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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
MFA
126
MFA Financial
MFA
$921M
$1.12M 0.28%
38,609
+29,743
+335% +$861K
CTRE icon
127
CareTrust REIT
CTRE
$10B
$1.12M 0.28%
47,831
-31,747
-40% -$695K
AAP icon
128
Advance Auto Parts
AAP
$3.22B
$1.1M 0.27%
6,468
-1,882
-23% -$304K
QTS
129
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.08M 0.27%
24,120
+15,114
+168% +$632K
RNR icon
130
RenaissanceRe
RNR
$13.3B
$1.08M 0.27%
7,496
+3,797
+103% +$531K
JBGS
131
JBG SMITH
JBGS
$844M
$1.06M 0.26%
+25,647
New +$1.01M
RGA icon
132
Reinsurance Group of America
RGA
$15.3B
$1.03M 0.25%
7,256
+1,412
+24% +$203K
CDNS icon
133
Cadence Design Systems
CDNS
$91.1B
$1.02M 0.25%
16,065
+5,641
+54% +$299K
VMC icon
134
Vulcan Materials
VMC
$35.7B
$1.02M 0.25%
8,613
-7,424
-46% -$802K
DLTR icon
135
Dollar Tree
DLTR
$22.6B
$999K 0.25%
9,506
-9,308
-49% -$914K
NOW icon
136
ServiceNow
NOW
$95.1B
$985K 0.24%
+19,985
New +$879K
FSK icon
137
FS KKR Capital
FSK
$2.96B
$981K 0.24%
40,549
+13,748
+51% +$341K
ISBC
138
DELISTED
Investors Bancorp, Inc.
ISBC
$975K 0.24%
82,302
-18,735
-19% -$226K
EPRT icon
139
Essential Properties Realty Trust
EPRT
$6.94B
$962K 0.24%
49,259
-25,868
-34% -$423K
LAZ icon
140
Lazard
LAZ
$4.24B
$962K 0.24%
26,629
+15,849
+147% +$596K
BMY icon
141
Bristol-Myers Squibb
BMY
$126B
$943K 0.23%
19,775
-17,212
-47% -$857K
GILD icon
142
Gilead Sciences
GILD
$162B
$940K 0.23%
14,465
-10,945
-43% -$727K
TWO
143
Two Harbors Investment
TWO
$1.27B
$939K 0.23%
+17,345
New +$971K
BWA icon
144
BorgWarner
BWA
$13.2B
$931K 0.23%
+27,546
New +$953K
BA icon
145
Boeing
BA
$165B
$919K 0.23%
2,410
+1,715
+247% +$660K
SRE icon
146
Sempra
SRE
$61.1B
$919K 0.23%
+14,596
New +$860K
LNG icon
147
Cheniere Energy
LNG
$57B
$905K 0.22%
13,239
-7,006
-35% -$460K
BC icon
148
Brunswick
BC
$5.17B
$901K 0.22%
17,903
+903
+5% +$45.5K
VST icon
149
Vistra
VST
$57B
$901K 0.22%
+34,604
New +$873K
SYY icon
150
Sysco
SYY
$39.1B
$896K 0.22%
+13,418
New +$873K
4 5
6
7 8

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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
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.