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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 | |
|---|---|---|---|---|---|---|
301
Tenable Holdings
TENB
$3.56B
| $226K | 0.06% |
+7,135
| New | +$202K |
|
302
Travere Therapeutics
TVTX
$5.33B
| $224K | 0.06% |
9,911
-13,402
| -57% | -$296K |
|
|
PARA
303
DELISTED
Paramount Global Class B
PARA
| $223K | 0.06% |
4,685
-3,761
| -45% | -$183K |
|
304
IPG Photonics
IPGP
$3.89B
| $222K | 0.05% |
+1,463
| New | +$207K |
|
305
SLB Ltd
SLB
$78.4B
| $221K | 0.05% |
+5,069
| New | +$219K |
|
|
BERY
306
DELISTED
Berry Global Group, Inc.
BERY
| $221K | 0.05% |
4,469
-16,978
| -79% | -$805K |
|
|
PRMW
307
DELISTED
Primo Water Corporation
PRMW
| $221K | 0.05% |
15,146
-49,352
| -77% | -$741K |
|
|
SAFM
308
DELISTED
Sanderson Farms Inc
SAFM
| $221K | 0.05% |
+1,676
| New | +$201K |
|
|
SAVE
309
DELISTED
Spirit Airlines, Inc.
SAVE
| $220K | 0.05% |
4,164
-6,666
| -62% | -$383K |
|
310
RE/MAX Holdings
RMAX
$200M
| $217K | 0.05% |
5,630
-14,349
| -72% | -$550K |
|
311
HUB Group
HUBG
$3.01B
| $213K | 0.05% |
+10,428
| New | +$222K |
|
|
CSFL
312
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $213K | 0.05% |
+8,945
| New | +$221K |
|
313
Markel Group
MKL
$25B
| $211K | 0.05% |
+212
| New | +$215K |
|
314
Newmont
NEM
$99.5B
| $211K | 0.05% |
+5,887
| New | +$199K |
|
315
Boot Barn
BOOT
$4.55B
| $209K | 0.05% |
+7,108
| New | +$179K |
|
316
CDW
CDW
$17.1B
| $209K | 0.05% |
+2,164
| New | +$193K |
|
317
Ashland
ASH
$3.04B
| $208K | 0.05% |
+2,657
| New | +$205K |
|
318
Caesars Entertainment
CZR
$6.1B
| $208K | 0.05% |
+4,455
| New | +$203K |
|
|
AY
319
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $207K | 0.05% |
+10,643
| New | +$202K |
|
320
NVIDIA
NVDA
$5.01T
| $206K | 0.05% |
+45,920
| New | +$178K |
|
321
Houlihan Lokey
HLI
$9.68B
| $204K | 0.05% |
4,452
-8,213
| -65% | -$362K |
|
|
PMT
322
PennyMac Mortgage Investment
PMT
$849M
| $204K | 0.05% |
+9,847
| New | +$198K |
|
|
AL
323
DELISTED
Air Lease Corp
AL
| $203K | 0.05% |
+5,909
| New | +$213K |
|
324
Aon
AON
$77.3B
| $203K | 0.05% |
1,188
-8,206
| -87% | -$1.33M |
|
325
Charter Communications
CHTR
$15.2B
| $203K | 0.05% |
+586
| New | +$193K |
|
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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.