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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 | |
|---|---|---|---|---|---|---|
|
ADVM
426
DELISTED
Adverum Biotechnologies
ADVM
| $137K | 0.03% |
+2,514
| New | +$283K |
|
|
WPX
427
DELISTED
WPX Energy, Inc.
WPX
| $135K | 0.03% |
12,715
-46,216
| -78% | -$488K |
|
|
CMBT
428
CMB.TECH NV
CMBT
$4.57B
| $134K | 0.03% |
14,542
+3,540
| +32% | +$30K |
|
|
CDR
429
DELISTED
Cedar Realty Trust, Inc
CDR
| $130K | 0.03% |
6,569
+716
| +12% | +$12.1K |
|
430
Minerva Neurosciences
NERV
$188M
| $127K | 0.03% |
2,045
+658
| +47% | +$37.3K |
|
|
CHNG
431
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $125K | 0.03% |
+10,317
| New | +$142K |
|
432
BioCryst Pharmaceuticals
BCRX
$2.37B
| $124K | 0.03% |
43,196
-394
| -0.9% | -$1.23K |
|
433
Ezcorp Inc
EZPW
$1.82B
| $122K | 0.03% |
18,857
-2,165
| -10% | -$18.5K |
|
434
Prospect Capital
PSEC
$1.06B
| $118K | 0.03% |
17,928
+33
| +0.2% | +$218 |
|
435
Star Bulk Carriers
SBLK
$3.14B
| $117K | 0.03% |
11,622
+363
| +3% | +$3.7K |
|
436
Photronics
PLAB
$1.79B
| $109K | 0.03% |
+10,049
| New | +$97.1K |
|
|
EXPR
437
DELISTED
Express, Inc.
EXPR
| $103K | 0.02% |
+1,500
| New | +$73.7K |
|
|
KDMN
438
DELISTED
Kadmon Holdings, Inc.
KDMN
| $103K | 0.02% |
40,794
-7,615
| -16% | -$18.9K |
|
439
Intrepid Potash
IPI
$460M
| $82K | 0.02% |
2,522
-34
| -1% | -$1.14K |
|
|
LTHM
440
DELISTED
Livent Corporation
LTHM
| $77K | 0.02% |
+11,487
| New | +$77.2K |
|
|
VNTR
441
DELISTED
Venator Materials PLC
VNTR
| $72K | 0.02% |
29,682
-7,561
| -20% | -$24K |
|
442
Accuray
ARAY
$28.4M
| $70K | 0.02% |
25,444
-2,923
| -10% | -$9.7K |
|
|
CHMA
443
DELISTED
Chiasma, Inc. Common Stock
CHMA
| $69K | 0.02% |
14,004
+618
| +5% | +$3.5K |
|
|
ATRS
444
DELISTED
Antares Pharma, Inc.
ATRS
| $66K | 0.02% |
19,769
-774
| -4% | -$2.55K |
|
445
WisdomTree
WT
$2.97B
| $64K | 0.01% |
+12,217
| New | +$69.1K |
|
446
Rigel Pharmaceuticals
RIGL
$680M
| $46K | 0.01% |
2,442
-727
| -23% | -$15K |
|
|
VRAY
447
DELISTED
ViewRay, Inc.
VRAY
| $41K | 0.01% |
14,041
-3,634
| -21% | -$21.5K |
|
|
CMRX
448
DELISTED
Chimerix, Inc.
CMRX
| $32K | 0.01% |
13,679
-1,865
| -12% | -$5.38K |
|
|
IMGN
449
DELISTED
Immunogen Inc
IMGN
| $25K | 0.01% |
10,305
-9,996
| -49% | -$26.5K |
|
|
TRQ
450
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $21K | ﹤0.01% |
4,415
| – | – |
|
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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.