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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
VMW
201
DELISTED
VMware, Inc
VMW
$586K 0.13%
3,903
-5,732
-59% -$902K
BOOT icon
202
Boot Barn
BOOT
$4.48B
$584K 0.13%
16,733
+8,575
+105% +$285K
DXC icon
203
DXC Technology
DXC
$1.5B
$584K 0.13%
19,799
-13,122
-40% -$559K
TTEK icon
204
Tetra Tech
TTEK
$7.93B
$582K 0.13%
33,555
+4,200
+14% +$68.6K
CPB icon
205
Campbell Soup
CPB
$6.38B
$581K 0.13%
+12,379
New +$535K
ALK icon
206
Alaska Air
ALK
$4.99B
$573K 0.13%
8,823
-3,009
-25% -$190K
KO icon
207
Coca-Cola
KO
$349B
$571K 0.13%
10,482
-85,010
-89% -$4.55M
OSIS icon
208
OSI Systems
OSIS
$3.53B
$571K 0.13%
5,623
+3,298
+142% +$356K
LSXMA
209
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$571K 0.13%
+18,999
New +$555K
RNR icon
210
RenaissanceRe
RNR
$13.5B
$564K 0.13%
+2,918
New +$543K
ELS icon
211
Equity Lifestyle Properties
ELS
$12.8B
$562K 0.13%
8,416
+5,002
+147% +$326K
LM
212
DELISTED
Legg Mason, Inc.
LM
$560K 0.13%
14,664
+3,106
+27% +$118K
VALE icon
213
Vale
VALE
$63.1B
$555K 0.13%
48,304
-374
-0.8% -$4.53K
ARR
214
Armour Residential REIT
ARR
$2B
$554K 0.13%
+6,610
New +$578K
BMY icon
215
Bristol-Myers Squibb
BMY
$126B
$547K 0.13%
10,778
-32,841
-75% -$1.54M
DGX icon
216
Quest Diagnostics
DGX
$25.2B
$547K 0.13%
5,110
+1,952
+62% +$200K
BJRI icon
217
BJ's Restaurants
BJRI
$1.37B
$546K 0.13%
14,052
+9,425
+204% +$363K
INVH icon
218
Invitation Homes
INVH
$17.5B
$540K 0.12%
18,247
+180
+1% +$5.07K
HI
219
DELISTED
Hillenbrand
HI
$533K 0.12%
+17,270
New +$547K
ASB icon
220
Associated Banc-Corp
ASB
$5.72B
$532K 0.12%
+26,263
New +$531K
INCY icon
221
Incyte
INCY
$23.3B
$532K 0.12%
7,172
-7,087
-50% -$573K
PFGC icon
222
Performance Food Group
PFGC
$17.3B
$532K 0.12%
+11,553
New +$513K
SPNT icon
223
SiriusPoint
SPNT
$2.91B
$532K 0.12%
53,224
+27,632
+108% +$277K
KEYS icon
224
Keysight
KEYS
$55.6B
$526K 0.12%
5,411
+1,062
+24% +$98.4K
NFLX icon
225
Netflix
NFLX
$287B
$525K 0.12%
19,630
-39,510
-67% -$1.24M
7 8
9
10 11

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CCM
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GPC
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CBT
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FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
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.