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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
SCHW
601
Charles Schwab
SCHW
$177B
– –
-7,286
Closed -$303K
SEE
602
DELISTED
Sealed Air
SEE
– –
-10,755
Closed -$375K
SFL icon
603
SFL Corp
SFL
$1.59B
– –
-47,588
Closed -$501K
SGMO
604
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-20,364
Closed -$234K
SGRY icon
605
Surgery Partners
SGRY
$2.06B
– –
-14,145
Closed -$138K
SHW icon
606
Sherwin-Williams
SHW
$78.3B
– –
-1,842
Closed -$242K
SIMO icon
607
Silicon Motion
SIMO
$9.19B
– –
-11,365
Closed -$392K
HTO
608
H2O America
HTO
$2.67B
– –
-5,103
Closed -$284K
SLAB icon
609
Silicon Laboratories
SLAB
$7.15B
– –
-6,697
Closed -$528K
SLGN icon
610
Silgan Holdings
SLGN
$4.91B
– –
-15,277
Closed -$361K
SLM icon
611
SLM Corp
SLM
$4.58B
– –
-36,136
Closed -$300K
SMFG icon
612
Sumitomo Mitsui Financial
SMFG
$166B
– –
-44,419
Closed -$289K
SMG icon
613
ScottsMiracle-Gro
SMG
$4.03B
– –
-5,095
Closed -$313K
SONY icon
614
Sony
SONY
$123B
– –
-41,740
Closed -$403K
SPNT icon
615
SiriusPoint
SPNT
$2.98B
– –
-55,557
Closed -$536K
SRDX
616
DELISTED
Surmodics
SRDX
– –
-5,069
Closed -$240K
STAG icon
617
STAG Industrial
STAG
$7.86B
– –
-33,588
Closed -$836K
STE icon
618
Steris
STE
$20.9B
– –
-2,306
Closed -$246K
STNG icon
619
Scorpio Tankers
STNG
$3.96B
– –
-3,964
Closed -$70K
STR
620
DELISTED
Sitio Royalties
STR
– –
-3,294
Closed -$112K
SVM
621
Silvercorp Metals
SVM
$2.13B
– –
-30,754
Closed -$65K
SWK icon
622
Stanley Black & Decker
SWK
$14.2B
– –
-29,133
Closed -$3.49M
T icon
623
AT&T
T
$165B
– –
-118,146
Closed -$2.55M
TAP icon
624
Molson Coors Class B
TAP
$7.68B
– –
-14,077
Closed -$791K
TCMD icon
625
Tactile Systems Technology
TCMD
$620M
– –
-8,816
Closed -$402K
23 24
25
26 27

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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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SH
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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.