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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
CTLP
351
DELISTED
Cantaloupe
CTLP
$97K 0.02%
23,359
+6,420
+38% +$28.8K
RIG icon
352
Transocean
RIG
$5.92B
$95K 0.02%
10,921
-16,403
-60% -$141K
EZPW icon
353
Ezcorp Inc
EZPW
$1.82B
$94K 0.02%
10,103
-16,909
-63% -$160K
BCRX icon
354
BioCryst Pharmaceuticals
BCRX
$2.37B
$89K 0.02%
10,972
-21,843
-67% -$187K
VNTR
355
DELISTED
Venator Materials PLC
VNTR
$73K 0.02%
12,949
-24,874
-66% -$132K
CNR
356
DELISTED
Cornerstone Building Brands, Inc.
CNR
$71K 0.02%
11,576
-32,259
-74% -$237K
ARAY icon
357
Accuray
ARAY
$28.4M
$70K 0.02%
14,762
-42,215
-74% -$192K
LXRX icon
358
Lexicon Pharmaceuticals
LXRX
$1.02B
$69K 0.02%
12,346
-36,550
-75% -$222K
ZNGA
359
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$63K 0.02%
11,901
-152,424
-93% -$733K
DBRG icon
360
DigitalBridge
DBRG
$2.94B
$62K 0.02%
2,898
-3,352
-54% -$74.8K
KDMN
361
DELISTED
Kadmon Holdings, Inc.
KDMN
$60K 0.01%
22,885
-13,574
-37% -$34.2K
TRQ
362
DELISTED
Turquoise Hill Resources Ltd
TRQ
$60K 0.01%
3,593
-482
-12% -$8.16K
SIRI icon
363
SiriusXM
SIRI
$10B
$58K 0.01%
+1,026
New +$61.2K
FSM icon
364
Fortuna Silver Mines
FSM
$2.59B
$53K 0.01%
15,933
-25,930
-62% -$96K
CDR
365
DELISTED
Cedar Realty Trust, Inc
CDR
$53K 0.01%
2,382
-1,730
-42% -$38.9K
AXAS
366
DELISTED
Abraxas Petroleum Corp
AXAS
$52K 0.01%
2,098
-1,544
-42% -$39.1K
IPI icon
367
Intrepid Potash
IPI
$460M
$48K 0.01%
1,257
-3,287
-72% -$114K
EGIO
368
DELISTED
Edgio, Inc. Common Stock
EGIO
$48K 0.01%
368
-697
-65% -$80.9K
RIGL icon
369
Rigel Pharmaceuticals
RIGL
$680M
$45K 0.01%
+1,733
New +$39.6K
NG icon
370
NovaGold Resources
NG
$2.6B
$44K 0.01%
10,591
-41,237
-80% -$162K
ATRS
371
DELISTED
Antares Pharma, Inc.
ATRS
$31K 0.01%
10,267
-75,014
-88% -$243K
IMGN
372
DELISTED
Immunogen Inc
IMGN
$29K 0.01%
10,842
-62,643
-85% -$271K
ONIT
373
Onity Group
ONIT
$333M
$23K 0.01%
826
-2,458
-75% -$69.2K
VEON icon
374
VEON
VEON
$3.53B
$21K 0.01%
409
-416
-50% -$26K
GNCA
375
DELISTED
Genocea Biosciences, Inc.
GNCA
$11K ﹤0.01%
+2,420
New +$12K
13 14
15
16 17

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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.