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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
V icon
1
Visa
V
$672B
$6.06M 1.5%
38,809
+4,210
+12% +$607K
AEP icon
2
American Electric Power
AEP
$72.4B
$5.85M 1.45%
69,887
+46,531
+199% +$3.7M
HON icon
3
Honeywell
HON
$73.8B
$5.77M 1.43%
38,520
+30,747
+396% +$4.3M
EXC icon
4
Exelon
EXC
$47.8B
$5.41M 1.34%
151,228
+96,452
+176% +$3.28M
DTE icon
5
DTE Energy
DTE
$30.9B
$5.26M 1.3%
49,585
+35,196
+245% +$3.55M
HIG icon
6
Hartford Financial Services
HIG
$38.6B
$5.25M 1.3%
105,599
+6,630
+7% +$315K
TJX icon
7
TJX Companies
TJX
$172B
$5.09M 1.26%
95,633
+20,432
+27% +$1.02M
ETR icon
8
Entergy
ETR
$53.6B
$5.08M 1.26%
+106,328
New +$4.81M
AVB icon
9
AvalonBay Communities
AVB
$27B
$5.01M 1.24%
24,944
+19,198
+334% +$3.67M
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.17T
$4.53M 1.12%
76,920
+28,680
+59% +$1.62M
CCI icon
11
Crown Castle
CCI
$33.8B
$4.28M 1.06%
33,460
+7,796
+30% +$914K
PEP icon
12
PepsiCo
PEP
$185B
$4.26M 1.05%
34,778
+11,089
+47% +$1.26M
LNT icon
13
Alliant Energy
LNT
$19.1B
$4.09M 1.01%
86,770
+66,557
+329% +$2.98M
FE icon
14
FirstEnergy
FE
$28.5B
$3.76M 0.93%
90,470
+43,085
+91% +$1.71M
MDLZ icon
15
Mondelez International
MDLZ
$78.1B
$3.68M 0.91%
73,702
-2,125
-3% -$97.5K
CRM icon
16
Salesforce
CRM
$133B
$3.58M 0.89%
22,625
+14,400
+175% +$2.23M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.06T
$3.55M 0.88%
+17,663
New +$3.57M
DRE
18
DELISTED
Duke Realty Corp.
DRE
$3.5M 0.87%
114,469
+25,423
+29% +$744K
TMUS icon
19
T-Mobile US
TMUS
$207B
$3.49M 0.86%
50,488
-15,597
-24% -$1.09M
TSS
20
DELISTED
Total System Services, Inc.
TSS
$3.45M 0.85%
+36,342
New +$3.29M
SNV
21
DELISTED
Synovus
SNV
$3.36M 0.83%
97,784
+10,202
+12% +$374K
MS icon
22
Morgan Stanley
MS
$343B
$3.31M 0.82%
78,429
+68,274
+672% +$2.87M
CNP icon
23
CenterPoint Energy
CNP
$28.6B
$3.27M 0.81%
+106,548
New +$3.22M
MTB icon
24
M&T Bank
MTB
$36.3B
$3.2M 0.79%
20,399
-3,447
-14% -$566K
MAA icon
25
Mid-America Apartment Communities
MAA
$15.3B
$3.11M 0.77%
+28,479
New +$2.93M
1
2 3 4 5

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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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.