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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
BWA icon
476
BorgWarner
BWA
$13.2B
– –
-33,155
Closed -$1.23M
CAT icon
477
Caterpillar
CAT
$409B
– –
-22,808
Closed -$3.11M
CBOE icon
478
Cboe Global Markets
CBOE
$29.8B
– –
-4,334
Closed -$449K
CBZ icon
479
CBIZ
CBZ
$2.29B
– –
-12,473
Closed -$244K
CCI icon
480
Crown Castle
CCI
$32.7B
– –
-36,707
Closed -$4.79M
CCK icon
481
Crown Holdings
CCK
$12.8B
– –
-13,644
Closed -$834K
CF icon
482
CF Industries
CF
$19.2B
– –
-13,705
Closed -$640K
CHRD icon
483
Chord Energy
CHRD
$7.79B
– –
-48,771
Closed -$277K
CHTR icon
484
Charter Communications
CHTR
$15.2B
– –
-2,461
Closed -$973K
CIEN icon
485
Ciena
CIEN
$55.3B
– –
-5,348
Closed -$220K
CLF icon
486
Cleveland-Cliffs
CLF
$6.81B
– –
-36,480
Closed -$389K
CNMD icon
487
CONMED
CNMD
$1.29B
– –
-4,201
Closed -$359K
CNP icon
488
CenterPoint Energy
CNP
$29.1B
– –
-115,276
Closed -$3.3M
CNQ icon
489
Canadian Natural Resources
CNQ
$96.9B
– –
-17,725
Closed -$234K
COR icon
490
Cencora
COR
$60.3B
– –
-4,345
Closed -$370K
CPRI icon
491
Capri Holdings
CPRI
$1.77B
– –
-25,490
Closed -$884K
CROX icon
492
Crocs
CROX
$6.69B
– –
-33,247
Closed -$657K
CTLP
493
DELISTED
Cantaloupe
CTLP
– –
-34,663
Closed -$258K
CVLT icon
494
Commault Systems
CVLT
$5.89B
– –
-10,929
Closed -$542K
CW icon
495
Curtiss-Wright
CW
$27.7B
– –
-2,514
Closed -$320K
CWK icon
496
Cushman & Wakefield Ltd
CWK
$2.98B
– –
-34,907
Closed -$624K
DAL icon
497
Delta Air Lines
DAL
$55.9B
– –
-33,516
Closed -$1.9M
DDS icon
498
Dillards
DDS
$8.87B
– –
-8,137
Closed -$507K
DEI icon
499
Douglas Emmett
DEI
$2.06B
– –
-47,307
Closed -$1.89M
DHR icon
500
Danaher
DHR
$135B
– –
-2,897
Closed -$367K
18 19
20
21 22

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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.