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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 | |
|---|---|---|---|---|---|---|
|
SGEN
376
DELISTED
Seagen Inc. Common Stock
SGEN
| $239K | 0.05% |
+2,796
| New | +$205K |
|
377
Innovative Industrial Properties
IIPR
$1.79B
| $237K | 0.05% |
+2,567
| New | +$271K |
|
378
OneMain Financial
OMF
$6.88B
| $234K | 0.05% |
6,393
-1,374
| -18% | -$51K |
|
379
Silicon Motion
SIMO
$9.2B
| $232K | 0.05% |
+6,570
| New | +$238K |
|
|
CUK
380
DELISTED
Carnival PLC
CUK
| $231K | 0.05% |
+5,497
| New | +$246K |
|
381
Haemonetics
HAE
$3.6B
| $230K | 0.05% |
+1,821
| New | +$231K |
|
382
Newmont
NEM
$99.4B
| $228K | 0.05% |
+6,007
| New | +$233K |
|
|
BERY
383
DELISTED
Berry Global Group, Inc.
BERY
| $228K | 0.05% |
+6,312
| New | +$258K |
|
|
HTBK
384
DELISTED
Heritage Commerce
HTBK
| $227K | 0.05% |
19,351
+7,848
| +68% | +$93.3K |
|
385
Alliant Energy
LNT
$19.3B
| $227K | 0.05% |
4,205
-38,981
| -90% | -$2M |
|
386
BJs Wholesale Club
BJ
$11.9B
| $224K | 0.05% |
8,661
-19,920
| -70% | -$496K |
|
|
IPG
387
DELISTED
Interpublic Group of Companies
IPG
| $222K | 0.05% |
+10,302
| New | +$223K |
|
388
WEX
WEX
$6.07B
| $221K | 0.05% |
1,094
-5,400
| -83% | -$1.12M |
|
389
Envista
NVST
$4.34B
| $220K | 0.05% |
+7,894
| New | +$220K |
|
390
Ingevity
NGVT
$2.58B
| $219K | 0.05% |
2,585
+460
| +22% | +$41K |
|
391
Enpro
NPO
$7.06B
| $219K | 0.05% |
+3,192
| New | +$207K |
|
|
JBTM
392
JBT Marel
JBTM
$7.11B
| $218K | 0.05% |
+2,196
| New | +$242K |
|
393
Fortinet
FTNT
$112B
| $217K | 0.05% |
+14,125
| New | +$229K |
|
394
MGIC Investment
MTG
$6.27B
| $217K | 0.05% |
+17,210
| New | +$222K |
|
395
The RMR Group
RMR
$344M
| $216K | 0.05% |
+4,756
| New | +$224K |
|
396
Tenable Holdings
TENB
$3.57B
| $216K | 0.05% |
9,659
-7,899
| -45% | -$200K |
|
397
Rocket Pharmaceuticals
RCKT
$351M
| $215K | 0.05% |
18,450
+646
| +4% | +$8.02K |
|
398
Tradeweb Markets
TW
$21.2B
| $214K | 0.05% |
5,781
-13,386
| -70% | -$591K |
|
399
Avantor
AVTR
$7.87B
| $211K | 0.05% |
14,323
-22,233
| -61% | -$377K |
|
400
CME Group
CME
$91.6B
| $210K | 0.05% |
+993
| New | +$207K |
|
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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.