We are live on ! Find out more
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
VRTX icon
651
Vertex Pharmaceuticals
VRTX
$122B
– –
-1,587
Closed -$263K
WBS icon
652
Webster Financial
WBS
$12.3B
– –
-9,395
Closed -$463K
WD icon
653
Walker & Dunlop
WD
$1.67B
– –
-9,661
Closed -$418K
WEX icon
654
WEX
WEX
$6.07B
– –
-1,874
Closed -$262K
WH icon
655
Wyndham Hotels & Resorts
WH
$5.57B
– –
-4,931
Closed -$224K
WHD icon
656
Cactus
WHD
$3.86B
– –
-13,411
Closed -$368K
WPP icon
657
WPP
WPP
$4.06B
– –
-10,147
Closed -$556K
WSR
658
DELISTED
Whitestone REIT
WSR
– –
-12,013
Closed -$147K
WWD icon
659
Woodward
WWD
$24.9B
– –
-4,669
Closed -$347K
XNCR icon
660
Xencor
XNCR
$1.45B
– –
-10,036
Closed -$363K
YELP icon
661
Yelp
YELP
$1.4B
– –
-12,445
Closed -$435K
ZION icon
662
Zions Bancorporation
ZION
$10.1B
– –
-41,637
Closed -$1.7M
ZTS icon
663
Zoetis
ZTS
$31.7B
– –
-7,388
Closed -$632K
ZYME icon
664
Zymeworks
ZYME
$1.67B
– –
-10,631
Closed -$156K
PRKS icon
665
United Parks & Resorts
PRKS
$2.12B
– –
-24,687
Closed -$545K
CNR
666
Core Natural Resources Inc
CNR
$4.21B
– –
-9,038
Closed -$287K
CMBT
667
CMB.TECH NV
CMBT
$4.58B
– –
-19,072
Closed -$132K
NBIS
668
Nebius Group N.V.
NBIS
$48.9B
– –
-12,233
Closed -$335K
XIFR
669
XPLR Infrastructure LP
XIFR
$1.19B
– –
-17,129
Closed -$737K
LGF.A
670
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-14,059
Closed -$226K
CMRX
671
DELISTED
Chimerix, Inc.
CMRX
– –
-21,901
Closed -$56K
PDCO
672
DELISTED
Patterson Companies, Inc.
PDCO
– –
-14,581
Closed -$287K
ENZ
673
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-11,102
Closed -$31K
SYRS
674
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
– –
-1,233
Closed -$69K
CUTR
675
DELISTED
Cutera, Inc.
CUTR
– –
-11,950
Closed -$203K
25 26
27
28 29

Similar funds

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.