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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
MSCI icon
551
MSCI
MSCI
$40.2B
– –
-1,616
Closed -$386K
MSGS icon
552
Madison Square Garden
MSGS
$9.49B
– –
-5,402
Closed -$1.08M
MT icon
553
ArcelorMittal
MT
$49.9B
– –
-45,481
Closed -$820K
MTB icon
554
M&T Bank
MTB
$35.6B
– –
-25,676
Closed -$4.37M
NDSN icon
555
Nordson
NDSN
$16.3B
– –
-1,537
Closed -$217K
NOW icon
556
ServiceNow
NOW
$94.8B
– –
-14,270
Closed -$784K
NRG icon
557
NRG Energy
NRG
$30.2B
– –
-26,074
Closed -$916K
NVT icon
558
nVent Electric
NVT
$25.7B
– –
-28,640
Closed -$710K
OEC icon
559
Orion
OEC
$387M
– –
-16,040
Closed -$343K
OVV icon
560
Ovintiv
OVV
$17.3B
– –
-20,208
Closed -$518K
OXM icon
561
Oxford Industries
OXM
$570M
– –
-6,071
Closed -$460K
PARA
562
DELISTED
Paramount Global Class B
PARA
– –
-32,746
Closed -$1.63M
PBR icon
563
Petrobras
PBR
$122B
– –
-12,899
Closed -$201K
PEG icon
564
Public Service Enterprise Group
PEG
$39.8B
– –
-36,419
Closed -$2.14M
PFBC icon
565
Preferred Bank
PFBC
$1.2B
– –
-5,735
Closed -$271K
PRA
566
DELISTED
ProAssurance
PRA
– –
-21,454
Closed -$775K
P
567
Everpure Inc
P
$25B
– –
-18,010
Closed -$275K
PTC icon
568
PTC
PTC
$13.1B
– –
-3,942
Closed -$354K
PVH icon
569
PVH
PVH
$3.59B
– –
-8,349
Closed -$790K
RDUS
570
DELISTED
Radius Recycling
RDUS
– –
-7,664
Closed -$201K
REXR icon
571
Rexford Industrial Realty
REXR
$8.12B
– –
-29,599
Closed -$1.2M
RIG icon
572
Transocean
RIG
$5.89B
– –
-12,851
Closed -$82K
RRC icon
573
Range Resources
RRC
$9.08B
– –
-16,180
Closed -$113K
RRR icon
574
Red Rock Resorts
RRR
$3.67B
– –
-11,286
Closed -$242K
SGMO
575
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-11,742
Closed -$126K
21 22
23
24 25

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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
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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.