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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
TJX icon
51
TJX Companies
TJX
$169B
$2.33M 0.53%
41,711
-64,154
-61% -$3.49M
ATH
52
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.27M 0.52%
54,038
-3,403
-6% -$140K
EXC icon
53
Exelon
EXC
$48.2B
$2.23M 0.51%
+64,861
New +$2.18M
LSI
54
DELISTED
Life Storage, Inc.
LSI
$2.22M 0.51%
31,532
+6,836
+28% +$465K
WTW icon
55
Willis Towers Watson
WTW
$27B
$2.21M 0.51%
11,435
+2,197
+24% +$429K
INTU icon
56
Intuit
INTU
$76.9B
$2.16M 0.5%
8,127
+1,145
+16% +$315K
DOV icon
57
Dover
DOV
$26.7B
$2.11M 0.49%
+21,225
New +$2.04M
TFX icon
58
Teleflex
TFX
$5.83B
$2.11M 0.48%
+6,209
New +$2.16M
ECL icon
59
Ecolab
ECL
$74.4B
$2.07M 0.48%
10,454
+9,066
+653% +$1.82M
GM icon
60
General Motors
GM
$72B
$2.04M 0.47%
54,488
+30,363
+126% +$1.17M
MU icon
61
Micron Technology
MU
$1.12T
$1.99M 0.46%
46,429
+18,831
+68% +$851K
COF icon
62
Capital One
COF
$121B
$1.98M 0.46%
21,811
-17,521
-45% -$1.58M
MDU icon
63
MDU Resources
MDU
$4.42B
$1.98M 0.45%
184,594
-22,018
-11% -$225K
ROST icon
64
Ross Stores
ROST
$74.8B
$1.97M 0.45%
+17,922
New +$1.89M
MDT icon
65
Medtronic
MDT
$105B
$1.96M 0.45%
18,013
-15,821
-47% -$1.65M
WRI
66
DELISTED
Weingarten Realty Investors
WRI
$1.94M 0.45%
66,663
+24,918
+60% +$688K
CRM icon
67
Salesforce
CRM
$129B
$1.94M 0.45%
+13,067
New +$1.99M
UNP icon
68
Union Pacific
UNP
$182B
$1.93M 0.44%
11,893
-16,789
-59% -$2.82M
BLK icon
69
Blackrock
BLK
$161B
$1.9M 0.44%
+4,264
New +$1.9M
ZBH icon
70
Zimmer Biomet
ZBH
$17.2B
$1.84M 0.42%
+13,806
New +$1.78M
BP icon
71
BP
BP
$114B
$1.79M 0.41%
+47,261
New +$1.8M
PRAH
72
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.78M 0.41%
17,928
+14,240
+386% +$1.41M
AMAT icon
73
Applied Materials
AMAT
$449B
$1.75M 0.4%
+35,180
New +$1.7M
STL
74
DELISTED
Sterling Bancorp
STL
$1.74M 0.4%
86,659
-41,713
-32% -$845K
EHC icon
75
Encompass Health
EHC
$10.9B
$1.73M 0.4%
34,287
+29,823
+668% +$1.5M
1 2
3
4 5

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CCM
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GPC
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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
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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.