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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
DIOD icon
501
Diodes
DIOD
$4.05B
– –
-7,531
Closed -$274K
DTE icon
502
DTE Energy
DTE
$31.2B
– –
-50,984
Closed -$5.55M
EA icon
503
Electronic Arts
EA
$52.4B
– –
-3,440
Closed -$348K
EAF icon
504
GrafTech
EAF
$202M
– –
-3,838
Closed -$441K
EAT icon
505
Brinker International
EAT
$8.09B
– –
-6,408
Closed -$252K
EC icon
506
Ecopetrol
EC
$33.4B
– –
-13,537
Closed -$248K
ED icon
507
Consolidated Edison
ED
$41.8B
– –
-38,997
Closed -$3.42M
ELV icon
508
Elevance Health
ELV
$81.8B
– –
-3,524
Closed -$995K
ENS icon
509
EnerSys
ENS
$7.08B
– –
-3,303
Closed -$226K
EPRT icon
510
Essential Properties Realty Trust
EPRT
$6.97B
– –
-44,002
Closed -$882K
EQH icon
511
Equitable Holdings
EQH
$13.1B
– –
-59,397
Closed -$1.24M
EQR icon
512
Equity Residential
EQR
$25.5B
– –
-3,587
Closed -$272K
ESI icon
513
Element Solutions
ESI
$9.26B
– –
-41,491
Closed -$429K
ETN icon
514
Eaton
ETN
$159B
– –
-38,160
Closed -$3.18M
ETR icon
515
Entergy
ETR
$54.1B
– –
-81,724
Closed -$4.21M
EVTC icon
516
Evertec
EVTC
$1.84B
– –
-7,681
Closed -$251K
FDX icon
517
FedEx
FDX
$75.2B
– –
-1,754
Closed -$288K
FLS icon
518
Flowserve
FLS
$9.34B
– –
-36,133
Closed -$1.9M
FSLR icon
519
First Solar
FSLR
$22B
– –
-6,260
Closed -$411K
FSM icon
520
Fortuna Silver Mines
FSM
$2.63B
– –
-30,728
Closed -$88K
FUL icon
521
H.B. Fuller
FUL
$3.01B
– –
-18,858
Closed -$875K
G icon
522
Genpact
G
$5.34B
– –
-8,599
Closed -$328K
GEO icon
523
The GEO Group
GEO
$4.24B
– –
-14,015
Closed -$294K
GORO icon
524
Goldgroup Mining Inc.
GORO
$158M
– –
-17,075
Closed -$58K
GPI icon
525
Group 1 Automotive
GPI
$3.99B
– –
-9,139
Closed -$748K
19 20
21
22 23

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CCM
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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
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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.