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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
AMR
376
DELISTED
Alta Mesa Resources Inc
AMR
$3K ﹤0.01%
11,157
-34,004
-75% -$25.7K
ABEO icon
377
Abeona Therapeutics
ABEO
$345M
– –
-878
Closed -$157K
ACIU icon
378
AC Immune
ACIU
$227M
– –
-10,757
Closed -$102K
ADC icon
379
Agree Realty
ADC
$9.68B
– –
-8,880
Closed -$525K
ADAP
380
DELISTED
Adaptimmune Therapeutics
ADAP
– –
-16,483
Closed -$95K
AGNC icon
381
AGNC Investment
AGNC
$12.3B
– –
-45,629
Closed -$800K
AIG icon
382
American International
AIG
$41.9B
– –
-31,616
Closed -$1.25M
AIV
383
Aimco
AIV
$380M
– –
-282,383
Closed -$1.65M
AKBA icon
384
Akebia Therapeutics
AKBA
$327M
– –
-44,507
Closed -$246K
ALB icon
385
Albemarle
ALB
$13.5B
– –
-4,266
Closed -$329K
ALLE icon
386
Allegion
ALLE
$13B
– –
-5,345
Closed -$426K
AM icon
387
Antero Midstream
AM
$10.8B
– –
-25,869
Closed -$289K
AMAT icon
388
Applied Materials
AMAT
$426B
– –
-33,746
Closed -$1.1M
AMD icon
389
Advanced Micro Devices
AMD
$851B
– –
-21,528
Closed -$397K
AMH icon
390
American Homes 4 Rent
AMH
$12B
– –
-42,234
Closed -$838K
AMPY icon
391
Amplify Energy
AMPY
$163M
– –
-16,220
Closed -$122K
AMWD
392
DELISTED
American Woodmark
AMWD
– –
-4,921
Closed -$274K
AOS icon
393
A.O. Smith
AOS
$8.38B
– –
-5,576
Closed -$238K
APPS icon
394
Digital Turbine
APPS
$1.02B
– –
-12,504
Closed -$23K
AQST icon
395
Aquestive Therapeutics
AQST
$462M
– –
-11,441
Closed -$72K
ARE icon
396
Alexandria Real Estate Equities
ARE
$8.88B
– –
-7,955
Closed -$917K
ARES icon
397
Ares Management
ARES
$28.5B
– –
-33,691
Closed -$599K
ASML icon
398
ASML
ASML
$675B
– –
-3,189
Closed -$496K
ASRT
399
DELISTED
Assertio
ASRT
– –
-1,138
Closed -$246K
ATRA icon
400
Atara Biotherapeutics
ATRA
$71.2M
– –
-500
Closed -$434K
14 15
16
17 18

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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.