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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
BLMN icon
201
Bloomin' Brands
BLMN
$701M
$605K 0.15%
+29,587
New +$589K
RLJ icon
202
RLJ Lodging Trust
RLJ
$1.83B
$603K 0.15%
34,346
-86,938
-72% -$1.58M
UA icon
203
Under Armour Class C
UA
$2.81B
$600K 0.15%
+31,793
New +$601K
BXP icon
204
Boston Properties
BXP
$10.8B
$599K 0.15%
+4,471
New +$574K
CL icon
205
Colgate-Palmolive
CL
$72.1B
$593K 0.15%
8,655
-41,913
-83% -$2.71M
NSA icon
206
National Storage Affiliates Trust
NSA
$592K 0.15%
20,753
-9,767
-32% -$271K
PTC icon
207
PTC
PTC
$13.1B
$591K 0.15%
6,411
+2,466
+63% +$218K
BBWI icon
208
Bath & Body Works
BBWI
$3.9B
$588K 0.15%
26,390
-5,509
-17% -$121K
GRA
209
DELISTED
W.R. Grace & Co.
GRA
$571K 0.14%
7,317
-280
-4% -$20.6K
TCBI icon
210
Texas Capital Bancshares
TCBI
$4.31B
$567K 0.14%
+10,390
New +$602K
CNH
211
CNH Industrial
CNH
$13.2B
$560K 0.14%
63,056
+17,903
+40% +$160K
IDTI
212
DELISTED
Integrated Device Technology I
IDTI
$548K 0.14%
+11,192
New +$542K
BBY icon
213
Best Buy
BBY
$17.8B
$546K 0.14%
+7,680
New +$479K
BKNG icon
214
Booking.com
BKNG
$134B
$544K 0.13%
+7,800
New +$557K
G icon
215
Genpact
G
$5.15B
$543K 0.13%
+15,444
New +$488K
STZ icon
216
Constellation Brands
STZ
$22.1B
$533K 0.13%
+3,042
New +$512K
WPX
217
DELISTED
WPX Energy, Inc.
WPX
$530K 0.13%
40,454
-36,304
-47% -$456K
JPM icon
218
JPMorgan Chase
JPM
$930B
$524K 0.13%
+5,176
New +$533K
MAC icon
219
Macerich
MAC
$7.17B
$517K 0.13%
11,916
+5,731
+93% +$253K
ULTI
220
DELISTED
Ultimate Software Group Inc
ULTI
$511K 0.13%
1,547
+272
+21% +$83.4K
OVV icon
221
Ovintiv
OVV
$17.3B
$499K 0.12%
13,795
-2,354
-15% -$80.7K
VYX icon
222
NCR Voyix
VYX
$1.05B
$497K 0.12%
29,664
-96,320
-76% -$1.6M
BDN
223
Brandywine Realty Trust
BDN
$533M
$493K 0.12%
31,108
-94,835
-75% -$1.43M
GPI icon
224
Group 1 Automotive
GPI
$3.89B
$475K 0.12%
7,339
-7,813
-52% -$475K
CROX icon
225
Crocs
CROX
$6.58B
$453K 0.11%
17,603
+4,432
+34% +$121K
7 8
9
10 11

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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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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.