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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 | |
|---|---|---|---|---|---|---|
|
TRCO
326
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $203K | 0.05% |
4,389
-35,341
| -89% | -$1.63M |
|
327
Mohawk Industries
MHK
$6.9B
| $202K | 0.05% |
+1,604
| New | +$209K |
|
328
Regeneron Pharmaceuticals
REGN
$68.8B
| $202K | 0.05% |
+491
| New | +$202K |
|
|
AMED
329
DELISTED
Amedisys
AMED
| $201K | 0.05% |
1,627
-5,725
| -78% | -$719K |
|
330
Sunstone Hotel Investors
SHO
$2.19B
| $185K | 0.05% |
+12,867
| New | +$185K |
|
|
ADAM
331
Adamas Trust
ADAM
$777M
| $183K | 0.05% |
+7,530
| New | +$185K |
|
|
ONDK
332
DELISTED
On Deck Capital, Inc.
ONDK
| $183K | 0.05% |
33,828
-19,036
| -36% | -$121K |
|
333
Element Solutions
ESI
$9.12B
| $179K | 0.04% |
+17,769
| New | +$197K |
|
334
GameStop
GME
$9.5B
| $176K | 0.04% |
69,436
-53,904
| -44% | -$167K |
|
|
CPLG
335
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $174K | 0.04% |
15,614
+1,999
| +15% | +$25.8K |
|
|
CLDR
336
DELISTED
Cloudera, Inc.
CLDR
| $171K | 0.04% |
+15,625
| New | +$201K |
|
|
RWT
337
Redwood Trust
RWT
$616M
| $169K | 0.04% |
+10,478
| New | +$166K |
|
|
CBLK
338
DELISTED
Carbon Black, Inc. Common Stock
CBLK
| $161K | 0.04% |
+11,529
| New | +$164K |
|
|
SAFE
339
Safehold
SAFE
$1.19B
| $160K | 0.04% |
3,904
-747
| -16% | -$33K |
|
|
SCS
340
DELISTED
Steelcase
SCS
| $160K | 0.04% |
+10,967
| New | +$182K |
|
|
MIK
341
DELISTED
Michaels Stores, Inc
MIK
| $159K | 0.04% |
13,946
+384
| +3% | +$5.26K |
|
|
SMTA
342
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
| $149K | 0.04% |
23,028
-3,396
| -13% | -$25.4K |
|
|
JCP
343
DELISTED
J.C. Penney Company, Inc.
JCP
| $144K | 0.04% |
+96,352
| New | +$136K |
|
344
Cleveland-Cliffs
CLF
$6.81B
| $143K | 0.04% |
+14,271
| New | +$143K |
|
345
Banco Santander
SAN
$194B
| $130K | 0.03% |
+29,245
| New | +$133K |
|
|
CZR
346
DELISTED
Caesars Entertainment Corporation
CZR
| $127K | 0.03% |
14,633
-5,399
| -27% | -$46.8K |
|
347
Barings BDC
BBDC
$862M
| $122K | 0.03% |
12,482
-12,631
| -50% | -$123K |
|
348
Iovance Biotherapeutics
IOVA
$2.23B
| $116K | 0.03% |
12,157
-918
| -7% | -$8.92K |
|
349
Helix Energy Solutions
HLX
$1.46B
| $112K | 0.03% |
14,198
-12,081
| -46% | -$86.5K |
|
|
ODP
350
DELISTED
ODP
ODP
| $111K | 0.03% |
3,068
+74
| +2% | +$2.37K |
|
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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.