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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
DPZ icon
126
Domino's
DPZ
$10.7B
$1.05M 0.24%
4,311
+3,577
+487% +$886K
FSK icon
127
FS KKR Capital
FSK
$2.96B
$1.05M 0.24%
44,947
-4,650
-9% -$109K
MCY icon
128
Mercury Insurance
MCY
$5.84B
$1.04M 0.24%
18,686
+6,990
+60% +$400K
STM icon
129
STMicroelectronics
STM
$47.7B
$1.04M 0.24%
53,600
-10,874
-17% -$199K
SRC
130
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$1.02M 0.24%
21,387
-5,284
-20% -$242K
ISBC
131
DELISTED
Investors Bancorp, Inc.
ISBC
$1.02M 0.23%
89,945
+51,470
+134% +$575K
CMA
132
DELISTED
Comerica
CMA
$1.02M 0.23%
+15,400
New +$1.02M
VOD icon
133
Vodafone
VOD
$35.1B
$1.01M 0.23%
50,815
-27,287
-35% -$494K
BG icon
134
Bunge Global
BG
$23.7B
$1.01M 0.23%
17,857
-12,570
-41% -$702K
TRU icon
135
TransUnion
TRU
$14.2B
$1M 0.23%
12,333
-19,529
-61% -$1.57M
STT icon
136
State Street
STT
$50.6B
$991K 0.23%
16,741
+3,765
+29% +$209K
STAG icon
137
STAG Industrial
STAG
$7.74B
$972K 0.22%
+32,987
New +$979K
AXTA icon
138
Axalta
AXTA
$6.78B
$964K 0.22%
+31,986
New +$944K
CDP icon
139
COPT Defense Properties
CDP
$4.25B
$949K 0.22%
31,855
+21,999
+223% +$623K
MPC icon
140
Marathon Petroleum
MPC
$91.2B
$948K 0.22%
15,606
+17
+0.1% +$896
AIZ icon
141
Assurant
AIZ
$13.6B
$947K 0.22%
7,524
-23,438
-76% -$2.78M
COP icon
142
ConocoPhillips
COP
$146B
$925K 0.21%
16,234
-27,271
-63% -$1.55M
IVR icon
143
Invesco Mortgage Capital
IVR
$782M
$913K 0.21%
+5,965
New +$947K
UN
144
DELISTED
Unilever NV New York Registry Shares
UN
$912K 0.21%
+15,191
New +$912K
BMRN icon
145
BioMarin Pharmaceuticals
BMRN
$11.4B
$910K 0.21%
+13,497
New +$1.04M
GLPI icon
146
Gaming and Leisure Properties
GLPI
$12.6B
$899K 0.21%
+23,510
New +$902K
ORLY icon
147
O'Reilly Automotive
ORLY
$71.4B
$897K 0.21%
+33,765
New +$872K
SBNY
148
DELISTED
Signature Bank
SBNY
$893K 0.21%
+7,492
New +$907K
GRA
149
DELISTED
W.R. Grace & Co.
GRA
$887K 0.2%
13,290
+5,070
+62% +$355K
ILMN icon
150
Illumina
ILMN
$29.8B
$885K 0.2%
2,991
+2,095
+234% +$618K
4 5
6
7 8

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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.