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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
(-18%)
Cap. Flow
-$98.8M
Cap. Flow
% of AUM
-22.68%
Top 10 Holdings %
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
119
Reduced
144
Closed
195
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PepsiCo
PEP
|
+$4.8M |
| 2 |
Nike
NKE
|
+$3.93M |
| 3 |
NextEra Energy
NEE
|
+$3.77M |
| 4 |
Global Payments
GPN
|
+$3.54M |
| 5 |
Ameren
AEE
|
+$3.47M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Kimberly-Clark
KMB
|
+$5.99M |
| 2 |
DTE Energy
DTE
|
+$5.55M |
| 3 |
Hartford Financial Services
HIG
|
+$5.36M |
| 4 |
S&P Global
SPGI
|
+$5.27M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
Gen Digital
GEN
$15.6B
| $403K | 0.09% |
+17,062
| New | +$398K |
|
277
WesBanco
WSBC
$3.95B
| $402K | 0.09% |
+10,760
| New | +$390K |
|
278
SLR Investment Corp
SLRC
$709M
| $399K | 0.09% |
19,314
+9,124
| +90% | +$188K |
|
279
Rapid7
RPD
$635M
| $398K | 0.09% |
8,766
+1,463
| +20% | +$82.2K |
|
280
Boston Beer
SAM
$1.85B
| $396K | 0.09% |
1,089
-646
| -37% | -$254K |
|
281
Eagle Materials
EXP
$6.56B
| $393K | 0.09% |
+4,371
| New | +$375K |
|
282
ScottsMiracle-Gro
SMG
$4.02B
| $393K | 0.09% |
+3,861
| New | +$404K |
|
283
Paycom
PAYC
$6.7B
| $391K | 0.09% |
+1,866
| New | +$436K |
|
|
GWPH
284
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $389K | 0.09% |
3,385
+227
| +7% | +$34.5K |
|
285
Oneok
OKE
$59.3B
| $388K | 0.09% |
+5,259
| New | +$372K |
|
286
Commercial Metals
CMC
$7.66B
| $387K | 0.09% |
22,269
+8,436
| +61% | +$144K |
|
287
MillerKnoll
MLKN
$1.51B
| $387K | 0.09% |
+8,389
| New | +$369K |
|
|
MDC
288
DELISTED
M.D.C. Holdings, Inc.
MDC
| $383K | 0.09% |
+9,603
| New | +$337K |
|
289
Atlassian
TEAM
$21.5B
| $380K | 0.09% |
+3,026
| New | +$412K |
|
290
Cadence Design Systems
CDNS
$91.7B
| $378K | 0.09% |
5,716
-9,156
| -62% | -$644K |
|
291
Home Depot
HD
$330B
| $370K | 0.08% |
+1,596
| New | +$349K |
|
292
First Bancorp
FBP
$4.41B
| $368K | 0.08% |
36,911
+20,040
| +119% | +$203K |
|
293
Textron
TXT
$16.6B
| $365K | 0.08% |
+7,446
| New | +$363K |
|
|
MRTX
294
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $365K | 0.08% |
4,680
+2,045
| +78% | +$192K |
|
295
Steris
STE
$21B
| $364K | 0.08% |
+2,520
| New | +$377K |
|
296
ITT
ITT
$17.6B
| $363K | 0.08% |
+5,935
| New | +$358K |
|
297
Xylem
XYL
$28.4B
| $361K | 0.08% |
+4,529
| New | +$356K |
|
|
SDC
298
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $358K | 0.08% |
+25,811
| New | +$431K |
|
299
New Oriental
EDU
$7.87B
| $354K | 0.08% |
3,194
-1,167
| -27% | -$122K |
|
300
Green Dot
GDOT
$752M
| $354K | 0.08% |
+14,002
| New | +$518K |
|
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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.