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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
WTW icon
51
Willis Towers Watson
WTW
$27.2B
$2.38M 0.59%
13,566
-1,280
-9% -$212K
TT icon
52
Trane Technologies
TT
$106B
$2.38M 0.59%
22,019
+13,633
+163% +$1.38M
INTU icon
53
Intuit
INTU
$77B
$2.37M 0.59%
9,062
-5,439
-38% -$1.26M
UNP icon
54
Union Pacific
UNP
$181B
$2.37M 0.59%
14,170
-8,242
-37% -$1.33M
LNC icon
55
Lincoln National
LNC
$7.81B
$2.36M 0.58%
40,170
-4,579
-10% -$271K
GPN icon
56
Global Payments
GPN
$21.3B
$2.28M 0.56%
16,703
+7
+0% +$850
MA icon
57
Mastercard
MA
$469B
$2.27M 0.56%
9,658
+4,473
+86% +$962K
ATH
58
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$2.21M 0.55%
54,043
-17,519
-24% -$750K
SUI icon
59
Sun Communities
SUI
$14.8B
$2.2M 0.54%
18,541
-4,974
-21% -$553K
FITB
60
Fifth Third Bancorp
FITB
$51.8B
$2.15M 0.53%
85,309
+47,844
+128% +$1.27M
AFG icon
61
American Financial Group
AFG
$11.7B
$2.07M 0.51%
21,556
+7,746
+56% +$742K
SYF icon
62
Synchrony
SYF
$23.3B
$2.06M 0.51%
64,569
+17,564
+37% +$528K
HDS
63
DELISTED
HD Supply Holdings, Inc.
HDS
$2.05M 0.51%
47,308
-27,875
-37% -$1.16M
C icon
64
Citigroup
C
$221B
$2.05M 0.51%
32,877
+13,453
+69% +$835K
RF icon
65
Regions Financial
RF
$26.2B
$1.93M 0.48%
136,020
+96,591
+245% +$1.48M
AMZN icon
66
Amazon
AMZN
$2.51T
$1.91M 0.47%
21,480
-8,520
-28% -$709K
CUBE icon
67
CubeSmart
CUBE
$9.29B
$1.87M 0.46%
58,300
-13,670
-19% -$416K
THG icon
68
Hanover Insurance
THG
$7.49B
$1.87M 0.46%
16,354
+11,330
+226% +$1.3M
STL
69
DELISTED
Sterling Bancorp
STL
$1.86M 0.46%
99,988
-7,802
-7% -$149K
VICI icon
70
VICI Properties
VICI
$29B
$1.86M 0.46%
85,050
+7,771
+10% +$164K
DEI icon
71
Douglas Emmett
DEI
$2.03B
$1.85M 0.46%
45,874
+15,243
+50% +$580K
WAL icon
72
Western Alliance Bancorporation
WAL
$9.06B
$1.85M 0.46%
45,139
+15,533
+52% +$685K
WP
73
DELISTED
Worldpay, Inc.
WP
$1.85M 0.46%
16,309
+12,425
+320% +$1.13M
ABT icon
74
Abbott
ABT
$175B
$1.84M 0.46%
23,025
-4,025
-15% -$299K
EWBC icon
75
East-West Bancorp
EWBC
$17.9B
$1.82M 0.45%
37,950
+2,375
+7% +$121K
1 2
3
4 5

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.