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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 | |
|---|---|---|---|---|---|---|
|
AAT
451
American Assets Trust
AAT
$1.49B
| – | – |
-8,837
| Closed | -$416K |
|
452
Abbott
ABT
$180B
| – | – |
-25,405
| Closed | -$2.14M |
|
453
Acadia Pharmaceuticals
ACAD
$4.25B
| – | – |
-15,281
| Closed | -$408K |
|
454
Agree Realty
ADC
$9.68B
| – | – |
-12,775
| Closed | -$818K |
|
455
Analog Devices
ADI
$181B
| – | – |
-4,280
| Closed | -$483K |
|
456
American Financial Group
AFG
$11.9B
| – | – |
-33,622
| Closed | -$3.44M |
|
457
Aflac
AFL
$63.9B
| – | – |
-3,950
| Closed | -$216K |
|
458
AGNC Investment
AGNC
$12.3B
| – | – |
-41,723
| Closed | -$702K |
|
459
Assured Guaranty
AGO
$3.78B
| – | – |
-16,585
| Closed | -$698K |
|
|
AGS
460
DELISTED
PlayAGS
AGS
| – | – |
-17,284
| Closed | -$336K |
|
461
Allegion
ALLE
$13B
| – | – |
-5,120
| Closed | -$566K |
|
462
Alnylam Pharmaceuticals
ALNY
$36.3B
| – | – |
-6,477
| Closed | -$470K |
|
463
Allison Transmission
ALSN
$10.1B
| – | – |
-32,300
| Closed | -$1.5M |
|
464
AnaptysBio
ANAB
$1.6B
| – | – |
-4,574
| Closed | -$258K |
|
465
Abercrombie & Fitch
ANF
$4.17B
| – | – |
-15,618
| Closed | -$251K |
|
466
Ares Capital
ARCC
$13.5B
| – | – |
-49,612
| Closed | -$890K |
|
|
ASRT
467
DELISTED
Assertio
ASRT
| – | – |
-242
| Closed | -$50K |
|
|
468
AvalonBay Communities
AVB
$27.1B
| – | – |
-25,703
| Closed | -$5.22M |
|
469
Avient
AVNT
$3.45B
| – | – |
-41,900
| Closed | -$1.31M |
|
470
Ball Corp
BALL
$17B
| – | – |
-6,879
| Closed | -$481K |
|
471
Best Buy
BBY
$18B
| – | – |
-3,028
| Closed | -$211K |
|
472
Bausch Health
BHC
$1.65B
| – | – |
-8,868
| Closed | -$224K |
|
473
Booking.com
BKNG
$138B
| – | – |
-13,625
| Closed | -$1.02M |
|
474
Bloomin' Brands
BLMN
$680M
| – | – |
-27,651
| Closed | -$523K |
|
475
Brown & Brown
BRO
$22.9B
| – | – |
-12,573
| Closed | -$421K |
|
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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.