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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 | |
|---|---|---|---|---|---|---|
301
Kforce
KFRC
$991M
| $354K | 0.08% |
+9,367
| New | +$323K |
|
302
Knowles
KN
$3.28B
| $354K | 0.08% |
+17,425
| New | +$342K |
|
303
Fair Isaac
FICO
$28.7B
| $353K | 0.08% |
1,162
-731
| -39% | -$248K |
|
304
Selective Insurance
SIGI
$5.81B
| $353K | 0.08% |
+4,691
| New | +$362K |
|
305
Pacira BioSciences
PCRX
$1.02B
| $350K | 0.08% |
+9,200
| New | +$367K |
|
306
Nokia
NOK
$51.5B
| $349K | 0.08% |
69,037
+3,695
| +6% | +$19.1K |
|
|
BHVN
307
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $349K | 0.08% |
+8,364
| New | +$353K |
|
|
ACRE
308
Ares Commercial Real Estate
ACRE
$254M
| $347K | 0.08% |
22,815
+10,433
| +84% | +$159K |
|
309
Leggett & Platt
LEG
$1.49B
| $346K | 0.08% |
+8,452
| New | +$332K |
|
310
KB Home
KBH
$3.46B
| $345K | 0.08% |
10,134
-19,329
| -66% | -$541K |
|
311
Jack in the Box
JACK
$280M
| $342K | 0.08% |
3,748
-13,252
| -78% | -$1.1M |
|
312
The Mosaic Company
MOS
$7.22B
| $338K | 0.08% |
+16,497
| New | +$359K |
|
313
Palomar
PLMR
$3.55B
| $336K | 0.08% |
8,529
+175
| +2% | +$5.46K |
|
|
TBRGU
314
DELISTED
Thunder Bridge Acquisition, Ltd. Unit
TBRGU
| $336K | 0.08% |
+25,225
| New | +$345K |
|
|
SAGE
315
DELISTED
Sage Therapeutics
SAGE
| $334K | 0.08% |
2,384
-644
| -21% | -$108K |
|
316
CoStar Group
CSGP
$11.2B
| $330K | 0.08% |
5,560
-10,180
| -65% | -$609K |
|
317
Raymond James Financial
RJF
$32.3B
| $329K | 0.08% |
5,979
-30,591
| -84% | -$1.66M |
|
318
Motorola Solutions
MSI
$67.9B
| $327K | 0.08% |
+1,921
| New | +$330K |
|
319
Walt Disney
DIS
$165B
| $325K | 0.07% |
2,493
-16,032
| -87% | -$2.22M |
|
|
THS
320
DELISTED
Treehouse Foods
THS
| $325K | 0.07% |
+5,864
| New | +$321K |
|
321
Elanco Animal Health
ELAN
$12.3B
| $321K | 0.07% |
12,069
-13,329
| -52% | -$400K |
|
322
McKesson
MCK
$98.2B
| $320K | 0.07% |
2,342
-8,602
| -79% | -$1.22M |
|
323
Take-Two Interactive
TTWO
$43.1B
| $319K | 0.07% |
2,545
+192
| +8% | +$24K |
|
324
JB Hunt Transport Services
JBHT
$27B
| $317K | 0.07% |
+2,866
| New | +$295K |
|
|
IMMU
325
DELISTED
Immunomedics Inc
IMMU
| $317K | 0.07% |
+23,871
| New | +$351K |
|
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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.