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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
CUZ icon
176
Cousins Properties
CUZ
$5.19B
$706K 0.16%
18,793
+7,863
+72% +$281K
VYX icon
177
NCR Voyix
VYX
$1.05B
$698K 0.16%
36,052
+11,092
+44% +$214K
QGEN icon
178
Qiagen
QGEN
$8.55B
$696K 0.16%
19,917
+4,982
+33% +$192K
ATVI
179
DELISTED
Activision Blizzard
ATVI
$696K 0.16%
+13,161
New +$656K
FIVE icon
180
Five Below
FIVE
$11.1B
$693K 0.16%
+5,497
New +$668K
SAFE
181
Safehold
SAFE
$1.15B
$689K 0.16%
10,840
+2,295
+27% +$144K
ATI icon
182
ATI
ATI
$27.3B
$680K 0.16%
33,601
+24,444
+267% +$517K
RMAX icon
183
RE/MAX Holdings
RMAX
$197M
$678K 0.16%
21,074
+10,226
+94% +$290K
ADP icon
184
Automatic Data Processing
ADP
$97.1B
$675K 0.15%
+4,180
New +$690K
PMT
185
PennyMac Mortgage Investment
PMT
$835M
$666K 0.15%
29,969
-4,804
-14% -$106K
NNN icon
186
NNN REIT
NNN
$9.25B
$660K 0.15%
+11,700
New +$636K
BA icon
187
Boeing
BA
$165B
$659K 0.15%
+1,733
New +$619K
PZZA icon
188
Papa John's
PZZA
$999M
$657K 0.15%
12,559
+7,375
+142% +$348K
CNH
189
CNH Industrial
CNH
$13.2B
$654K 0.15%
74,046
+51,392
+227% +$452K
BRSL
190
Brightstar Lottery PLC
BRSL
$1.9B
$651K 0.15%
45,827
+3,567
+8% +$47.3K
NXPI icon
191
NXP Semiconductors
NXPI
$70B
$644K 0.15%
5,901
-14,557
-71% -$1.49M
ZTO icon
192
ZTO Express
ZTO
$18.3B
$637K 0.15%
29,879
+14,885
+99% +$299K
CXT icon
193
Crane NXT
CXT
$3B
$631K 0.14%
+22,540
New +$629K
CACI icon
194
CACI
CACI
$10.6B
$630K 0.14%
+2,725
New +$588K
WNS
195
DELISTED
WNS Holdings
WNS
$608K 0.14%
10,344
-1,458
-12% -$89K
DELL icon
196
Dell
DELL
$284B
$605K 0.14%
+22,999
New +$610K
USFD icon
197
US Foods
USFD
$21B
$599K 0.14%
14,579
-28,163
-66% -$1.09M
DOW icon
198
Dow Inc
DOW
$22.3B
$596K 0.14%
+12,518
New +$586K
TU icon
199
Telus
TU
$15.8B
$595K 0.14%
+33,390
New +$608K
BFAM icon
200
Bright Horizons
BFAM
$3.91B
$591K 0.14%
3,878
-6,248
-62% -$977K
6 7
8
9 10

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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
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.