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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
MNTA
751
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-19,151
Closed -$211K
TTPH
752
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-3,131
Closed -$71K
TECD
753
DELISTED
Tech Data Corp
TECD
– –
-7,784
Closed -$637K
STML
754
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-17,604
Closed -$167K
AKRX
755
DELISTED
Akorn Inc
AKRX
– –
-13,481
Closed -$46K
UNT
756
DELISTED
UNIT Corporation
UNT
– –
-22,067
Closed -$315K
ARCH
757
DELISTED
Arch Resources, Inc.
ARCH
– –
-2,914
Closed -$242K
MLNX
758
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-2,876
Closed -$266K
QHC
759
DELISTED
Quorum Health Corporation
QHC
– –
-13,732
Closed -$40K
RTN
760
DELISTED
Raytheon Company
RTN
– –
-4,044
Closed -$620K
OMN
761
DELISTED
OMNOVA Solutions Inc.
OMN
– –
-12,946
Closed -$95K
S
762
DELISTED
Sprint Corporation
S
– –
-27,884
Closed -$162K
AVX
763
DELISTED
AVX Corporation
AVX
– –
-12,015
Closed -$183K
FOMX
764
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-42,317
Closed -$152K
IPHS
765
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-8,312
Closed -$204K
BOLD
766
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-11,142
Closed -$238K
AVP
767
DELISTED
Avon Products, Inc.
AVP
– –
-32,767
Closed -$50K
PVTL
768
DELISTED
Pivotal Software, Inc.
PVTL
– –
-13,524
Closed -$221K
SEMG
769
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-14,936
Closed -$206K
ALDR
770
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-27,527
Closed -$282K
CTWS
771
DELISTED
Connecticut Water Service Inc
CTWS
– –
-3,289
Closed -$220K
SFLY
772
DELISTED
Shutterfly, Inc.
SFLY
– –
-20,720
Closed -$834K
UPL
773
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-21,074
Closed -$16K
ARRY
774
DELISTED
Array Biopharma Inc
ARRY
– –
-35,249
Closed -$502K
PETX
775
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-15,418
Closed -$95K
28 29 30
31
32

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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.