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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
AUY
701
DELISTED
Yamana Gold, Inc.
AUY
– –
-29,985
Closed -$71K
RFP
702
DELISTED
Resolute Forest Products Inc.
RFP
– –
-21,612
Closed -$171K
IVC
703
DELISTED
Invacare Corporation
IVC
– –
-33,344
Closed -$143K
CLVS
704
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-11,567
Closed -$208K
SWCH
705
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-13,933
Closed -$98K
EXTN
706
DELISTED
Exterran Corporation
EXTN
– –
-15,221
Closed -$269K
GBT
707
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-8,121
Closed -$333K
CTT
708
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
– –
-22,139
Closed -$157K
SNP
709
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-6,273
Closed -$443K
PTR
710
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-7,139
Closed -$439K
ATHX
711
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-2,292
Closed -$83K
EPZM
712
DELISTED
Epizyme, Inc
EPZM
– –
-38,402
Closed -$237K
GSV
713
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-15,888
Closed -$20K
NPTN
714
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-15,074
Closed -$98K
MTOR
715
DELISTED
MERITOR, Inc.
MTOR
– –
-40,899
Closed -$692K
SREV
716
DELISTED
ServiceSource International, Inc.
SREV
– –
-22,594
Closed -$24K
PLAN
717
DELISTED
Anaplan, Inc.
PLAN
– –
-20,798
Closed -$552K
SRGA
718
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
– –
-365
Closed -$41K
PTE
719
DELISTED
PolarityTE, Inc. Common Stock
PTE
– –
-591
Closed -$199K
FOE
720
DELISTED
Ferro Corporation
FOE
– –
-23,306
Closed -$365K
KRA
721
DELISTED
Kraton Corporation
KRA
– –
-17,841
Closed -$390K
PVG
722
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-27,368
Closed -$231K
DRNA
723
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
– –
-30,828
Closed -$330K
CXP
724
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-41,747
Closed -$808K
ADMS
725
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-23,876
Closed -$204K
27 28
29
30 31

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CBT
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FSCP
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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.