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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
KHC icon
76
Kraft Heinz
KHC
$30.1B
$1.82M 0.45%
55,697
+19,997
+56% +$815K
AME icon
77
Ametek
AME
$55.3B
$1.81M 0.45%
21,879
+10,877
+99% +$827K
ADBE icon
78
Adobe
ADBE
$84.3B
$1.81M 0.45%
6,797
+4,064
+149% +$1.02M
ELV icon
79
Elevance Health
ELV
$82.3B
$1.8M 0.45%
6,269
-2,598
-29% -$751K
RCL icon
80
Royal Caribbean
RCL
$76B
$1.79M 0.44%
15,631
-3,644
-19% -$414K
IBKC
81
DELISTED
IBERIABANK Corp
IBKC
$1.72M 0.43%
24,033
-4,539
-16% -$337K
EVRG icon
82
Evergy
EVRG
$20B
$1.7M 0.42%
29,286
-2,812
-9% -$160K
ORI icon
83
Old Republic International
ORI
$10.1B
$1.67M 0.41%
+79,973
New +$1.66M
BSX icon
84
Boston Scientific
BSX
$64.8B
$1.63M 0.4%
42,560
-964
-2% -$36.8K
LPT
85
DELISTED
Liberty Property Trust
LPT
$1.58M 0.39%
32,727
-20,552
-39% -$957K
FR icon
86
First Industrial Realty Trust
FR
$8.79B
$1.55M 0.38%
43,968
-21,063
-32% -$693K
COLM icon
87
Columbia Sportswear
COLM
$3.16B
$1.55M 0.38%
+14,884
New +$1.43M
D icon
88
Dominion Energy
D
$62.8B
$1.5M 0.37%
+19,592
New +$1.43M
CTSH icon
89
Cognizant
CTSH
$20.3B
$1.5M 0.37%
+20,688
New +$1.45M
KLAC icon
90
KLA
KLAC
$286B
$1.5M 0.37%
125,530
-6,430
-5% -$69.2K
TKR icon
91
Timken Company
TKR
$9.79B
$1.48M 0.37%
+33,965
New +$1.44M
AXS icon
92
AXIS Capital
AXS
$8.45B
$1.46M 0.36%
26,712
+4,395
+20% +$244K
INVH icon
93
Invitation Homes
INVH
$17.5B
$1.46M 0.36%
59,884
+39,131
+189% +$880K
AAL icon
94
American Airlines Group
AAL
$8.97B
$1.42M 0.35%
44,660
+28,934
+184% +$972K
VRSK icon
95
Verisk Analytics
VRSK
$25.3B
$1.38M 0.34%
+10,350
New +$1.26M
ESRT icon
96
Empire State Realty Trust
ESRT
$941M
$1.37M 0.34%
86,740
+40,077
+86% +$615K
CVX icon
97
Chevron
CVX
$387B
$1.36M 0.34%
11,080
-19,882
-64% -$2.35M
GPK icon
98
Graphic Packaging
GPK
$3.25B
$1.36M 0.34%
107,721
+47,162
+78% +$573K
YUM icon
99
Yum! Brands
YUM
$40.6B
$1.33M 0.33%
13,318
+8,879
+200% +$841K
BP icon
100
BP
BP
$113B
$1.33M 0.33%
30,874
+8,150
+36% +$334K
2 3
4
5 6

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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.