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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
-15.25%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$446M
AUM Growth
-$80.4M
Cap. Flow
-$8.24M
Cap. Flow %
-1.85%
Top 10 Hldgs %
8.38%
Holding
953
New
347
Increased
168
Reduced
160
Closed
277

Top Buys

Rank Stock Value
1
CL icon
Colgate-Palmolive
CL
+$3.16M
2
HDS
HD Supply Holdings, Inc.
HDS
+$2.9M
3
WY icon
Weyerhaeuser
WY
+$2.87M
4
TMUS icon
T-Mobile US
TMUS
+$2.71M
5
INXN
Interxion Holding N.V.
INXN
+$2.6M

Top Sells

Rank Stock Value
1
TSS
Total System Services, Inc.
TSS
+$4.53M
2
PM icon
Philip Morris
PM
+$3.65M
3
WCN
Waste Connections
WCN
+$3.36M
4
PLD icon
Prologis
PLD
+$3.26M
5
ELS icon
Equity Lifestyle Properties
ELS
+$3.04M

Sector Composition

Rank Sector Weight
1 Financials 22.35%
2 Real Estate 13.44%
3 Industrials 10.75%
4 Healthcare 8.92%
5 Technology 8.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CDXS icon
526
Codexis
CDXS
$135M
$202K 0.05%
+12,121
New +$209K
ENLC
527
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$202K 0.05%
+21,238
New +$274K
PTE
528
DELISTED
PolarityTE, Inc. Common Stock
PTE
$199K 0.04%
591
-98
-14% -$35.5K
GPRK icon
529
GeoPark
GPRK
$649M
$198K 0.04%
+14,367
New +$230K
CBIO
530
Crescent Biopharma
CBIO
$602M
$197K 0.04%
208
+63
+43% +$75.8K
ARAY icon
531
Accuray
ARAY
$28.4M
$194K 0.04%
56,977
+21,070
+59% +$85.4K
CNO icon
532
CNO Financial Group
CNO
$4.97B
$193K 0.04%
+12,944
New +$236K
GFF icon
533
Griffon
GFF
$4.16B
$192K 0.04%
18,327
+7,641
+72% +$97.1K
RJET
534
Republic Airways Holdings
RJET
$810M
$192K 0.04%
1,659
+880
+113% +$163K
RIG icon
535
Transocean
RIG
$5.92B
$190K 0.04%
27,324
-10,852
-28% -$111K
SMTA
536
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$188K 0.04%
26,424
+8,615
+48% +$87.2K
OR icon
537
OR Royalties Inc
OR
$5.47B
$187K 0.04%
+21,302
New +$167K
NEX
538
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$187K 0.04%
+22,878
New +$255K
MIK
539
DELISTED
Michaels Stores, Inc
MIK
$184K 0.04%
13,562
-803
-6% -$12.7K
AVX
540
DELISTED
AVX Corporation
AVX
$183K 0.04%
+12,015
New +$194K
MDRX
541
DELISTED
Veradigm Inc. Common Stock
MDRX
$180K 0.04%
+18,637
New +$208K
MRVL icon
542
Marvell Technology
MRVL
$174B
$178K 0.04%
11,001
-4,169
-27% -$69.1K
QTNA
543
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$175K 0.04%
+12,212
New +$194K
COHU icon
544
Cohu
COHU
$2.39B
$174K 0.04%
+10,823
New +$206K
PARR icon
545
Par Pacific Holdings
PARR
$3.88B
$174K 0.04%
+12,243
New +$209K
RDNT icon
546
RadNet
RDNT
$4.84B
$171K 0.04%
+16,833
New +$229K
RFP
547
DELISTED
Resolute Forest Products Inc.
RFP
$171K 0.04%
+21,612
New +$238K
WRD
548
DELISTED
WildHorse Resource Development
WRD
$171K 0.04%
+12,102
New +$238K
FATE icon
549
Fate Therapeutics
FATE
$281M
$170K 0.04%
+13,216
New +$184K
MAG
550
DELISTED
MAG Silver
MAG
$170K 0.04%
+23,306
New +$169K
20 21
22
23 24

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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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SH
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Quantitative Systematic Strategies's Q4 2018 Portfolio in Review

As of Q4 2018, Quantitative Systematic Strategies held 953 positions worth $446M, down 15% from $526M the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.

Quantitative Systematic Strategies's Q4 2018 filing shows 347 new, 168 increased, 160 reduced and 277 closed positions. Its largest new stake was Colgate-Palmolive: 50,568 shares worth $3.01M. The largest sale was Total System Services, Inc., an estimated $4.53M.

By sector, the portfolio is most concentrated in Financials at 22% of assets, up from 20% a quarter earlier, followed by Real Estate and Industrials.

  • Quantitative Systematic Strategies's largest Q4 2018 buy was Colgate-Palmolive: 50,568 shares worth $3.01M.
  • Quantitative Systematic Strategies added most to Weyerhaeuser in Q4 2018, an estimated $2.87M increase.
  • Quantitative Systematic Strategies's biggest Q4 2018 reduction was Equity Lifestyle Properties, cutting an estimated $3.04M.
  • Quantitative Systematic Strategies fully exited Total System Services, Inc. in Q4 2018, selling an estimated $4.53M.
  • Quantitative Systematic Strategies's ten largest holdings make up 8.4% of its $446M portfolio in Q4 2018.
  • Quantitative Systematic Strategies opened 347 new positions and closed 277 in Q4 2018.
  • Quantitative Systematic Strategies's portfolio value fell 15% quarter-over-quarter to $446M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2018, filed 12 Feb 2019.