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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
GTLS
526
DELISTED
Chart Industries
GTLS
– –
-3,883
Closed -$299K
H icon
527
Hyatt Hotels
H
$17.3B
– –
-12,827
Closed -$977K
HCC icon
528
Warrior Met Coal
HCC
$4.28B
– –
-19,266
Closed -$503K
HIG icon
529
Hartford Financial Services
HIG
$39B
– –
-96,220
Closed -$5.36M
HIMX
530
Himax Technologies
HIMX
$2.31B
– –
-23,042
Closed -$80K
HP icon
531
Helmerich & Payne
HP
$3.5B
– –
-5,369
Closed -$272K
IBOC icon
532
International Bancshares
IBOC
$4.71B
– –
-23,951
Closed -$903K
IR icon
533
Ingersoll Rand
IR
$33B
– –
-6,597
Closed -$228K
IX icon
534
ORIX
IX
$43.8B
– –
-15,000
Closed -$225K
JRVR icon
535
James River Group Holdings
JRVR
$209M
– –
-11,583
Closed -$543K
OPLN
536
Openlane
OPLN
$4.13B
– –
-12,379
Closed -$309K
KFY icon
537
Korn Ferry
KFY
$3.96B
– –
-11,861
Closed -$475K
KREF
538
KKR Real Estate Finance Trust
KREF
$459M
– –
-10,518
Closed -$210K
LMT icon
539
Lockheed Martin
LMT
$131B
– –
-4,422
Closed -$1.61M
LNG icon
540
Cheniere Energy
LNG
$57B
– –
-6,859
Closed -$469K
LPX icon
541
Louisiana-Pacific
LPX
$5.04B
– –
-16,928
Closed -$444K
LVS icon
542
Las Vegas Sands
LVS
$30.5B
– –
-15,508
Closed -$916K
LXRX icon
543
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-20,648
Closed -$130K
MAS icon
544
Masco
MAS
$15.6B
– –
-68,265
Closed -$2.68M
MCD icon
545
McDonald's
MCD
$187B
– –
-14,559
Closed -$3.02M
RJET
546
Republic Airways Holdings
RJET
$765M
– –
-971
Closed -$133K
MFA
547
MFA Financial
MFA
$921M
– –
-18,344
Closed -$527K
MHK icon
548
Mohawk Industries
MHK
$6.71B
– –
-2,947
Closed -$435K
MMI icon
549
Marcus & Millichap
MMI
$1.13B
– –
-6,998
Closed -$216K
MORN icon
550
Morningstar
MORN
$6.37B
– –
-2,002
Closed -$290K
20 21
22
23 24

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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.