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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
+14.77%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$404M
AUM Growth
-$41.8M
(-9.4%)
Cap. Flow
-$86M
Cap. Flow
% of AUM
-21.28%
Top 10 Holdings %
Top 10 Hldgs %
13.19%
Holding
801
New
125
Increased
99
Reduced
154
Closed
423
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Entergy
ETR
|
+$4.81M |
| 2 |
Honeywell
HON
|
+$4.3M |
| 3 |
American Electric Power
AEP
|
+$3.7M |
| 4 |
AvalonBay Communities
AVB
|
+$3.67M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$3.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Stanley Black & Decker
SWK
|
+$3.49M |
| 2 |
INXN
Interxion Holding N.V.
INXN
|
+$2.75M |
| 3 |
Colgate-Palmolive
CL
|
+$2.71M |
| 4 |
AT&T
T
|
+$2.55M |
| 5 |
Prudential Financial
PRU
|
+$2.43M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 25.5% |
| 2 | Real Estate | 14.21% |
| 3 | Industrials | 12.86% |
| 4 | Utilities | 10.88% |
| 5 | Consumer Discretionary | 8.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Broadcom
AVGO
$1.82T
| $428K | 0.11% |
14,220
-16,110
| -53% | -$437K |
|
227
OneSpaWorld
OSW
$2.67B
| $415K | 0.1% |
+30,416
| New | +$395K |
|
|
AAMI
228
Acadian Asset Management
AAMI
$2.88B
| $413K | 0.1% |
30,483
-40,100
| -57% | -$518K |
|
229
Mercury Insurance
MCY
$5.94B
| $402K | 0.1% |
+8,020
| New | +$416K |
|
230
Twilio
TWLO
$29.1B
| $384K | 0.1% |
2,974
+612
| +26% | +$68.9K |
|
|
FOLD
231
DELISTED
Amicus Therapeutics
FOLD
| $380K | 0.09% |
27,924
+2,283
| +9% | +$27.9K |
|
232
Edison International
EIX
$30.7B
| $366K | 0.09% |
+5,911
| New | +$353K |
|
233
Bunge Global
BG
$23.6B
| $364K | 0.09% |
+6,865
| New | +$364K |
|
234
Varonis Systems
VRNS
$5.25B
| $364K | 0.09% |
18,309
+3,372
| +23% | +$64K |
|
|
AAT
235
American Assets Trust
AAT
$1.49B
| $358K | 0.09% |
7,815
-4,760
| -38% | -$206K |
|
236
HEICO Corp Class A
HEI.A
$35.4B
| $355K | 0.09% |
4,227
-11,130
| -72% | -$816K |
|
237
Zurn Elkay Water Solutions
ZWS
$8.07B
| $351K | 0.09% |
+29,010
| New | +$361K |
|
238
International Bancshares
IBOC
$4.77B
| $349K | 0.09% |
9,166
-13,110
| -59% | -$496K |
|
239
Ameris Bancorp
ABCB
$5.9B
| $341K | 0.08% |
9,931
-8,631
| -46% | -$321K |
|
|
SF
240
Stifel
SF
$12.3B
| $339K | 0.08% |
14,436
-19,294
| -57% | -$437K |
|
241
Martin Marietta Materials
MLM
$33.6B
| $334K | 0.08% |
+1,659
| New | +$310K |
|
242
Murphy USA
MUSA
$11.3B
| $333K | 0.08% |
+3,885
| New | +$307K |
|
243
Darden Restaurants
DRI
$22.5B
| $330K | 0.08% |
+2,717
| New | +$298K |
|
|
BMS
244
DELISTED
Bemis
BMS
| $324K | 0.08% |
+5,838
| New | +$297K |
|
|
PXD
245
DELISTED
Pioneer Natural Resource Co.
PXD
| $323K | 0.08% |
2,122
-14,270
| -87% | -$2.01M |
|
246
Tenaris
TS
$29.1B
| $322K | 0.08% |
+11,396
| New | +$294K |
|
|
KSU
247
DELISTED
Kansas City Southern
KSU
| $322K | 0.08% |
+2,780
| New | +$300K |
|
248
Westlake Corp
WLK
$9.46B
| $321K | 0.08% |
+4,729
| New | +$343K |
|
249
Portland General Electric
POR
$6.02B
| $319K | 0.08% |
+6,155
| New | +$300K |
|
250
AstraZeneca
AZN
$263B
| $315K | 0.08% |
+3,892
| New | +$307K |
|
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Quantitative Systematic Strategies's Q1 2019 Portfolio in Review
As of Q1 2019, Quantitative Systematic Strategies held 801 positions worth $404M, down 9.4% from $446M the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Quantitative Systematic Strategies withdrew a net $86M in Q1 2019, closing 423 positions and reducing 154 holdings. Its most notable exit was Stanley Black & Decker, an estimated $3.49M position sold in full.
By sector, the portfolio is most concentrated in Financials at 25% of assets, up from 22% a quarter earlier, followed by Real Estate and Industrials.
Against the trend, Quantitative Systematic Strategies opened a new position in Entergy worth $5.08M.
- Quantitative Systematic Strategies's largest Q1 2019 buy was Entergy: 106,328 shares worth $5.08M.
- Quantitative Systematic Strategies added most to Honeywell in Q1 2019, an estimated $4.3M increase.
- Quantitative Systematic Strategies's biggest Q1 2019 reduction was Interxion Holding N.V., cutting an estimated $2.75M.
- Quantitative Systematic Strategies fully exited Stanley Black & Decker in Q1 2019, selling an estimated $3.49M.
- Quantitative Systematic Strategies's ten largest holdings make up 13% of its $404M portfolio in Q1 2019.
- Quantitative Systematic Strategies opened 125 new positions and closed 423 in Q1 2019.
- Quantitative Systematic Strategies's portfolio value fell 9.4% quarter-over-quarter to $404M.
Based on Quantitative Systematic Strategies's 13F filing for Q1 2019, filed 15 Apr 2019.