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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
DHI icon
151
D.R. Horton
DHI
$39.9B
$894K 0.22%
+21,604
New +$846K
FDC
152
DELISTED
First Data Corporation
FDC
$887K 0.22%
+33,746
New +$801K
MSGS icon
153
Madison Square Garden
MSGS
$9.49B
$886K 0.22%
4,238
-5,300
-56% -$1.08M
WY icon
154
Weyerhaeuser
WY
$17B
$872K 0.22%
33,096
-83,420
-72% -$2.1M
CHRW icon
155
C.H. Robinson
CHRW
$24.2B
$870K 0.22%
+10,002
New +$878K
TSN icon
156
Tyson Foods
TSN
$20B
$863K 0.21%
12,432
-1,365
-10% -$84.5K
FL
157
DELISTED
Foot Locker
FL
$834K 0.21%
13,761
-4,874
-26% -$284K
IQV icon
158
IQVIA
IQV
$34.6B
$827K 0.2%
5,747
+733
+15% +$97.7K
CMI icon
159
Cummins
CMI
$91.8B
$821K 0.2%
5,202
+808
+18% +$121K
VOD icon
160
Vodafone
VOD
$35.1B
$814K 0.2%
44,791
+21,146
+89% +$392K
CY
161
DELISTED
Cypress Semiconductor
CY
$810K 0.2%
54,320
+18,068
+50% +$262K
BBL
162
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$803K 0.2%
+16,642
New +$746K
DAN icon
163
Dana Inc
DAN
$2.97B
$802K 0.2%
45,203
-25,628
-36% -$454K
BABA icon
164
Alibaba
BABA
$273B
$792K 0.2%
4,342
-1,656
-28% -$279K
SU icon
165
Suncor Energy
SU
$78.4B
$789K 0.2%
24,344
+9,458
+64% +$308K
KSS icon
166
Kohl's
KSS
$2.06B
$760K 0.19%
+11,057
New +$750K
NAVI icon
167
Navient
NAVI
$793M
$753K 0.19%
65,048
+27,774
+75% +$318K
SBNY
168
DELISTED
Signature Bank
SBNY
$720K 0.18%
5,621
-5,702
-50% -$726K
AXTA icon
169
Axalta
AXTA
$6.78B
$718K 0.18%
28,461
+18,313
+180% +$471K
MAS icon
170
Masco
MAS
$15.6B
$709K 0.18%
18,030
-64,639
-78% -$2.31M
TCF
171
DELISTED
TCF Financial Corporation
TCF
$707K 0.17%
34,167
-16,883
-33% -$368K
H icon
172
Hyatt Hotels
H
$17.3B
$703K 0.17%
9,682
-28,043
-74% -$1.99M
CVLT icon
173
Commault Systems
CVLT
$5.85B
$702K 0.17%
+10,851
New +$701K
RACE icon
174
Ferrari
RACE
$63.2B
$697K 0.17%
+5,206
New +$638K
BFAM icon
175
Bright Horizons
BFAM
$3.91B
$696K 0.17%
+5,477
New +$653K
5 6
7
8 9

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
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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.