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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
Cap. Flow
-$86M
Cap. Flow %
-21.28%
Top 10 Hldgs %
13.19%
Holding
801
New
125
Increased
99
Reduced
154
Closed
423

Top Buys

Rank Stock Value
1
ETR icon
Entergy
ETR
+$4.81M
2
HON icon
Honeywell
HON
+$4.3M
3
AEP icon
American Electric Power
AEP
+$3.7M
4
AVB icon
AvalonBay Communities
AVB
+$3.67M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$3.57M

Top Sells

Rank Stock Value
1
SWK icon
Stanley Black & Decker
SWK
+$3.49M
2
INXN
Interxion Holding N.V.
INXN
+$2.75M
3
CL icon
Colgate-Palmolive
CL
+$2.71M
4
T icon
AT&T
T
+$2.55M
5
PRU icon
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
ALK icon
276
Alaska Air
ALK
$5.15B
$252K 0.06%
4,485
-1,167
-21% -$71.3K
RHT
277
DELISTED
Red Hat Inc
RHT
$251K 0.06%
+1,374
New +$246K
ROL icon
278
Rollins
ROL
$18.6B
$249K 0.06%
+8,958
New +$233K
STAY
279
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$247K 0.06%
13,774
-34,385
-71% -$598K
PS
280
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$247K 0.06%
+7,787
New +$231K
ACAD icon
281
Acadia Pharmaceuticals
ACAD
$4.25B
$246K 0.06%
+9,147
New +$214K
CDP icon
282
COPT Defense Properties
CDP
$4.31B
$246K 0.06%
9,023
-27,412
-75% -$692K
AZPN
283
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$244K 0.06%
2,340
-7,319
-76% -$763K
CVS icon
284
CVS Health
CVS
$137B
$242K 0.06%
4,481
-7,446
-62% -$460K
AGS
285
DELISTED
PlayAGS
AGS
$241K 0.06%
+10,089
New +$249K
QCOM icon
286
Qualcomm
QCOM
$176B
$241K 0.06%
4,233
-10,708
-72% -$578K
SAIA icon
287
Saia
SAIA
$11.3B
$241K 0.06%
+3,937
New +$244K
EFOR
288
Everforth Inc
EFOR
$845M
$240K 0.06%
+3,784
New +$237K
BRSL
289
Brightstar Lottery PLC
BRSL
$1.91B
$240K 0.06%
18,453
-9,968
-35% -$153K
LHCG
290
DELISTED
LHC Group LLC
LHCG
$239K 0.06%
2,157
-1,852
-46% -$198K
LEG icon
291
Leggett & Platt
LEG
$1.52B
$238K 0.06%
5,628
-32,014
-85% -$1.35M
SBAC icon
292
SBA Communications
SBAC
$18.4B
$233K 0.06%
1,166
-9,784
-89% -$1.77M
WYNN icon
293
Wynn Resorts
WYNN
$10.1B
$233K 0.06%
+1,951
New +$233K
LPX icon
294
Louisiana-Pacific
LPX
$5.2B
$232K 0.06%
+9,511
New +$232K
OPTU
295
Optimum Communications Inc
OPTU
$316M
$231K 0.06%
10,733
-51,843
-83% -$1.05M
DAL icon
296
Delta Air Lines
DAL
$55.9B
$230K 0.06%
+4,446
New +$221K
INCY icon
297
Incyte
INCY
$23.5B
$230K 0.06%
2,671
-10,606
-80% -$863K
ADP icon
298
Automatic Data Processing
ADP
$100B
$228K 0.06%
1,429
-10,619
-88% -$1.54M
CSTM icon
299
Constellium
CSTM
$3.96B
$227K 0.06%
28,493
-20,242
-42% -$173K
CWK icon
300
Cushman & Wakefield Ltd
CWK
$2.98B
$226K 0.06%
12,691
-24,106
-66% -$415K
10 11
12
13 14

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.