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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
EOG icon
476
EOG Resources
EOG
$78B
– –
-3,603
Closed -$314K
EQH icon
477
Equitable Holdings
EQH
$13.1B
– –
-15,272
Closed -$254K
EQIX icon
478
Equinix
EQIX
$107B
– –
-1,918
Closed -$676K
EQT icon
479
EQT Corp
EQT
$33.2B
– –
-16,179
Closed -$306K
ERIC icon
480
Ericsson
ERIC
$30.7B
– –
-30,581
Closed -$271K
ESS icon
481
Essex Property Trust
ESS
$18.9B
– –
-7,535
Closed -$1.85M
EVC icon
482
Entravision Communication
EVC
$983M
– –
-13,189
Closed -$38K
EVR icon
483
Evercore
EVR
$13.1B
– –
-4,162
Closed -$298K
EXPE icon
484
Expedia Group
EXPE
$31.2B
– –
-3,217
Closed -$362K
FATE icon
485
Fate Therapeutics
FATE
$281M
– –
-13,216
Closed -$170K
FBRX icon
486
Forte Biosciences
FBRX
$1.12B
– –
-39
Closed -$122K
FDX icon
487
FedEx
FDX
$74.5B
– –
-10,780
Closed -$1.74M
FINV
488
FinVolution Group
FINV
$1.12B
– –
-13,250
Closed -$48K
FNF icon
489
Fidelity National Financial
FNF
$13.9B
– –
-11,474
Closed -$347K
FPI
490
Farmland Partners
FPI
$419M
– –
-15,581
Closed -$71K
FSP
491
Franklin Street Properties
FSP
$44.8M
– –
-20,389
Closed -$127K
GE icon
492
GE Aerospace
GE
$367B
– –
-3,048
Closed -$111K
GFF icon
493
Griffon
GFF
$4.16B
– –
-18,327
Closed -$192K
CBIO
494
Crescent Biopharma
CBIO
$602M
– –
-208
Closed -$197K
GNL icon
495
Global Net Lease
GNL
$1.87B
– –
-20,758
Closed -$366K
GOOG icon
496
Alphabet (Google) Class C
GOOG
$3.9T
– –
-10,800
Closed -$559K
GPRK icon
497
GeoPark
GPRK
$649M
– –
-14,367
Closed -$198K
GRPN icon
498
Groupon
GRPN
$980M
– –
-1,671
Closed -$107K
GS icon
499
Goldman Sachs
GS
$313B
– –
-3,144
Closed -$525K
GT icon
500
Goodyear
GT
$2.07B
– –
-12,766
Closed -$261K
18 19
20
21 22

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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
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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.