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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
SWKS icon
101
Skyworks Solutions
SWKS
$9.1B
$1.33M 0.33%
+16,082
New +$1.24M
MRK icon
102
Merck
MRK
$322B
$1.32M 0.33%
16,645
-1,786
-10% -$134K
RPAI
103
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.32M 0.33%
108,347
-26,785
-20% -$326K
JACK icon
104
Jack in the Box
JACK
$263M
$1.31M 0.32%
+16,134
New +$1.29M
PGR icon
105
Progressive
PGR
$120B
$1.3M 0.32%
18,100
+7,677
+74% +$526K
MRVL icon
106
Marvell Technology
MRVL
$188B
$1.3M 0.32%
65,284
+54,283
+493% +$1.01M
ADI icon
107
Analog Devices
ADI
$185B
$1.28M 0.32%
12,177
+4,598
+61% +$461K
GWW icon
108
W.W. Grainger
GWW
$64.6B
$1.28M 0.32%
+4,242
New +$1.26M
KMB icon
109
Kimberly-Clark
KMB
$35.6B
$1.27M 0.31%
+10,257
New +$1.19M
FISV
110
Fiserv Inc
FISV
$26.6B
$1.26M 0.31%
+14,324
New +$1.18M
ITT icon
111
ITT
ITT
$17.5B
$1.26M 0.31%
+21,794
New +$1.19M
RPM icon
112
RPM International
RPM
$13.4B
$1.25M 0.31%
+21,560
New +$1.22M
VMW
113
DELISTED
VMware, Inc
VMW
$1.24M 0.31%
6,874
+1,201
+21% +$196K
WMT icon
114
Walmart Inc
WMT
$863B
$1.24M 0.31%
38,079
-11,148
-23% -$361K
LVS icon
115
Las Vegas Sands
LVS
$30.5B
$1.23M 0.3%
20,120
-2,544
-11% -$150K
ETFC
116
DELISTED
E*Trade Financial Corporation
ETFC
$1.22M 0.3%
26,243
+9,198
+54% +$438K
CADE
117
DELISTED
Cadence Bancorporation
CADE
$1.2M 0.3%
64,803
+9,125
+16% +$173K
STLD icon
118
Steel Dynamics
STLD
$34.7B
$1.2M 0.3%
+33,994
New +$1.21M
HPP
119
Hudson Pacific Properties
HPP
$807M
$1.2M 0.3%
4,961
+2,101
+73% +$477K
AXP icon
120
American Express
AXP
$233B
$1.18M 0.29%
10,803
-12,249
-53% -$1.29M
ELS icon
121
Equity Lifestyle Properties
ELS
$12.8B
$1.18M 0.29%
20,644
+5,666
+38% +$303K
REXR icon
122
Rexford Industrial Realty
REXR
$8.12B
$1.17M 0.29%
32,525
-19,751
-38% -$665K
INTC icon
123
Intel
INTC
$504B
$1.16M 0.29%
+21,557
New +$1.09M
ESNT icon
124
Essent Group
ESNT
$5.94B
$1.15M 0.28%
26,435
-4,206
-14% -$173K
ZEN
125
DELISTED
ZENDESK INC
ZEN
$1.15M 0.28%
13,471
-1,678
-11% -$123K
3 4
5
6 7

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CCM
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GPC
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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
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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.