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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 | |
|---|---|---|---|---|---|---|
|
PGRE
576
DELISTED
Paramount Group
PGRE
| – | – |
-45,059
| Closed | -$566K |
|
577
Packaging Corp of America
PKG
$22.7B
| – | – |
-6,799
| Closed | -$567K |
|
578
ePlus
PLUS
$2.33B
| – | – |
-10,648
| Closed | -$379K |
|
579
Pinnacle Financial Partners Inc
PNFP
$15.5B
| – | – |
-23,471
| Closed | -$1.08M |
|
580
Perrigo
PRGO
$1.4B
| – | – |
-7,693
| Closed | -$298K |
|
|
581
Prudential Financial
PRU
$41.7B
| – | – |
-29,816
| Closed | -$2.43M |
|
582
Public Storage
PSA
$60.2B
| – | – |
-5,426
| Closed | -$1.1M |
|
|
P
583
Everpure Inc
P
$24.8B
| – | – |
-25,020
| Closed | -$402K |
|
584
Qiagen
QGEN
$8.53B
| – | – |
-12,221
| Closed | -$446K |
|
585
uniQure
QURE
$2.68B
| – | – |
-7,185
| Closed | -$207K |
|
586
Arcus Biosciences
RCUS
$3.57B
| – | – |
-10,759
| Closed | -$116K |
|
587
Radian Group
RDN
$5.14B
| – | – |
-20,869
| Closed | -$341K |
|
588
RadNet
RDNT
$4.84B
| – | – |
-16,833
| Closed | -$171K |
|
589
The RMR Group
RMR
$342M
| – | – |
-3,975
| Closed | -$211K |
|
590
RingCentral
RNG
$4.05B
| – | – |
-7,640
| Closed | -$630K |
|
591
Rockwell Automation
ROK
$51.4B
| – | – |
-10,794
| Closed | -$1.62M |
|
592
Roku
ROKU
$21.1B
| – | – |
-15,609
| Closed | -$478K |
|
593
Rapid7
RPD
$634M
| – | – |
-12,417
| Closed | -$387K |
|
594
Red Rock Resorts
RRR
$3.74B
| – | – |
-21,992
| Closed | -$447K |
|
595
Rayonier
RYN
$6.49B
| – | – |
-35,365
| Closed | -$888K |
|
|
SA
596
Seabridge Gold
SA
$2.8B
| – | – |
-16,051
| Closed | -$212K |
|
|
SAND
597
DELISTED
Sandstorm Gold
SAND
| – | – |
-20,240
| Closed | -$93K |
|
598
Star Bulk Carriers
SBLK
$3.14B
| – | – |
-15,768
| Closed | -$144K |
|
599
Sabra Healthcare REIT
SBRA
$5.64B
| – | – |
-56,410
| Closed | -$930K |
|
600
Scholastic
SCHL
$796M
| – | – |
-7,501
| Closed | -$302K |
|
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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.