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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
NKE icon
176
Nike
NKE
$60.8B
$695K 0.17%
8,250
-16,787
-67% -$1.38M
RJF icon
177
Raymond James Financial
RJF
$32.4B
$694K 0.17%
+12,950
New +$693K
NFLX icon
178
Netflix
NFLX
$287B
$689K 0.17%
+19,310
New +$669K
RP
179
DELISTED
RealPage, Inc.
RP
$689K 0.17%
11,352
-8,599
-43% -$493K
APC
180
DELISTED
Anadarko Petroleum
APC
$681K 0.17%
14,970
-8,969
-37% -$407K
NTRS icon
181
Northern Trust
NTRS
$21.9B
$679K 0.17%
7,514
+1,573
+26% +$142K
MSFT icon
182
Microsoft
MSFT
$2.83T
$678K 0.17%
5,750
-7,512
-57% -$820K
PTEN icon
183
Patterson-UTI
PTEN
$3.93B
$676K 0.17%
+48,199
New +$632K
BGC icon
184
BGC Group
BGC
$5.55B
$674K 0.17%
126,907
-15,926
-11% -$94.8K
CPRI icon
185
Capri Holdings
CPRI
$1.78B
$672K 0.17%
14,682
+7,571
+106% +$331K
CSL icon
186
Carlisle Companies
CSL
$13.4B
$670K 0.17%
5,460
+845
+18% +$97.6K
GLPI icon
187
Gaming and Leisure Properties
GLPI
$12.6B
$658K 0.16%
+17,054
New +$621K
KRC icon
188
Kilroy Realty
KRC
$4.46B
$655K 0.16%
8,618
-234
-3% -$16.8K
LYV icon
189
Live Nation Entertainment
LYV
$41B
$655K 0.16%
10,303
-10,153
-50% -$576K
RHP icon
190
Ryman Hospitality Properties
RHP
$8.13B
$651K 0.16%
+7,921
New +$633K
CHSP
191
DELISTED
Chesapeake Lodging Trust
CHSP
$648K 0.16%
23,316
+10,134
+77% +$286K
AMP icon
192
Ameriprise Financial
AMP
$46.8B
$640K 0.16%
4,998
-10,960
-69% -$1.36M
IVZ icon
193
Invesco
IVZ
$13.2B
$640K 0.16%
33,121
-20,955
-39% -$392K
FAF icon
194
First American
FAF
$7.03B
$639K 0.16%
+12,413
New +$615K
SJR
195
DELISTED
Shaw Communications Inc.
SJR
$639K 0.16%
30,670
-10,276
-25% -$208K
ESGR
196
DELISTED
Enstar Group
ESGR
$638K 0.16%
3,667
+1,680
+85% +$292K
META icon
197
Meta Platforms (Facebook)
META
$1.54T
$626K 0.15%
3,756
-98
-3% -$15.6K
JNPR
198
DELISTED
Juniper Networks
JNPR
$617K 0.15%
23,310
-21,444
-48% -$577K
WMB icon
199
Williams Companies
WMB
$92B
$617K 0.15%
+21,491
New +$576K
AVNT icon
200
Avient
AVNT
$3.36B
$616K 0.15%
+21,007
New +$659K
6 7
8
9 10

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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
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RG
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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.