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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
NAVI icon
151
Navient
NAVI
$793M
$861K 0.2%
67,294
+54,929
+444% +$732K
EVR icon
152
Evercore
EVR
$13B
$853K 0.2%
10,648
+4,478
+73% +$371K
CSL icon
153
Carlisle Companies
CSL
$13.4B
$849K 0.19%
5,836
+2,800
+92% +$393K
VAR
154
DELISTED
Varian Medical Systems, Inc.
VAR
$846K 0.19%
+7,107
New +$846K
BKU icon
155
Bankunited
BKU
$3.41B
$844K 0.19%
25,115
+17,262
+220% +$564K
PPL
156
PPL Corp
PPL
$27.3B
$840K 0.19%
26,689
+17,811
+201% +$538K
BPMC
157
DELISTED
Blueprint Medicines
BPMC
$830K 0.19%
11,291
+750
+7% +$64.8K
LPT
158
DELISTED
Liberty Property Trust
LPT
$820K 0.19%
15,983
-30,558
-66% -$1.57M
FRT icon
159
Federal Realty Investment Trust
FRT
$10.8B
$818K 0.19%
+6,006
New +$792K
ACGL icon
160
Arch Capital
ACGL
$35B
$814K 0.19%
+19,394
New +$765K
LW icon
161
Lamb Weston
LW
$6.79B
$810K 0.19%
+11,141
New +$764K
BBL
162
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$788K 0.18%
18,398
-6,929
-27% -$316K
KRC icon
163
Kilroy Realty
KRC
$4.46B
$785K 0.18%
10,079
-8,570
-46% -$665K
GPK icon
164
Graphic Packaging
GPK
$3.25B
$776K 0.18%
52,640
-96,332
-65% -$1.35M
KSU
165
DELISTED
Kansas City Southern
KSU
$775K 0.18%
+5,830
New +$727K
KLAC icon
166
KLA
KLAC
$286B
$755K 0.17%
47,380
-21,650
-31% -$303K
COLD icon
167
Americold
COLD
$4.02B
$749K 0.17%
20,214
-9,364
-32% -$329K
VRNS icon
168
Varonis Systems
VRNS
$5.14B
$730K 0.17%
36,642
-4,311
-11% -$95.9K
LEA icon
169
Lear
LEA
$7.14B
$729K 0.17%
+6,183
New +$752K
LYFT icon
170
Lyft
LYFT
$5.32B
$729K 0.17%
17,861
+5,622
+46% +$307K
OPTU
171
Optimum Communications Inc
OPTU
$340M
$728K 0.17%
25,379
-4,808
-16% -$131K
LYV icon
172
Live Nation Entertainment
LYV
$41B
$725K 0.17%
10,934
-4,083
-27% -$286K
THO icon
173
Thor Industries
THO
$3.9B
$723K 0.17%
+12,761
New +$670K
PNR icon
174
Pentair
PNR
$10B
$717K 0.16%
+18,959
New +$705K
TWNK
175
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$711K 0.16%
+50,811
New +$720K
5 6
7
8 9

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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
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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
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.