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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
CBOE icon
426
Cboe Global Markets
CBOE
$29.8B
– –
-4,020
Closed -$393K
CBT icon
427
Cabot Corp
CBT
$4.65B
– –
-8,787
Closed -$377K
CC icon
428
Chemours
CC
$2.59B
– –
-7,177
Closed -$203K
CCK icon
429
Crown Holdings
CCK
$12.8B
– –
-5,888
Closed -$245K
CCRN
430
DELISTED
Cross Country Healthcare
CCRN
– –
-17,051
Closed -$125K
CDE icon
431
Coeur Mining
CDE
$15.6B
– –
-26,691
Closed -$119K
CDXS icon
432
Codexis
CDXS
$135M
– –
-12,121
Closed -$202K
CEPU
433
Central Puerto
CEPU
$2.22B
– –
-11,910
Closed -$110K
CGBD icon
434
Carlyle Secured Lending
CGBD
$698M
– –
-30,451
Closed -$378K
CHE icon
435
Chemed
CHE
$6.78B
– –
-803
Closed -$227K
CHKP icon
436
Check Point Software Technologies
CHKP
$13.3B
– –
-2,745
Closed -$282K
CHX
437
DELISTED
ChampionX
CHX
– –
-11,229
Closed -$304K
CLX icon
438
Clorox
CLX
$11.6B
– –
-2,108
Closed -$325K
CMA
439
DELISTED
Comerica
CMA
– –
-10,675
Closed -$733K
CMC icon
440
Commercial Metals
CMC
$7.63B
– –
-13,284
Closed -$213K
CMCSA icon
441
Comcast
CMCSA
$79.7B
– –
-18,015
Closed -$613K
CMG icon
442
Chipotle Mexican Grill
CMG
$40.8B
– –
-25,100
Closed -$217K
CNO icon
443
CNO Financial Group
CNO
$4.97B
– –
-12,944
Closed -$193K
CNOB icon
444
Center Bancorp
CNOB
$1.63B
– –
-15,533
Closed -$287K
COGT icon
445
Cogent Biosciences
COGT
$6.79B
– –
-3,244
Closed -$57K
COHU icon
446
Cohu
COHU
$2.39B
– –
-10,823
Closed -$174K
COKE icon
447
Coca-Cola Consolidated
COKE
$12.3B
– –
-13,870
Closed -$246K
COP icon
448
ConocoPhillips
COP
$147B
– –
-14,755
Closed -$920K
CORT icon
449
Corcept Therapeutics
CORT
$10.2B
– –
-23,842
Closed -$319K
CP icon
450
Canadian Pacific Kansas City
CP
$82B
– –
-15,020
Closed -$534K
16 17
18
19 20

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.