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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
STAY
626
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-25,172
Closed -$425K
FLIR
627
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-43,331
Closed -$2.34M
PE
628
DELISTED
PARSLEY ENERGY INC
PE
– –
-23,967
Closed -$456K
HDS
629
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-62,241
Closed -$2.51M
IBKC
630
DELISTED
IBERIABANK Corp
IBKC
– –
-9,351
Closed -$709K
JCP
631
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-58,624
Closed -$67K
AGN
632
DELISTED
Allergan plc
AGN
– –
-3,412
Closed -$571K
INXN
633
DELISTED
Interxion Holding N.V.
INXN
– –
-9,315
Closed -$709K
ARQL
634
DELISTED
Arqule Inc
ARQL
– –
-23,855
Closed -$263K
SMTA
635
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
– –
-42,272
Closed -$353K
ALDR
636
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-14,194
Closed -$167K
CBLK
637
DELISTED
Carbon Black, Inc. Common Stock
CBLK
– –
-11,430
Closed -$191K
DATA
638
DELISTED
Tableau Software, Inc.
DATA
– –
-2,076
Closed -$345K
WP
639
DELISTED
Worldpay, Inc.
WP
– –
-22,986
Closed -$2.82M
ARRY
640
DELISTED
Array Biopharma Inc
ARRY
– –
-8,733
Closed -$405K
LLL
641
DELISTED
L3 Technologies, Inc.
LLL
– –
-1,176
Closed -$288K
TSS
642
DELISTED
Total System Services, Inc.
TSS
– –
-18,715
Closed -$2.4M
AZPN
643
DELISTED
ASPEN TECHNOLOGY INC
AZPN
– –
-4,300
Closed -$534K
FDC
644
DELISTED
First Data Corporation
FDC
– –
-76,159
Closed -$2.06M
22 23 24 25
26

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GPC
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CBT
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FSCP
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RG
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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.