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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
ARD
726
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
– –
-10,838
Closed -$120K
XEC
727
DELISTED
CIMAREX ENERGY CO
XEC
– –
-14,662
Closed -$904K
SNR
728
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
– –
-22,570
Closed -$93K
PFPT
729
DELISTED
Proofpoint, Inc.
PFPT
– –
-8,955
Closed -$751K
SYKE
730
DELISTED
SYKES Enterprises Inc
SYKE
– –
-9,963
Closed -$246K
USCR
731
DELISTED
U S Concrete, Inc.
USCR
– –
-10,407
Closed -$367K
WRI
732
DELISTED
Weingarten Realty Investors
WRI
– –
-69,649
Closed -$1.73M
GLOG
733
DELISTED
GASLOG LTD
GLOG
– –
-12,322
Closed -$203K
CMD
734
DELISTED
Cantel Medical Corporation
CMD
– –
-4,736
Closed -$353K
TPCO
735
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-14,712
Closed -$167K
GLUU
736
DELISTED
Glu Mobile Inc.
GLUU
– –
-19,927
Closed -$161K
GNMK
737
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-23,947
Closed -$116K
VAR
738
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-1,899
Closed -$215K
HPR
739
DELISTED
HighPoint Resources Corporation
HPR
– –
-519
Closed -$65K
SINA
740
DELISTED
Sina Corp
SINA
– –
-9,061
Closed -$486K
OXFD
741
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
– –
-11,916
Closed -$152K
ARA
742
DELISTED
American Renal Associates Holdings, Inc
ARA
– –
-12,015
Closed -$138K
PE
743
DELISTED
PARSLEY ENERGY INC
PE
– –
-54,061
Closed -$864K
NGHC
744
DELISTED
National General Holdings Corp
NGHC
– –
-11,282
Closed -$273K
MYOK
745
DELISTED
MyoKardia, Inc. Common Stock
MYOK
– –
-11,178
Closed -$546K
MR
746
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-1,643
Closed -$26K
WMGI
747
DELISTED
Wright Medical Group Inc
WMGI
– –
-9,885
Closed -$269K
CBL
748
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-23,655
Closed -$45K
IMMU
749
DELISTED
Immunomedics Inc
IMMU
– –
-11,031
Closed -$157K
INWK
750
DELISTED
InnerWorkings, Inc.
INWK
– –
-23,529
Closed -$88K
28 29
30
31 32

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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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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.