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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 | |
|---|---|---|---|---|---|---|
401
Grupo Aval
AVAL
$5.67B
| – | – |
-27,179
| Closed | -$160K |
|
402
Avnet
AVT
$7.33B
| – | – |
-18,543
| Closed | -$669K |
|
|
AXDX
403
DELISTED
Accelerate Diagnostics
AXDX
| – | – |
-1,315
| Closed | -$151K |
|
|
DCH
404
Dauch Corp
DCH
$1.3B
| – | – |
-20,849
| Closed | -$231K |
|
405
AXT Inc
AXTI
$3.09B
| – | – |
-19,680
| Closed | -$86K |
|
406
Atlanta Braves Holdings Series B
BATRK
$3.23B
| – | – |
-12,220
| Closed | -$304K |
|
407
Baxter International
BAX
$11.6B
| – | – |
-20,348
| Closed | -$1.34M |
|
408
BBVA Argentina
BBAR
$3.85B
| – | – |
-12,143
| Closed | -$138K |
|
409
Boise Cascade
BCC
$2.74B
| – | – |
-36,315
| Closed | -$866K |
|
410
BCE
BCE
$19.9B
| – | – |
-10,337
| Closed | -$409K |
|
411
Franklin Resources
BEN
$16.9B
| – | – |
-9,900
| Closed | -$294K |
|
412
Brighthouse Financial
BHF
$3.63B
| – | – |
-9,651
| Closed | -$294K |
|
413
BJ's Restaurants
BJRI
$1.41B
| – | – |
-8,115
| Closed | -$410K |
|
414
Baker Hughes
BKR
$56.8B
| – | – |
-17,967
| Closed | -$386K |
|
415
Blackrock
BLK
$164B
| – | – |
-881
| Closed | -$346K |
|
416
Badger Meter
BMI
$3.69B
| – | – |
-6,121
| Closed | -$301K |
|
417
Barnes & Noble Education
BNED
$412M
| – | – |
-174
| Closed | -$70K |
|
418
Scotiabank
BNS
$106B
| – | – |
-5,770
| Closed | -$288K |
|
419
BOK Financial
BOKF
$8.64B
| – | – |
-6,587
| Closed | -$483K |
|
420
Brown & Brown
BRO
$22.9B
| – | – |
-74,812
| Closed | -$2.06M |
|
421
B2Gold
BTG
$5.16B
| – | – |
-43,774
| Closed | -$128K |
|
422
Beazer Homes USA
BZH
$907M
| – | – |
-13,071
| Closed | -$124K |
|
423
Cheesecake Factory
CAKE
$4.21B
| – | – |
-6,299
| Closed | -$274K |
|
424
Caleres
CAL
$396M
| – | – |
-11,826
| Closed | -$329K |
|
425
Pathward Financial
CASH
$1.81B
| – | – |
-16,607
| Closed | -$322K |
|
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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.