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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 | |
|---|---|---|---|---|---|---|
551
Matrix Service
MTRX
$347M
| – | – |
-14,771
| Closed | -$265K |
|
552
Norwegian Cruise Line
NCLH
$8.89B
| – | – |
-13,526
| Closed | -$573K |
|
553
Minerva Neurosciences
NERV
$188M
| – | – |
-1,370
| Closed | -$74K |
|
554
Nice
NICE
$5.29B
| – | – |
-4,645
| Closed | -$503K |
|
555
Nokia
NOK
$50.8B
| – | – |
-50,255
| Closed | -$292K |
|
556
NRG Energy
NRG
$29.8B
| – | – |
-9,262
| Closed | -$367K |
|
557
Nutrien
NTR
$32.7B
| – | – |
-20,245
| Closed | -$952K |
|
558
News Corp Class A
NWSA
$14.5B
| – | – |
-88,991
| Closed | -$1.01M |
|
559
NexGen Energy
NXE
$6.05B
| – | – |
-25,721
| Closed | -$46K |
|
560
Origin Bancorp
OBK
$1.66B
| – | – |
-11,866
| Closed | -$404K |
|
561
Orion
OEC
$394M
| – | – |
-10,804
| Closed | -$273K |
|
562
Olin
OLN
$2.64B
| – | – |
-18,840
| Closed | -$379K |
|
563
Option Care Health
OPCH
$3.4B
| – | – |
-18,533
| Closed | -$265K |
|
564
OR Royalties Inc
OR
$5.47B
| – | – |
-21,302
| Closed | -$187K |
|
565
Oracle
ORCL
$331B
| – | – |
-6,284
| Closed | -$284K |
|
566
Oshkosh
OSK
$9.67B
| – | – |
-3,412
| Closed | -$209K |
|
567
Occidental Petroleum
OXY
$57B
| – | – |
-22,325
| Closed | -$1.37M |
|
568
Phibro Animal Health
PAHC
$1.38B
| – | – |
-6,339
| Closed | -$204K |
|
569
Par Pacific Holdings
PARR
$3.88B
| – | – |
-12,243
| Closed | -$174K |
|
570
Pembina Pipeline
PBA
$29.9B
| – | – |
-8,321
| Closed | -$247K |
|
571
Prestige Consumer Healthcare
PBH
$2.35B
| – | – |
-10,713
| Closed | -$331K |
|
572
Pitney Bowes
PBI
$2.42B
| – | – |
-44,989
| Closed | -$266K |
|
573
Petrobras
PBR
$121B
| – | – |
-123,700
| Closed | -$1.61M |
|
574
PACCAR
PCAR
$69.6B
| – | – |
-14,663
| Closed | -$559K |
|
575
Precigen
PGEN
$1.93B
| – | – |
-18,099
| Closed | -$118K |
|
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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.