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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
CFG icon
101
Citizens Financial Group
CFG
$30.3B
$1.35M 0.31%
38,146
-46,989
-55% -$1.64M
ETFC
102
DELISTED
E*Trade Financial Corporation
ETFC
$1.32M 0.3%
30,160
+6,039
+25% +$267K
LULU icon
103
lululemon athletica
LULU
$12.6B
$1.3M 0.3%
6,740
+1,552
+30% +$290K
HPP
104
Hudson Pacific Properties
HPP
$807M
$1.29M 0.3%
5,524
+254
+5% +$60.6K
AMED
105
DELISTED
Amedisys
AMED
$1.29M 0.3%
9,826
+1,554
+19% +$202K
SLB icon
106
SLB Ltd
SLB
$70.6B
$1.27M 0.29%
37,265
-5,798
-13% -$212K
JNPR
107
DELISTED
Juniper Networks
JNPR
$1.27M 0.29%
51,369
+28,837
+128% +$725K
CNA icon
108
CNA Financial
CNA
$14.1B
$1.26M 0.29%
25,544
-8,933
-26% -$428K
VMC icon
109
Vulcan Materials
VMC
$35.7B
$1.24M 0.28%
8,188
-6,900
-46% -$974K
DG icon
110
Dollar General
DG
$25.4B
$1.23M 0.28%
+7,735
New +$1.12M
ARGO
111
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.22M 0.28%
+17,355
New +$1.2M
AIG icon
112
American International
AIG
$41.4B
$1.21M 0.28%
21,647
-14,922
-41% -$825K
URI icon
113
United Rentals
URI
$71.4B
$1.21M 0.28%
9,665
-4,107
-30% -$498K
AMD icon
114
Advanced Micro Devices
AMD
$880B
$1.19M 0.27%
40,976
+13,793
+51% +$433K
WM icon
115
Waste Management
WM
$95.3B
$1.17M 0.27%
+10,176
New +$1.19M
MO icon
116
Altria Group
MO
$120B
$1.16M 0.27%
+28,389
New +$1.31M
FOX icon
117
Fox Class B
FOX
$20.7B
$1.13M 0.26%
+35,769
New +$1.24M
ZWS icon
118
Zurn Elkay Water Solutions
ZWS
$8.05B
$1.11M 0.26%
85,585
-9,591
-10% -$128K
PRU icon
119
Prudential Financial
PRU
$40.9B
$1.11M 0.25%
+12,309
New +$1.12M
FCPT icon
120
Four Corners Property Trust
FCPT
$2.84B
$1.08M 0.25%
38,302
+29,753
+348% +$829K
RACE icon
121
Ferrari
RACE
$63.2B
$1.08M 0.25%
7,006
-3,371
-32% -$538K
HCA icon
122
HCA Healthcare
HCA
$83.5B
$1.07M 0.25%
+8,920
New +$1.15M
SU icon
123
Suncor Energy
SU
$78.4B
$1.06M 0.24%
33,632
-20,772
-38% -$625K
TSN icon
124
Tyson Foods
TSN
$20B
$1.06M 0.24%
12,271
-20,409
-62% -$1.74M
NOC icon
125
Northrop Grumman
NOC
$75.8B
$1.06M 0.24%
2,817
-3,251
-54% -$1.15M
3 4
5
6 7

Similar funds

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.