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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
Cap. Flow
-$86M
Cap. Flow %
-21.28%
Top 10 Hldgs %
13.19%
Holding
801
New
125
Increased
99
Reduced
154
Closed
423

Top Buys

Rank Stock Value
1
ETR icon
Entergy
ETR
+$4.81M
2
HON icon
Honeywell
HON
+$4.3M
3
AEP icon
American Electric Power
AEP
+$3.7M
4
AVB icon
AvalonBay Communities
AVB
+$3.67M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$3.57M

Top Sells

Rank Stock Value
1
SWK icon
Stanley Black & Decker
SWK
+$3.49M
2
INXN
Interxion Holding N.V.
INXN
+$2.75M
3
CL icon
Colgate-Palmolive
CL
+$2.71M
4
T icon
AT&T
T
+$2.55M
5
PRU icon
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
FANG icon
251
Diamondback Energy
FANG
$57.6B
$313K 0.08%
+3,079
New +$315K
EL icon
252
Estee Lauder
EL
$29B
$307K 0.08%
+1,855
New +$272K
RVTY icon
253
Revvity
RVTY
$12.3B
$298K 0.07%
3,089
-10,053
-76% -$905K
CAG icon
254
Conagra Brands
CAG
$7.07B
$293K 0.07%
10,563
-548
-5% -$12.6K
MCO icon
255
Moody's
MCO
$82.4B
$292K 0.07%
1,611
-1,862
-54% -$306K
MPC icon
256
Marathon Petroleum
MPC
$90.3B
$290K 0.07%
4,839
-1,336
-22% -$84.1K
ZTO icon
257
ZTO Express
ZTO
$18.2B
$290K 0.07%
15,851
-31,189
-66% -$571K
BIO icon
258
Bio-Rad Laboratories Class A
BIO
$8.42B
$289K 0.07%
944
-2,369
-72% -$639K
BRX icon
259
Brixmor Property Group
BRX
$9.95B
$288K 0.07%
15,663
-79,338
-84% -$1.35M
TSCO icon
260
Tractor Supply
TSCO
$16.3B
$283K 0.07%
14,475
-97,270
-87% -$1.77M
INXN
261
DELISTED
Interxion Holding N.V.
INXN
$281K 0.07%
4,213
-44,338
-91% -$2.75M
MCD icon
262
McDonald's
MCD
$188B
$280K 0.07%
+1,473
New +$267K
MC icon
263
Moelis & Co
MC
$4.98B
$277K 0.07%
6,646
-4,979
-43% -$213K
PFGC icon
264
Performance Food Group
PFGC
$17.5B
$277K 0.07%
6,992
-17,734
-72% -$650K
WM icon
265
Waste Management
WM
$95.9B
$276K 0.07%
+2,660
New +$260K
TPR icon
266
Tapestry
TPR
$28.8B
$275K 0.07%
+8,479
New +$297K
WNS
267
DELISTED
WNS Holdings
WNS
$275K 0.07%
5,156
-2,157
-29% -$108K
KBH icon
268
KB Home
KBH
$3.48B
$270K 0.07%
+11,175
New +$248K
NXPI icon
269
NXP Semiconductors
NXPI
$68B
$266K 0.07%
+3,005
New +$264K
DX
270
Dynex Capital
DX
$2.99B
$265K 0.07%
14,520
+7,540
+108% +$138K
URI icon
271
United Rentals
URI
$71.1B
$263K 0.07%
2,306
-6,029
-72% -$745K
ASND icon
272
Ascendis Pharma A/S
ASND
$16.7B
$259K 0.06%
2,198
-2,518
-53% -$221K
USFD icon
273
US Foods
USFD
$21.4B
$259K 0.06%
+7,415
New +$254K
BKU icon
274
Bankunited
BKU
$3.38B
$253K 0.06%
7,588
-27,740
-79% -$956K
GM icon
275
General Motors
GM
$74.7B
$253K 0.06%
6,816
-3,676
-35% -$140K
9 10
11
12 13

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.