+137,516
+883% +$2.08M
EWBC icon
48
East-West Bancorp
EWBC
$18B
$2.4M 0.55%
54,159
+287
+0.5% +$12.6K
KEY icon
49
KeyCorp
KEY
$24.8B
$2.36M 0.54%
132,138
+69,150
+110% +$1.2M
PGR icon
50
Progressive
PGR
$119B
$2.35M 0.54%
30,458
-12,617
-29% -$992K
1
2
3 4 5

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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.