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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 | |
|---|---|---|---|---|---|---|
526
Kemper
KMPR
$1.7B
| – | – |
-4,342
| Closed | -$288K |
|
527
Karyopharm Therapeutics
KPTI
$168M
| – | – |
-719
| Closed | -$101K |
|
528
Liberty Global Class A
LBTYA
$3.28B
| – | – |
-39,589
| Closed | -$845K |
|
529
Leidos
LDOS
$14.1B
| – | – |
-7,913
| Closed | -$417K |
|
530
Lear
LEA
$7.19B
| – | – |
-3,348
| Closed | -$411K |
|
531
Lincoln Electric
LECO
$13.8B
| – | – |
-5,757
| Closed | -$454K |
|
532
Lennox International
LII
$18.8B
| – | – |
-1,465
| Closed | -$321K |
|
533
Linde
LIN
$237B
| – | – |
-6,773
| Closed | -$1.06M |
|
534
LivaNova
LIVN
$4.3B
| – | – |
-5,290
| Closed | -$484K |
|
535
LPL Financial
LPLA
$26.3B
| – | – |
-18,678
| Closed | -$1.14M |
|
536
Larimar Therapeutics
LRMR
$416M
| – | – |
-897
| Closed | -$53K |
|
537
Lattice Semiconductor
LSCC
$17.6B
| – | – |
-45,023
| Closed | -$312K |
|
538
Landstar System
LSTR
$6.8B
| – | – |
-3,340
| Closed | -$320K |
|
539
lululemon athletica
LULU
$13B
| – | – |
-2,472
| Closed | -$301K |
|
540
Lamb Weston
LW
$6.85B
| – | – |
-3,898
| Closed | -$287K |
|
541
Macy's
M
$6.15B
| – | – |
-12,164
| Closed | -$362K |
|
|
MAG
542
DELISTED
MAG Silver
MAG
| – | – |
-23,306
| Closed | -$170K |
|
543
MDU Resources
MDU
$4.44B
| – | – |
-177,943
| Closed | -$1.61M |
|
|
RJET
544
Republic Airways Holdings
RJET
$810M
| – | – |
-1,659
| Closed | -$192K |
|
545
Manulife Financial
MFC
$72.6B
| – | – |
-46,969
| Closed | -$666K |
|
546
Magnolia Oil & Gas
MGY
$6B
| – | – |
-28,529
| Closed | -$320K |
|
547
Altria Group
MO
$122B
| – | – |
-38,669
| Closed | -$1.91M |
|
548
The Mosaic Company
MOS
$7.09B
| – | – |
-10,188
| Closed | -$298K |
|
549
Match Group
MTCH
$8.84B
| – | – |
-17,922
| Closed | -$767K |
|
550
Vail Resorts
MTN
$5.19B
| – | – |
-1,296
| Closed | -$273K |
|
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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.