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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
AEP icon
1
American Electric Power
AEP
$72.4B
$5.72M 1.31%
61,109
-9,315
-13% -$846K
MA icon
2
Mastercard
MA
$470B
$5.25M 1.21%
19,343
-1,702
-8% -$469K
PG icon
3
Procter & Gamble
PG
$347B
$4.97M 1.14%
39,924
+19,232
+93% +$2.27M
PEP icon
4
PepsiCo
PEP
$185B
$4.95M 1.14%
+36,118
New +$4.8M
MKL icon
5
Markel Group
MKL
$24.3B
$4.7M 1.08%
3,972
+91
+2% +$103K
V icon
6
Visa
V
$672B
$4.69M 1.08%
27,289
-11,095
-29% -$1.98M
DRE
7
DELISTED
Duke Realty Corp.
DRE
$4.65M 1.07%
136,942
-15,943
-10% -$528K
AMZN icon
8
Amazon
AMZN
$2.63T
$4.58M 1.05%
52,820
+740
+1% +$68.6K
C icon
9
Citigroup
C
$222B
$4.45M 1.02%
64,402
-10,723
-14% -$729K
POR icon
10
Portland General Electric
POR
$6.12B
$4.44M 1.02%
78,840
+24,842
+46% +$1.38M
DISCK
11
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$4.39M 1.01%
178,422
+42,906
+32% +$1.16M
NKE icon
12
Nike
NKE
$62.6B
$4.3M 0.99%
+45,830
New +$3.93M
MSFT icon
13
Microsoft
MSFT
$2.9T
$4.23M 0.97%
30,447
-15,921
-34% -$2.19M
HON icon
14
Honeywell
HON
$73.8B
$4.17M 0.96%
26,123
+8,735
+50% +$1.39M
MDLZ icon
15
Mondelez International
MDLZ
$78.1B
$4.11M 0.94%
74,248
-24,946
-25% -$1.36M
NEE icon
16
NextEra Energy
NEE
$186B
$4.06M 0.93%
+69,644
New +$3.77M
FE icon
17
FirstEnergy
FE
$28.5B
$3.9M 0.9%
80,927
-44,545
-36% -$2.02M
D icon
18
Dominion Energy
D
$62.5B
$3.87M 0.89%
47,716
-22,321
-32% -$1.73M
GPN icon
19
Global Payments
GPN
$21.6B
$3.83M 0.88%
24,085
+21,685
+904% +$3.54M
CMS icon
20
CMS Energy
CMS
$22.9B
$3.73M 0.86%
58,329
+271
+0.5% +$16.5K
DOC icon
21
Healthpeak Properties
DOC
$15.3B
$3.71M 0.85%
103,984
-19,272
-16% -$651K
AEE icon
22
Ameren
AEE
$31B
$3.62M 0.83%
+45,235
New +$3.47M
ADBE icon
23
Adobe
ADBE
$86.8B
$3.55M 0.81%
12,852
-7,601
-37% -$2.22M
HR icon
24
Healthcare Realty
HR
$7.37B
$3.55M 0.81%
120,736
-5,762
-5% -$161K
MS icon
25
Morgan Stanley
MS
$343B
$3.48M 0.8%
81,468
+28,789
+55% +$1.23M
1
2 3 4 5

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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.