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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
WTFC icon
76
Wintrust Financial
WTFC
$10.6B
$1.73M 0.4%
26,711
-24,807
-48% -$1.64M
AZN icon
77
AstraZeneca
AZN
$261B
$1.71M 0.39%
19,191
-11,398
-37% -$988K
EMR icon
78
Emerson Electric
EMR
$81.2B
$1.71M 0.39%
+25,505
New +$1.6M
BABA icon
79
Alibaba
BABA
$273B
$1.69M 0.39%
10,106
-4,114
-29% -$707K
CRL icon
80
Charles River Laboratories
CRL
$11B
$1.69M 0.39%
12,763
+5,224
+69% +$700K
ALLY icon
81
Ally Financial
ALLY
$13.4B
$1.68M 0.39%
+50,696
New +$1.64M
FIS icon
82
Fidelity National Information Services
FIS
$20.7B
$1.64M 0.38%
12,356
-20,631
-63% -$2.74M
LOW icon
83
Lowe's Companies
LOW
$113B
$1.61M 0.37%
+14,686
New +$1.55M
SIRI icon
84
SiriusXM
SIRI
$10.1B
$1.6M 0.37%
+25,581
New +$1.57M
RCL icon
85
Royal Caribbean
RCL
$76B
$1.58M 0.36%
14,621
+10,849
+288% +$1.19M
A icon
86
Agilent Technologies
A
$39.5B
$1.54M 0.35%
+20,041
New +$1.45M
AXS icon
87
AXIS Capital
AXS
$8.45B
$1.53M 0.35%
22,921
-14,210
-38% -$897K
RP
88
DELISTED
RealPage, Inc.
RP
$1.52M 0.35%
24,208
+4,140
+21% +$259K
WRB icon
89
W.R. Berkley
WRB
$27.2B
$1.51M 0.35%
47,066
+22,876
+95% +$715K
DLTR icon
90
Dollar Tree
DLTR
$22.6B
$1.51M 0.35%
13,224
-3,923
-23% -$410K
UAL icon
91
United Airlines
UAL
$37.4B
$1.5M 0.34%
+16,915
New +$1.49M
WAL icon
92
Western Alliance Bancorporation
WAL
$9.06B
$1.47M 0.34%
31,857
-13,366
-30% -$603K
VNO icon
93
Vornado Realty Trust
VNO
$7.34B
$1.45M 0.33%
+22,844
New +$1.44M
AVGO icon
94
Broadcom
AVGO
$1.87T
$1.44M 0.33%
52,300
-1,570
-3% -$44.6K
NVS icon
95
Novartis
NVS
$297B
$1.41M 0.32%
16,260
-22,130
-58% -$1.99M
CELG
96
DELISTED
Celgene Corp
CELG
$1.41M 0.32%
14,160
-2,979
-17% -$283K
KMPR icon
97
Kemper
KMPR
$1.63B
$1.4M 0.32%
+17,919
New +$1.43M
WDC icon
98
Western Digital
WDC
$192B
$1.39M 0.32%
+30,855
New +$1.32M
HUM icon
99
Humana
HUM
$47.4B
$1.37M 0.31%
5,368
-773
-13% -$217K
CHD icon
100
Church & Dwight Co
CHD
$22.8B
$1.36M 0.31%
+18,137
New +$1.37M
2 3
4
5 6

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TMNFIC
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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.