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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
FTV icon
26
Fortive
FTV
$18.6B
$3.08M 0.76%
58,179
+43,347
+292% +$2.11M
REG icon
27
Regency Centers
REG
$14.9B
$3.06M 0.76%
45,290
+31,662
+232% +$2.02M
ACC
28
DELISTED
American Campus Communities, Inc.
ACC
$3.05M 0.75%
64,053
+37,205
+139% +$1.67M
DOC icon
29
Healthpeak Properties
DOC
$15.2B
$3.01M 0.74%
96,159
+36,370
+61% +$1.11M
PNC icon
30
PNC Financial Services
PNC
$98.9B
$3M 0.74%
+24,495
New +$3.03M
CAT icon
31
Caterpillar
CAT
$418B
$3M 0.74%
22,120
+7,030
+47% +$934K
NSC icon
32
Norfolk Southern
NSC
$78.1B
$2.83M 0.7%
15,148
+10,497
+226% +$1.82M
COF icon
33
Capital One
COF
$122B
$2.82M 0.7%
34,476
+11,338
+49% +$921K
A icon
34
Agilent Technologies
A
$39.2B
$2.8M 0.69%
34,882
+11,770
+51% +$893K
ATO icon
35
Atmos Energy
ATO
$29.8B
$2.79M 0.69%
+27,142
New +$2.65M
WTFC icon
36
Wintrust Financial
WTFC
$10.6B
$2.78M 0.69%
41,353
+17,837
+76% +$1.27M
DIS icon
37
Walt Disney
DIS
$162B
$2.73M 0.68%
+24,590
New +$2.75M
HR icon
38
Healthcare Realty
HR
$7.34B
$2.7M 0.67%
94,384
+18,860
+25% +$525K
ETN icon
39
Eaton
ETN
$161B
$2.64M 0.65%
32,813
-28,823
-47% -$2.2M
CFG icon
40
Citizens Financial Group
CFG
$30B
$2.63M 0.65%
80,933
+36,685
+83% +$1.27M
EMR icon
41
Emerson Electric
EMR
$80.5B
$2.6M 0.64%
+37,899
New +$2.49M
AIZ icon
42
Assurant
AIZ
$13.5B
$2.59M 0.64%
27,322
+5,364
+24% +$519K
SPGI icon
43
S&P Global
SPGI
$124B
$2.57M 0.64%
12,218
-6,783
-36% -$1.31M
SO icon
44
Southern Company
SO
$108B
$2.52M 0.62%
+48,696
New +$2.39M
RTX icon
45
RTX Corp
RTX
$283B
$2.52M 0.62%
31,001
+14,744
+91% +$1.12M
PG icon
46
Procter & Gamble
PG
$341B
$2.49M 0.62%
23,968
+16,705
+230% +$1.63M
ALL icon
47
Allstate
ALL
$65.4B
$2.49M 0.62%
26,472
+17,903
+209% +$1.62M
VOYA icon
48
Voya Financial
VOYA
$8.72B
$2.44M 0.6%
48,812
+10,384
+27% +$493K
PNR icon
49
Pentair
PNR
$10.1B
$2.44M 0.6%
+54,707
New +$2.28M
AJG icon
50
Arthur J. Gallagher & Co
AJG
$62.3B
$2.39M 0.59%
+30,636
New +$2.36M
1
2
3 4 5

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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.