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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 | |
|---|---|---|---|---|---|---|
451
Copa Holdings
CPA
$5.56B
| – | – |
-2,763
| Closed | -$217K |
|
452
America's Car Mart
CRMT
$25.3M
| – | – |
-4,080
| Closed | -$296K |
|
453
Ceragon Networks
CRNT
$194M
| – | – |
-23,525
| Closed | -$89K |
|
454
CSX Corp
CSX
$98.6B
| – | – |
-95,718
| Closed | -$1.98M |
|
455
CytomX Therapeutics
CTMX
$705M
| – | – |
-10,939
| Closed | -$165K |
|
|
CTRA
456
DELISTED
Coterra Energy
CTRA
| – | – |
-27,872
| Closed | -$623K |
|
457
Cemex
CX
$17.4B
| – | – |
-28,702
| Closed | -$138K |
|
458
CoreCivic
CXW
$3.1B
| – | – |
-38,503
| Closed | -$687K |
|
459
CryoPort
CYRX
$775M
| – | – |
-12,537
| Closed | -$138K |
|
460
DuPont de Nemours
DD
$18.6B
| – | – |
-11,333
| Closed | -$1.53M |
|
461
Deere & Co
DE
$170B
| – | – |
-2,302
| Closed | -$343K |
|
|
DFS
462
DELISTED
Discover Financial Services
DFS
| – | – |
-11,602
| Closed | -$684K |
|
463
DHT Holdings
DHT
$2.97B
| – | – |
-17,763
| Closed | -$70K |
|
464
Delek US
DK
$3.87B
| – | – |
-12,934
| Closed | -$420K |
|
465
Dolby
DLB
$4.72B
| – | – |
-27,587
| Closed | -$1.71M |
|
466
Dover
DOV
$27.2B
| – | – |
-8,543
| Closed | -$606K |
|
467
DXC Technology
DXC
$1.63B
| – | – |
-19,333
| Closed | -$1.03M |
|
468
Electronic Arts
EA
$52.4B
| – | – |
-17,205
| Closed | -$1.36M |
|
469
Brinker International
EAT
$8.02B
| – | – |
-4,682
| Closed | -$206K |
|
470
eBay
EBAY
$48.6B
| – | – |
-8,825
| Closed | -$248K |
|
|
AXIA
471
AXIA Energia
AXIA
$22.6B
| – | – |
-15,192
| Closed | -$76K |
|
472
Consolidated Edison
ED
$41.6B
| – | – |
-2,794
| Closed | -$214K |
|
|
EEX
473
DELISTED
Emerald Holding
EEX
| – | – |
-18,777
| Closed | -$232K |
|
474
eHealth
EHTH
$42.5M
| – | – |
-11,162
| Closed | -$429K |
|
|
ELP
475
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-74,220
| Closed | -$232K |
|
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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.