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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
SUM
676
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-32,240
Closed -$393K
CDMO
677
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
– –
-21,720
Closed -$89K
ENLC
678
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-21,238
Closed -$202K
SMAR
679
DELISTED
Smartsheet Inc.
SMAR
– –
-11,993
Closed -$298K
MRO
680
DELISTED
Marathon Oil Corporation
MRO
– –
-89,716
Closed -$1.29M
RCM
681
DELISTED
R1 RCM Inc. Common Stock
RCM
– –
-34,074
Closed -$271K
AXNX
682
DELISTED
Axonics, Inc. Common Stock
AXNX
– –
-10,814
Closed -$163K
LSXMK
683
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
– –
-34,159
Closed -$962K
HOLI
684
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
– –
-12,743
Closed -$223K
OSG
685
DELISTED
Overseas Shipholding Group Inc.
OSG
– –
-44,963
Closed -$75K
MRNS
686
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-11,994
Closed -$138K
TTOO
687
DELISTED
T2 Biosystems, Inc
TTOO
– –
-6
Closed -$89K
VIA
688
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
– –
-2,565
Closed -$95K
CBAY
689
DELISTED
Cymabay Therapeutics
CBAY
– –
-18,336
Closed -$144K
MDRX
690
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-18,637
Closed -$180K
MRTX
691
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-9,287
Closed -$394K
WWE
692
DELISTED
World Wrestling Entertainment
WWE
– –
-6,310
Closed -$471K
NEX
693
DELISTED
NexTier Oilfield Solutions Inc.
NEX
– –
-22,878
Closed -$187K
NUVA
694
DELISTED
NuVasive, Inc.
NUVA
– –
-13,817
Closed -$685K
FOCS
695
DELISTED
Focus Financial Partners Inc. Class A
FOCS
– –
-9,737
Closed -$256K
ACGN
696
DELISTED
Aceragen Inc
ACGN
– –
-1,379
Closed -$65K
PDCE
697
DELISTED
PDC Energy, Inc.
PDCE
– –
-7,554
Closed -$225K
VRAY
698
DELISTED
ViewRay, Inc.
VRAY
– –
-10,904
Closed -$66K
ATTO
699
DELISTED
Atento S.A.
ATTO
– –
-2,383
Closed -$48K
JNCE
700
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
– –
-15,195
Closed -$51K
26 27
28
29 30

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GPC
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CBT
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FSCP
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RG
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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.