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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
GYRE icon
501
Gyre Therapeutics
GYRE
$662M
– –
-1,506
Closed -$89K
HASI icon
502
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
– –
-28,011
Closed -$534K
HBM icon
503
Hudbay
HBM
$9.92B
– –
-14,080
Closed -$66K
HD icon
504
Home Depot
HD
$332B
– –
-3,490
Closed -$600K
HEI icon
505
HEICO Corp
HEI
$48.9B
– –
-4,482
Closed -$347K
HIW icon
506
Highwoods Properties
HIW
$3.71B
– –
-19,339
Closed -$748K
HLT icon
507
Hilton Worldwide
HLT
$74B
– –
-5,274
Closed -$379K
HOMB icon
508
Home BancShares
HOMB
$6.21B
– –
-16,971
Closed -$277K
HOV icon
509
Hovnanian Enterprises
HOV
$785M
– –
-2,858
Closed -$49K
HP icon
510
Helmerich & Payne
HP
$3.53B
– –
-8,754
Closed -$420K
HUBB icon
511
Hubbell
HUBB
$25.7B
– –
-3,839
Closed -$381K
HUM icon
512
Humana
HUM
$46.7B
– –
-2,386
Closed -$684K
HWC icon
513
Hancock Whitney
HWC
$6.13B
– –
-11,815
Closed -$409K
HXL icon
514
Hexcel
HXL
$8.32B
– –
-5,380
Closed -$308K
PPLI
515
People Inc
PPLI
$3.1B
– –
-7,145
Closed -$234K
IAG icon
516
IAMGOLD
IAG
$8.47B
– –
-23,525
Closed -$87K
ICE icon
517
Intercontinental Exchange
ICE
$82.4B
– –
-20,922
Closed -$1.58M
IPG
518
DELISTED
Interpublic Group of Companies
IPG
– –
-25,995
Closed -$536K
IRT icon
519
Independence Realty Trust
IRT
$3.92B
– –
-11,199
Closed -$103K
IRTC icon
520
iRhythm Holdings
IRTC
$3.59B
– –
-3,140
Closed -$218K
J icon
521
Jacobs Solutions
J
$15.9B
– –
-8,255
Closed -$399K
JEF icon
522
Jefferies Financial Group
JEF
$12.9B
– –
-15,769
Closed -$245K
JRVR icon
523
James River Group Holdings
JRVR
$218M
– –
-10,975
Closed -$401K
KGC icon
524
Kinross Gold
KGC
$28.5B
– –
-10,562
Closed -$34K
KLIC icon
525
Kulicke & Soffa
KLIC
$5.3B
– –
-16,238
Closed -$329K
19 20
21
22 23

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TMNFIC
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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.