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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
QTNA
776
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
– –
-12,212
Closed -$175K
TIER
777
DELISTED
TIER REIT, Inc.
TIER
– –
-22,692
Closed -$468K
BEL
778
DELISTED
Belmond Ltd.
BEL
– –
-11,913
Closed -$298K
TFCFA
779
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-30,467
Closed -$1.47M
TFCF
780
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-44,911
Closed -$2.15M
ELGX
781
DELISTED
Endologix Inc
ELGX
– –
-6,494
Closed -$46K
P
782
DELISTED
Pandora Media Inc
P
– –
-20,643
Closed -$167K
WRD
783
DELISTED
WildHorse Resource Development
WRD
– –
-12,102
Closed -$171K
SCG
784
DELISTED
Scana
SCG
– –
-4,811
Closed -$230K
ESTE
785
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
– –
-18,767
Closed -$85K
ESV
786
DELISTED
Ensco Rowan plc
ESV
– –
-7,435
Closed -$106K
ATVI
787
DELISTED
Activision Blizzard
ATVI
– –
-5,122
Closed -$239K
SIVB
788
DELISTED
SVB Financial Group
SIVB
– –
-2,760
Closed -$524K
HSKA
789
DELISTED
Heska Corp
HSKA
– –
-3,808
Closed -$328K
PEI
790
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-1,581
Closed -$141K
MBT
791
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-48,177
Closed -$337K
UFS
792
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-9,542
Closed -$335K
CEO
793
DELISTED
CNOOC Limited
CEO
– –
-2,948
Closed -$449K
LLEX
794
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
– –
-28,308
Closed -$39K
WLH
795
DELISTED
WILLIAM LYON HOMES
WLH
– –
-30,093
Closed -$322K
CELG
796
DELISTED
Celgene Corp
CELG
– –
-6,022
Closed -$386K
SHPG
797
DELISTED
Shire pic
SHPG
– –
-4,699
Closed -$818K
EE
798
DELISTED
El Paso Electric Company
EE
– –
-9,309
Closed -$467K
LJPC
799
DELISTED
La Jolla Pharmaceutical Company
LJPC
– –
-27,725
Closed -$261K
28 29 30 31
32

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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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SH
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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.