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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
SNPS icon
576
Synopsys
SNPS
$71.5B
– –
-3,904
Closed -$502K
SRPT icon
577
Sarepta Therapeutics
SRPT
$1.68B
– –
-2,712
Closed -$412K
STLA icon
578
Stellantis
STLA
$16.7B
– –
-18,218
Closed -$252K
SUI icon
579
Sun Communities
SUI
$14.8B
– –
-21,718
Closed -$2.78M
SYF icon
580
Synchrony
SYF
$23.3B
– –
-78,281
Closed -$2.71M
TCBI icon
581
Texas Capital Bancshares
TCBI
$4.31B
– –
-8,186
Closed -$502K
TEF
582
DELISTED
Telefonica
TEF
– –
-25,520
Closed -$171K
TM icon
583
Toyota
TM
$209B
– –
-1,770
Closed -$219K
TMUS icon
584
T-Mobile US
TMUS
$184B
– –
-28,389
Closed -$2.1M
TNDM icon
585
Tandem Diabetes Care
TNDM
$1.16B
– –
-3,102
Closed -$200K
TNK icon
586
Teekay Tankers
TNK
$2.62B
– –
-1,677
Closed -$17K
TOL icon
587
Toll Brothers
TOL
$13.7B
– –
-10,213
Closed -$374K
TRTX
588
TPG RE Finance Trust
TRTX
$657M
– –
-21,905
Closed -$423K
TS icon
589
Tenaris
TS
$29B
– –
-31,454
Closed -$828K
TT icon
590
Trane Technologies
TT
$106B
– –
-20,395
Closed -$2.58M
UAA icon
591
Under Armour
UAA
$2.87B
– –
-11,403
Closed -$289K
VLO icon
592
Valero Energy
VLO
$90.6B
– –
-12,818
Closed -$1.1M
VTRS icon
593
Viatris
VTRS
$20.1B
– –
-20,997
Closed -$400K
WBS icon
594
Webster Financial
WBS
$12.2B
– –
-6,207
Closed -$297K
WDAY icon
595
Workday
WDAY
$31.6B
– –
-2,776
Closed -$571K
WEN icon
596
Wendy's
WEN
$1.37B
– –
-17,150
Closed -$336K
WHD icon
597
Cactus
WHD
$3.85B
– –
-8,083
Closed -$268K
WMS icon
598
Advanced Drainage Systems
WMS
$10.8B
– –
-15,379
Closed -$504K
WY icon
599
Weyerhaeuser
WY
$17B
– –
-20,343
Closed -$536K
XNCR icon
600
Xencor
XNCR
$1.45B
– –
-8,403
Closed -$344K
22 23
24
25 26

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.