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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
XRAY icon
601
Dentsply Sirona
XRAY
$2.55B
– –
-22,708
Closed -$1.32M
PRKS icon
602
United Parks & Resorts
PRKS
$2.08B
– –
-8,537
Closed -$265K
CTLT
603
DELISTED
CATALENT, INC.
CTLT
– –
-15,666
Closed -$849K
PRMW
604
DELISTED
Primo Water Corporation
PRMW
– –
-12,076
Closed -$161K
BIG
605
DELISTED
Big Lots, Inc.
BIG
– –
-12,068
Closed -$345K
VIA
606
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
– –
-2,215
Closed -$124K
PXD
607
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-2,395
Closed -$368K
PACW
608
DELISTED
PacWest Bancorp
PACW
– –
-14,882
Closed -$578K
NATI
609
DELISTED
National Instruments Corp
NATI
– –
-14,767
Closed -$620K
IAA
610
DELISTED
IAA, Inc. Common Stock
IAA
– –
-12,379
Closed -$480K
UMPQ
611
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-67,943
Closed -$1.13M
LHCG
612
DELISTED
LHC Group LLC
LHCG
– –
-4,407
Closed -$527K
EPZM
613
DELISTED
Epizyme, Inc
EPZM
– –
-14,989
Closed -$188K
ACC
614
DELISTED
American Campus Communities, Inc.
ACC
– –
-67,229
Closed -$3.1M
CNR
615
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-22,404
Closed -$131K
SAFM
616
DELISTED
Sanderson Farms Inc
SAFM
– –
-5,257
Closed -$718K
PLAN
617
DELISTED
Anaplan, Inc.
PLAN
– –
-7,100
Closed -$358K
KRA
618
DELISTED
Kraton Corporation
KRA
– –
-10,078
Closed -$313K
PVG
619
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-10,952
Closed -$110K
INFO
620
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-18,691
Closed -$1.19M
GWB
621
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-10,504
Closed -$375K
CSOD
622
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-4,484
Closed -$260K
XEC
623
DELISTED
CIMAREX ENERGY CO
XEC
– –
-4,347
Closed -$258K
QTS
624
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-27,667
Closed -$1.28M
ALXN
625
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-2,192
Closed -$287K
22 23 24
25
26

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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.