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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
TCPC icon
626
BlackRock TCP Capital
TCPC
$263M
– –
-21,075
Closed -$275K
TCRT icon
627
Alaunos Therapeutics
TCRT
$4.79M
– –
-130
Closed -$36K
TDC icon
628
Teradata
TDC
$2.65B
– –
-24,140
Closed -$926K
TFC icon
629
Truist Financial
TFC
$63B
– –
-30,036
Closed -$1.3M
THC icon
630
Tenet Healthcare
THC
$20.7B
– –
-20,415
Closed -$350K
THO icon
631
Thor Industries
THO
$3.98B
– –
-4,217
Closed -$219K
THS
632
DELISTED
Treehouse Foods
THS
– –
-7,420
Closed -$376K
TIMB icon
633
TIM SA
TIMB
$10.3B
– –
-28,446
Closed -$436K
TKC icon
634
Turkcell
TKC
$4.81B
– –
-43,982
Closed -$247K
TNDM icon
635
Tandem Diabetes Care
TNDM
$1.14B
– –
-6,470
Closed -$246K
TNK icon
636
Teekay Tankers
TNK
$2.65B
– –
-3,800
Closed -$28K
TRGP icon
637
Targa Resources
TRGP
$62.2B
– –
-27,753
Closed -$1M
TRN icon
638
Trinity Industries
TRN
$2.92B
– –
-12,139
Closed -$250K
TRNO icon
639
Terreno Realty
TRNO
$7.66B
– –
-14,104
Closed -$496K
TRU icon
640
TransUnion
TRU
$14.6B
– –
-11,055
Closed -$628K
TSM icon
641
TSMC
TSM
$2.1T
– –
-48,653
Closed -$1.8M
TTWO icon
642
Take-Two Interactive
TTWO
$43B
– –
-3,675
Closed -$378K
TXN icon
643
Texas Instruments
TXN
$254B
– –
-14,745
Closed -$1.39M
UAL icon
644
United Airlines
UAL
$38.2B
– –
-2,849
Closed -$239K
UMH
645
UMH Properties
UMH
$1.33B
– –
-12,654
Closed -$150K
VALE icon
646
Vale
VALE
$63B
– –
-29,839
Closed -$394K
VATE icon
647
INNOVATE Corp
VATE
$114M
– –
-1,215
Closed -$32K
VCEL icon
648
Vericel Corp
VCEL
$2.3B
– –
-12,168
Closed -$212K
VLO icon
649
Valero Energy
VLO
$91.5B
– –
-6,914
Closed -$518K
VNOM icon
650
Viper Energy
VNOM
$8.84B
– –
-11,444
Closed -$298K
24 25
26
27 28

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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
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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.