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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
CPLG
551
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$167K 0.04%
13,615
-18,312
-57% -$277K
TPCO
552
DELISTED
Tribune Publishing Company Common Stock
TPCO
$167K 0.04%
+14,712
New +$213K
STML
553
DELISTED
Stemline Therapeutics, Inc.
STML
$167K 0.04%
+17,604
New +$228K
P
554
DELISTED
Pandora Media Inc
P
$167K 0.04%
+20,643
New +$178K
CTMX icon
555
CytomX Therapeutics
CTMX
$705M
$165K 0.04%
+10,939
New +$162K
AXNX
556
DELISTED
Axonics, Inc. Common Stock
AXNX
$163K 0.04%
+10,814
New +$161K
S
557
DELISTED
Sprint Corporation
S
$162K 0.04%
27,884
+13,797
+98% +$85K
GLUU
558
DELISTED
Glu Mobile Inc.
GLUU
$161K 0.04%
+19,927
New +$142K
AVAL icon
559
Grupo Aval
AVAL
$5.67B
$160K 0.04%
+27,179
New +$186K
VNTR
560
DELISTED
Venator Materials PLC
VNTR
$158K 0.04%
37,823
+21,726
+135% +$140K
ABEO icon
561
Abeona Therapeutics
ABEO
$345M
$157K 0.04%
+878
New +$191K
CTT
562
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$157K 0.04%
+22,139
New +$197K
IMMU
563
DELISTED
Immunomedics Inc
IMMU
$157K 0.04%
11,031
-1,619
-13% -$32.1K
ZYME icon
564
Zymeworks
ZYME
$1.68B
$156K 0.04%
+10,631
New +$139K
FSM icon
565
Fortuna Silver Mines
FSM
$2.59B
$152K 0.03%
+41,863
New +$154K
OXFD
566
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
$152K 0.03%
+11,916
New +$181K
FOMX
567
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$152K 0.03%
42,317
-4,922
-10% -$21.4K
AXDX
568
DELISTED
Accelerate Diagnostics
AXDX
$151K 0.03%
+1,315
New +$195K
UMH
569
UMH Properties
UMH
$1.32B
$150K 0.03%
+12,654
New +$171K
WSR
570
DELISTED
Whitestone REIT
WSR
$147K 0.03%
+12,013
New +$163K
SBLK icon
571
Star Bulk Carriers
SBLK
$3.14B
$144K 0.03%
15,768
-2,734
-15% -$29.9K
CBAY
572
DELISTED
Cymabay Therapeutics
CBAY
$144K 0.03%
18,336
-5,014
-21% -$47.7K
IVC
573
DELISTED
Invacare Corporation
IVC
$143K 0.03%
33,344
+14,757
+79% +$130K
HLX icon
574
Helix Energy Solutions
HLX
$1.46B
$142K 0.03%
+26,279
New +$214K
PEI
575
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$141K 0.03%
+1,581
New +$197K
21 22
23
24 25

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
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.